NSD’s trade repository messages specifications

Current specification

PayRelativeToEnum

ValueDescription
CalculationPeriodStartDatePayments will occur relative to the first day of each calculation period.
CalculationPeriodEndDatePayments will occur relative to the last day of each calculation period.
LastPricingDatePayments will occur relative to the last Pricing Date of each Calculation Period.
ResetDatePayments will occur relative to the reset date.
ValuationDatePayments will occur relative to the valuation date.