15.4 Notices from Agent to Investors

The following are the notices sent from Agent to Investors which can be generated in the FpML format:

• Drawdown Notice - generated for BOOK, DNOT and VAMB events of the drawdown.
• Rate Reset Notice - generated for IRFX event of the drawdown.
• Interest Payment Notice - FpML format message generated as part of Free Format message generation.
• Principal Repayment Notice - FpML format message generated as part of Free Format message generation.
• Scheduled Fee Payment Notice - FpML format message generated as part of Free Format message generation.
• Adhoc Fee Payment Notice - FpML format message generated as part of Free Format message generation.
• Split Rollover Notice - generated on RNOT event of the drawdown.
• Consolidated Rollover Notice - generated on CRNT event of the drawdown.
• LC Issuance Notice - generated on DNOT event of the LC drawdown.
• LC Balance Notice – generated as part of any event on the LC drawdown that leads to the LC balance changes (VAMB, LIQD) event in FpML format.
• LC Amendment Notice - generated as part of LC drawdown amendment (VAMB) event.
• LC Fee Notice - generated as part of LC drawdown fee payment (NOTC) event.
• LC Termination Notice - generated as part of LC drawdown termination (VAMI/LIQD) which marks the contract status as liquidated event.
• Pricing Change Notice - The pricing change notices are generated if any of the following changes occur:
  • Margin Changes
  • LC Drawdown Rate Change
  • Fee Rate Change

To generate FpML messages, you need to maintain the Advice format for the FpML notice in Advice Format Maintenance screen with the media value specified as FPML. These advices are in turn attached to the related events at participant product level.

Note:

If you want to generate both FpML as well as non-FpML notices for an event, you need to attach both the advices at the product level.

This topic contains the following sub-topics:

• Pricing Change Message