Download Derivatives User Manual

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Auto Settlement flag
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Numerator & Denominator Method
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Denominator Basis
Payment Details
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Rate Denominator Basis
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Payment Method
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Discount Rate basis
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Discount Rate
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Floating Component
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Discount Rate Source
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Discount Rate Code
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Discount Tenor Code
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Discount Rate Spread
Schedules
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Holiday Treatment
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Currency / Financial Centre
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Holiday Movement
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Cascade Schedules flag
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Move across month flag
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Schedule Details
Revision
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Reset Date Basis
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Revision Details
A financial amendment is allowed only through External system (Gateway). If any one of the
fields sent by the external system is not the mentioned in the list above, it is considered as a
financial amendment upload.
The following points are noteworthy:
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In such a case, the original contract is reversed and a new contract is booked.
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However, financial amendment upload is not allowed if SGEN message is already
generated for the underlying contract. In case of a financial amendment, the system
doesn’t generate any confirmation message for the reversed deal. It generates an
amendment confirmation message as part of the DBOK event of the new deal. This
applies to only mail messages and not for SWIFT messages.
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In case of a SWIFT message, the system sends a cancellation message and a booking
message.
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Any amendment of a contract is not allowed if the contract is cancelled / liquidated /
reversed (for a contract status L, V or D).
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