NSD’s trade repository messages specifications

Current specification

NegativeInterestRateTreatmentEnum

ValueDescription
NegativeInterestRateMethodNegative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
ZeroInterestRateMethodZero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).