NSD’s trade repository messages specifications

рус, en

Current specification

ZeroRateCurve

Nested view
Tree view

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
compoundingFrequency	CompoundingFrequency				0-1, mre
rateCurve	TermCurve				0-1, mre

Collapse All | Expand All

ZeroRateCurve

compoundingFrequency(CompoundingFrequency)

rateCurve(TermCurve)

interpolationMethod(InterpolationMethod)

extrapolationPermitted(boolean)

point(TermPoint)

term(TimeDimension)

Selecting one of variants:

Sequence

date(date)

tenor(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;

bid(decimal)

mid(decimal)

ask(decimal)

spreadValue(decimal)

definition(AssetReference)