AmendNonDeliverableForwardValuationV02

trea.005.001.02

Scope The AmendNonDeliverableForwardValuation message is sent by a participant to a central system or to a counterparty to notify the amendment of the valuation of a non deliverable trade previously confirmed by the sender. Usage The message is sent from a participant to a central settlement system to advise of the update of a previously sent notification and it contains a “Related Reference” to link it to the previous notification.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% AmendNonDeliverableForwardValuationV02 recursion level 0 with max 0
AmendNonDeliverableForwardValuationV02 *-- "1..1" TradeAgreement2 : TradeInformation
AmendNonDeliverableForwardValuationV02 *-- "1..1" TradePartyIdentification3 : TradingSideIdentification
AmendNonDeliverableForwardValuationV02 *-- "1..1" TradePartyIdentification3 : CounterpartySideIdentification
AmendNonDeliverableForwardValuationV02 *-- "1..1" AmountsAndValueDate1 : TradeAmounts
AmendNonDeliverableForwardValuationV02 *-- "1..1" AgreedRate1 : ValuationRate
AmendNonDeliverableForwardValuationV02 *-- "1..1" ValuationData2 : ValuationInformation
  

Now, we will zero-in one-by-one on each of these building blocks.

TradeInformation building block

Provides references and date of the valuation of the non deliverable trade which is amended. Date and identification of a trade together with references to previous events in its life. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradeAgreement2 recursion level 0 with max 1
class TradeAgreement2{
    TradeDate IsoISODate
    NotificationIdentification IsoMax35Text
    CommonReference IsoMax35Text
    AmendOrCancelReason IsoMax35Text
    RelatedReference IsoMax35Text
}
  

TradeAgreement2 members

TradingSideIdentification building block

Specifies the trading side of the valuation of the non deliverable trade which is amended. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification3 recursion level 0 with max 1
TradePartyIdentification3 *-- "0..1" FundIdentification2 : FundInformation
TradePartyIdentification3 *-- "1..1" IPartyIdentification8Choice : SubmittingParty
TradePartyIdentification3 *-- "1..1" IPartyIdentification8Choice : TradeParty
%% FundIdentification2 recursion level 1 with max 1
class FundIdentification2{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification2 *-- "0..1" IPartyIdentification8Choice : CustodianIdentification
%% IPartyIdentification8Choice recursion level 1 with max 1
%% IPartyIdentification8Choice recursion level 1 with max 1
  

TradePartyIdentification3 members

CounterpartySideIdentification building block

Specifies the counterparty of the valuation of the non deliverable trade which is amended. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification3 recursion level 0 with max 1
TradePartyIdentification3 *-- "0..1" FundIdentification2 : FundInformation
TradePartyIdentification3 *-- "1..1" IPartyIdentification8Choice : SubmittingParty
TradePartyIdentification3 *-- "1..1" IPartyIdentification8Choice : TradeParty
%% FundIdentification2 recursion level 1 with max 1
class FundIdentification2{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification2 *-- "0..1" IPartyIdentification8Choice : CustodianIdentification
%% IPartyIdentification8Choice recursion level 1 with max 1
%% IPartyIdentification8Choice recursion level 1 with max 1
  

TradePartyIdentification3 members

TradeAmounts building block

Specifies the amounts of the valuation of the non deliverable trade which is amended. Specifies the value date and the amounts traded in a foreign exchange transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AmountsAndValueDate1 recursion level 0 with max 1
class AmountsAndValueDate1{
    TradingSideBuyAmount IsoActiveOrHistoricCurrencyAndAmount
    TradingSideSellAmount IsoActiveOrHistoricCurrencyAndAmount
    SettlementDate IsoISODate
}
  

AmountsAndValueDate1 members

ValuationRate building block

Specifies the valuation rate of the valuation of the non deliverable trade which is amended. Information needed to process a currency exchange or conversion. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AgreedRate1 recursion level 0 with max 1
class AgreedRate1{
    ExchangeRate IsoBaseOneRate
    UnitCurrency CurrencyCode
    QuotedCurrency CurrencyCode
}
  

AgreedRate1 members

ValuationInformation building block

Specifies the valuation information of the valuation of the non deliverable trade which is amended. Set of data which contains the link to the opening of the non deliverable trade and supplementary information on its valuation. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ValuationData2 recursion level 0 with max 1
class ValuationData2{
    ValuationReference IsoMax35Text
    SettlementCurrency ActiveOrHistoricCurrencyCode
    AdditionalValuationInformation IsoMax140Text
}
ValuationData2 *-- "0..1" IPartyIdentification8Choice : SettlementParty
%% IPartyIdentification8Choice recursion level 1 with max 1
  

ValuationData2 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the AmendNonDeliverableForwardValuationV02 implementation follows a specific implementaiton pattern. First of all, AmendNonDeliverableForwardValuationV02 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, AmendNonDeliverableForwardValuationV02Document implements IOuterDocument. Because AmendNonDeliverableForwardValuationV02 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type AmendNonDeliverableForwardValuationV02.

classDiagram
    class IOuterRecord
    AmendNonDeliverableForwardValuationV02 --|> IOuterRecord : Implements
    AmendNonDeliverableForwardValuationV02Document --|> IOuterDocument~AmendNonDeliverableForwardValuationV02~ : Implements
    class IOuterDocument~AmendNonDeliverableForwardValuationV02~ {
        AmendNonDeliverableForwardValuationV02 Message
     }
  

Document wrapper for serialization

The only real purpose AmendNonDeliverableForwardValuationV02Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:trea.005.001.02’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using AmendNonDeliverableForwardValuationV02.ToDocument() method. The returned AmendNonDeliverableForwardValuationV02Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    AmendNonDeliverableForwardValuationV02Document *-- AmendNonDeliverableForwardValuationV02 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:trea.005.001.02">
    <AmdNDFValtnV02>
        <TradInf>
            <!-- TradeInformation inner content -->
        </TradInf>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtySdId>
            <!-- CounterpartySideIdentification inner content -->
        </CtrPtySdId>
        <TradAmts>
            <!-- TradeAmounts inner content -->
        </TradAmts>
        <ValtnRate>
            <!-- ValuationRate inner content -->
        </ValtnRate>
        <ValtnInf>
            <!-- ValuationInformation inner content -->
        </ValtnInf>
    </AmdNDFValtnV02>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_JckzONE8Ed-BzquC8wXy7w_-1127631553"
  name="AmendNonDeliverableForwardValuationV02"
  definition="Scope&#xD;&#xA;The AmendNonDeliverableForwardValuation message is sent by a participant to a central system or to a counterparty to notify the amendment of the valuation of a non deliverable trade previously confirmed by the sender.&#xD;&#xA;Usage&#xD;&#xA;The message is sent from a participant to a central settlement system to advise of the update of a previously sent notification and it contains a &quot;Related Reference&quot; to link it to the previous notification."
  registrationStatus="Registered"
  messageSet="_wRx2x02rEeG_I4xRYCA_7g"
  xmlTag="AmdNDFValtnV02"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_JckzOdE8Ed-BzquC8wXy7w_-1108779628"
    name="TradeInformation"
    definition="Provides references and date of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradInf"
    complexType="_TJ8xhdp-Ed-ak6NoX_4Aeg_-401775147" />
  <messageBuildingBlock
    xmi:id="_JckzOtE8Ed-BzquC8wXy7w_-1401408196"
    name="TradingSideIdentification"
    definition="Specifies the trading side of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradgSdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_JckzO9E8Ed-BzquC8wXy7w_-2032175429"
    name="CounterpartySideIdentification"
    definition="Specifies the counterparty of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="CtrPtySdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_JcukMNE8Ed-BzquC8wXy7w_-2028607038"
    name="TradeAmounts"
    definition="Specifies the amounts of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradAmts"
    complexType="_TITy0tp-Ed-ak6NoX_4Aeg_290674075" />
  <messageBuildingBlock
    xmi:id="_JcukMdE8Ed-BzquC8wXy7w_-1317493499"
    name="ValuationRate"
    definition="Specifies the valuation rate of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ValtnRate"
    complexType="_QLW5ctp-Ed-ak6NoX_4Aeg_290674057" />
  <messageBuildingBlock
    xmi:id="_JcukMtE8Ed-BzquC8wXy7w_-1709991694"
    name="ValuationInformation"
    definition="Specifies the valuation information of the valuation of the non deliverable trade which is amended."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ValtnInf"
    complexType="_TIKBxNp-Ed-ak6NoX_4Aeg_-1153647347" />
  <messageDefinitionIdentifier
    businessArea="trea"
    messageFunctionality="005"
    flavour="001"
    version="02" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.