NSD’s trade repository messages specifications

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Current specification

YieldCurve

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
name	xsd:normalizedString				0-1
currency	Currency				0-1
@id	xsd:ID				1-1, ncf
algorithm	xsd:string				0-1
forecastRateIndex	ForecastRateIndex				0-1

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YieldCurve

name(normalizedString)

currency(Currency)

algorithm(string)

forecastRateIndex(ForecastRateIndex)

floatingRateIndex(FloatingRateIndex)

indexTenor(Period)

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;