NSD’s trade repository messages specifications
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FraDiscountingEnum
Value
Description
ISDA
"FRA Discounting" per the ISDA Definitions will apply.
AFMA
FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated.
NONE
No discounting will apply.
ISDAYield
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e).