Name |
|
Code |
|
Parent |
Logical Data Model 'RRE DDA PER BANK LDM' |
Comment |
Non-fixed interest instrument is an instrument where the interest rate type is 'mixed' or 'variable'. |
Parent Entity |
Name |
Code |
Comment |
Data Type |
Domain |
Mandatory |
Primary Identifier |
Foreign Identifier |
Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. |
Variable characters (60) |
X |
X |
|
|||
Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent. |
Variable characters (60) |
X |
X |
|
|||
An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract. |
Variable characters (60) |
X |
X |
|
|||
An identifier applied by the reporting agent to uniquely identify each instrument under a single contract. Each instrument must have one instrument identifier. This value will not change over time and cannot be used as the instrument identifier for any other instrument under the same contract. |
Variable characters (60) |
X |
X |
|
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
X |
X |
|
|||
Reference rate value is the reference rate value used for the calculation of the actual interest rate. |
Variable multibyte (255) |
X |
|
X |
|||
Maturity value is the maturity value of the reference rate used for the calculation of the actual interest rate. |
Variable multibyte (255) |
X |
|
X |
|||
Margin or spread (expressed as a percentage) to add to the reference rate that is used for the calculation of the interest rate in basis points. |
Decimal (12,0) |
X |
|
|
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
|
0,n |
1,1 |
Parent |
Parent Entity Code |
Logical Data Model 'RRE DDA PER BANK LDM' |
instrument |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|