NSD’s trade repository messages specifications

Current specification

PeriodExtendedEnum

ValueDescription
TTerm. The period commencing on the effective date and ending on the termination date. The T period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, ...) spans the entire term of the trade.
DDay.
WWeek.
MMonth.
YYear.