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 |
Parent topic: Viewing the Markit Agency Interface Browser