15.17.14 Incoming FPML Changes for Negative Rate

The system processes the following incoming FpML messages if interest or margin rate is received in negative.

Table 15-9 Incoming FPML Messages

Notice Name Associated Event Remarks Systematic / Free format
Drawdown Notice DNOT To book a new drawdown. Systematic
Rate Reset Notice IRAM To perform Interest rate amendment on drawdown. Systematic
Interest Repayment Notice LIQD To process full or partial interest payment on drawdown. Systematic
Split Rollover Notice RNOT To process Split Rollover. Systematic
Consolidated Rollover Notice CRNT To process Consolidation Rollover. Systematic
Pricing Change Notice MRFX To process Margin rate revision at drawdown level. Systematic