14.6.16 Outgoing FPML Changes for Negative Rate
The following outgoing FpML notices sends interest and margin rates in negative if the rates are maintained in negative for the associated contracts.
Individual FpML messages for each participant
Table 14-1 FpML messages
Notice Name | Associated Event | Remarks | Systematic / Free format |
---|---|---|---|
Drawdown Notice | DNOT | During drawdown booking. | Systematic |
Rate Reset Notice | IRFX | During drawdown Interest rate fixing. | Systematic |
Interest Payment Notice | NOTC | During Interest payment. | Free format |
Split Rollover Notice | RNOT | During Split Rollover booking. | Systematic |
Consolidated Rollover Notice | CRNT | During consol Rollover Booking. | Systematic |
Pricing Change Notice | MRFX | During Margin rate revision at drawdown level. | Systematic |
Bulk FpML notices (One message with all participant details)
Table 14-2 Bulk FpML notices
Notice Name | Associated Event | Remarks | Systematic / Free format? |
---|---|---|---|
Drawdown Notice | DNOT | During drawdown booking. | Systematic |
Rate Set Notice | IRAM | During Interest rate amendment. | Systematic |
VAMB | During interest rate amendment in VAMI screen. | Systematic | |
MRFX | During drawdown Margin rate revision. | Systematic | |
Interest Repayment Notice | LIQD | During full or partial interest payment on drawdown. | Systematic |
Split Rollover Notice | RNOT | During Split Rollover booking. | Systematic |
Consolidated Rollover Notice | CRNT | During consol Rollover Booking. | Systematic |
Parent topic: System generated Messages