NSD’s trade repository messages specifications

Current specification

WeatherLegCalculation

A type to capture details relevant to the calculation of the Payment Amount on a Weather Index Transaction.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
settlementLevelWeatherSettlem​entLevelEnumThe Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculaiton Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period (Minimum). Weather index settlement level.0-1, mre, mfr
referenceLevel​EqualsZeroxsd:booleanIf 'true', reference level equals to zero.Zero level.0-1, mre, mfr
calculationDatePeriodDefines a calculation date.Calculation date.0-1, mre
businessDaysBusinessCenterDefines a business day calendar location.Business days.0-1, ncf
dataCorrectionxsd:booleanThe date payment often revised after its publication, this indicates if the payment date could be recalculated. Payment date correction.0-1, ncf
correctionPeri​odPeriodIf dataCorrection=true, this indicates how long after the publication of the date corrections could be made. Payment date correction period.0-1, ncf
maximumPayment​AmountNonNegativeMon​eyCups on total payment amount.Maximum payment amount.0-1
maximumTransac​tionPaymentAmountNonNegativeMon​eyCups on payment amount that goes out in any particular calculation period.Maximum transaction payment amount.0-1
roundingRoundingRounding direction and precision for price values.Rounding.0-1, ncf
WeatherLegCalculation