NSD’s trade repository messages specifications

Current specification

NsdSpecificCodesEnum

ValueDescription
ProductRelation
FixedRateChangeDefines fixed rate change code required in accordance with Direction of the Bank of Russia
FloatingRateChangeDefines floating rate change code required in accordance with Direction of the Bank of Russia
NotionalChangeDefines notional amount change code required in accordance with Direction of the Bank of Russia
UnderlierValuationDefines underlying asset valuation frequency code in compliance with Direction of the Bank of Russia
PaymentFrequencyDefines payment frequency code in compliance with Direction of the Bank of Russia