NSD’s trade repository messages specifications

Current specification

CompoundingMethodEnum

ValueDescription
FlatFlat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread.
NoneNo compounding is to be applied.
StraightStraight compounding. Compounding includes the spread.
SpreadExclusiveSpread Exclusive compounding.