NSD’s trade repository messages specifications

Current specification

FraDiscountingEnum

ValueDescription
ISDA"FRA Discounting" per the ISDA Definitions will apply.
AFMAFRA 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.
NONENo discounting will apply.
ISDAYieldPer ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e).