Name |
|
Code |
|
Parent |
|
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 |
|
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
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 |
|
|||
The following reference rate values must be used: |
Variable multibyte (255) |
X |
|
X |
|||
The following maturity values must be used: |
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 |
instrument |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|