NSD’s trade repository messages specifications
рус,
en
Current specification
Home
Specification
Current
Accepted
Additional services
Monthly Statistic
AveragingMethodEnum
Value
Description
Unweighted
The arithmetic mean of the relevant rates for each reset date.
Weighted
The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.