CancelNonDeliverableForwardOpeningV02

trea.003.001.02

Scope The CancelNonDeliverableForwardOpening message is sent by a participant to a central system or to a counterparty to notify the cancellation of the opening of a non deliverable trade previously confirmed by the sender. Usage The message will contain a Related Reference to link it to the previously sent notification. It may contain a reason for cancellation.

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
%% CancelNonDeliverableForwardOpeningV02 recursion level 0 with max 0
CancelNonDeliverableForwardOpeningV02 *-- "1..1" TradeAgreement2 : TradeInformation
CancelNonDeliverableForwardOpeningV02 *-- "0..1" TradePartyIdentification3 : TradingSideIdentification
CancelNonDeliverableForwardOpeningV02 *-- "0..1" TradePartyIdentification3 : CounterpartySideIdentification
CancelNonDeliverableForwardOpeningV02 *-- "0..1" AmountsAndValueDate1 : TradeAmounts
CancelNonDeliverableForwardOpeningV02 *-- "0..1" AgreedRate1 : AgreedRate
CancelNonDeliverableForwardOpeningV02 *-- "0..1" NonDeliverableForwardValuationConditions2 : ValuationConditions
  

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

TradeInformation building block

Provides references and date of the non deliverable trade which is cancelled. 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 non deliverable trade which is cancelled. 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 non deliverable trade which is cancelled. 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 non deliverable trade which is cancelled. 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

AgreedRate building block

Specifies the rate of the non deliverable trade which is cancelled. 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

ValuationConditions building block

Specifies the valuation conditions of the non deliverable trade which is cancelled. Set of parameters used to calculate the fixing rate to be applied to a non-deliverable agreement. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% NonDeliverableForwardValuationConditions2 recursion level 0 with max 1
class NonDeliverableForwardValuationConditions2{
    SettlementCurrency ActiveOrHistoricCurrencyCode
    ValuationDate IsoISODate
    AdditionalValuationInformation IsoMax140Text
}
NonDeliverableForwardValuationConditions2 *-- "0..1" IPartyIdentification8Choice : SettlementParty
%% IPartyIdentification8Choice recursion level 1 with max 1
  

NonDeliverableForwardValuationConditions2 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the CancelNonDeliverableForwardOpeningV02 implementation follows a specific implementaiton pattern. First of all, CancelNonDeliverableForwardOpeningV02 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CancelNonDeliverableForwardOpeningV02Document implements IOuterDocument. Because CancelNonDeliverableForwardOpeningV02 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CancelNonDeliverableForwardOpeningV02.

classDiagram
    class IOuterRecord
    CancelNonDeliverableForwardOpeningV02 --|> IOuterRecord : Implements
    CancelNonDeliverableForwardOpeningV02Document --|> IOuterDocument~CancelNonDeliverableForwardOpeningV02~ : Implements
    class IOuterDocument~CancelNonDeliverableForwardOpeningV02~ {
        CancelNonDeliverableForwardOpeningV02 Message
     }
  

Document wrapper for serialization

The only real purpose CancelNonDeliverableForwardOpeningV02Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:trea.003.001.02’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CancelNonDeliverableForwardOpeningV02.ToDocument() method. The returned CancelNonDeliverableForwardOpeningV02Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CancelNonDeliverableForwardOpeningV02Document *-- CancelNonDeliverableForwardOpeningV02 : 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.003.001.02">
    <CclNDFOpngV02>
        <TradInf>
            <!-- TradeInformation inner content -->
        </TradInf>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtySdId>
            <!-- CounterpartySideIdentification inner content -->
        </CtrPtySdId>
        <TradAmts>
            <!-- TradeAmounts inner content -->
        </TradAmts>
        <AgrdRate>
            <!-- AgreedRate inner content -->
        </AgrdRate>
        <ValtnConds>
            <!-- ValuationConditions inner content -->
        </ValtnConds>
    </CclNDFOpngV02>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_L_cYkNE8Ed-BzquC8wXy7w_-895168583"
  name="CancelNonDeliverableForwardOpeningV02"
  definition="Scope&#xD;&#xA;The CancelNonDeliverableForwardOpening message is sent by a participant to a central system or to a counterparty to notify the cancellation of the opening of a non deliverable trade previously confirmed by the sender.&#xD;&#xA;Usage&#xD;&#xA;The message will contain a Related Reference to link it to the previously sent notification. It may contain a reason for cancellation."
  registrationStatus="Registered"
  messageSet="_wRx2x02rEeG_I4xRYCA_7g"
  xmlTag="CclNDFOpngV02"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_L_cYkdE8Ed-BzquC8wXy7w_1664087842"
    name="TradeInformation"
    definition="Provides references and date of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradInf"
    complexType="_TJ8xhdp-Ed-ak6NoX_4Aeg_-401775147" />
  <messageBuildingBlock
    xmi:id="_L_cYktE8Ed-BzquC8wXy7w_940702862"
    name="TradingSideIdentification"
    definition="Specifies the trading side of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TradgSdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_L_cYk9E8Ed-BzquC8wXy7w_513113458"
    name="CounterpartySideIdentification"
    definition="Specifies the counterparty of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CtrPtySdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_L_cYlNE8Ed-BzquC8wXy7w_1602210594"
    name="TradeAmounts"
    definition="Specifies the amounts of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TradAmts"
    complexType="_TITy0tp-Ed-ak6NoX_4Aeg_290674075" />
  <messageBuildingBlock
    xmi:id="_L_cYldE8Ed-BzquC8wXy7w_1140450467"
    name="AgreedRate"
    definition="Specifies the rate of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AgrdRate"
    complexType="_QLW5ctp-Ed-ak6NoX_4Aeg_290674057" />
  <messageBuildingBlock
    xmi:id="_L_cYltE8Ed-BzquC8wXy7w_-1799937844"
    name="ValuationConditions"
    definition="Specifies the valuation conditions of the non deliverable trade which is cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="ValtnConds"
    complexType="_TIAQw9p-Ed-ak6NoX_4Aeg_1813124879" />
  <messageDefinitionIdentifier
    businessArea="trea"
    messageFunctionality="003"
    flavour="001"
    version="02" />
</messageDefinition>

ISO Building Blocks

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