A.1 DV Events

This topic describes the list of events that can take place during the life-cycle of a Derivatives contract.

Events of Derivatives Contracts

Table A-1 DV Events

Event Code Event Description

DAMN

Contract Amendment

DASG

Contract Assignment

DASS

Contract Assignment

DBOK

Contract Booking

DIAC

Contract Interest Accrual

DIAM

Contract Inception Amortization

DILQ

Contract Interest Liquidation

DINT

Contract Initiation

DPLQ

Contract Principal Liquidation

DRVL

Contract Revaluation

DRVN

Contract Rate Revision

DRVS

Contract Reversal

DTAM

Contract Termination Amortization

DTRB

Booking of Termination Date

DTER

Contract Termination

DRRL

Contract Revaluation Reversal

EXRR

Derivatives External Revaluation Reversal

EXRV

Contract External Revaluation

DPRS

Derivatives Principal Reset

DPRV

Derivatives Principal Reset Reversal

SGEN

Settlement Message Generation