CreateNonDeliverableForwardValuationV02

trea.004.001.02

Scope The CreateNonDeliverableForwardValuation message is sent by a participant to a central system or to a counterparty to notify the valuation of a non deliverable trade. Usage The two trading parties will both send similar notifications to the central settlement system and the central settlement system will send notifications to both.

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
%% CreateNonDeliverableForwardValuationV02 recursion level 0 with max 0
CreateNonDeliverableForwardValuationV02 *-- "1..1" TradeAgreement1 : TradeInformation
CreateNonDeliverableForwardValuationV02 *-- "1..1" TradePartyIdentification3 : TradingSideIdentification
CreateNonDeliverableForwardValuationV02 *-- "1..1" TradePartyIdentification3 : CounterpartySideIdentification
CreateNonDeliverableForwardValuationV02 *-- "1..1" AmountsAndValueDate1 : TradeAmounts
CreateNonDeliverableForwardValuationV02 *-- "1..1" ValuationData2 : ValuationInformation
CreateNonDeliverableForwardValuationV02 *-- "1..1" AgreedRate1 : ValuationRate
  

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

TradeInformation building block

Provides identification and date of the valuation of the non deliverable trade which is created. Date and identification of a trade. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradeAgreement1 recursion level 0 with max 1
class TradeAgreement1{
    TradeDate IsoISODate
    NotificationIdentification IsoMax35Text
    CommonReference IsoMax35Text
}
  

TradeAgreement1 members

TradingSideIdentification building block

Specifies the trading side of the valuation of the non deliverable trade which is created. 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 created. 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 created. 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

ValuationInformation building block

Specifies the valuation information of the valuation of the non deliverable trade which is created. 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

ValuationRate building block

Specifies the valuation rate of the valuation of the non deliverable trade which is created. 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

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the CreateNonDeliverableForwardValuationV02 implementation follows a specific implementaiton pattern. First of all, CreateNonDeliverableForwardValuationV02 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CreateNonDeliverableForwardValuationV02Document implements IOuterDocument. Because CreateNonDeliverableForwardValuationV02 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CreateNonDeliverableForwardValuationV02.

classDiagram
    class IOuterRecord
    CreateNonDeliverableForwardValuationV02 --|> IOuterRecord : Implements
    CreateNonDeliverableForwardValuationV02Document --|> IOuterDocument~CreateNonDeliverableForwardValuationV02~ : Implements
    class IOuterDocument~CreateNonDeliverableForwardValuationV02~ {
        CreateNonDeliverableForwardValuationV02 Message
     }
  

Document wrapper for serialization

The only real purpose CreateNonDeliverableForwardValuationV02Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:trea.004.001.02’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CreateNonDeliverableForwardValuationV02.ToDocument() method. The returned CreateNonDeliverableForwardValuationV02Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CreateNonDeliverableForwardValuationV02Document *-- CreateNonDeliverableForwardValuationV02 : 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.004.001.02">
    <CretNDFValtnV02>
        <TradInf>
            <!-- TradeInformation inner content -->
        </TradInf>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtySdId>
            <!-- CounterpartySideIdentification inner content -->
        </CtrPtySdId>
        <TradAmts>
            <!-- TradeAmounts inner content -->
        </TradAmts>
        <ValtnInf>
            <!-- ValuationInformation inner content -->
        </ValtnInf>
        <ValtnRate>
            <!-- ValuationRate inner content -->
        </ValtnRate>
    </CretNDFValtnV02>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_PNYUONE8Ed-BzquC8wXy7w_1806193871"
  name="CreateNonDeliverableForwardValuationV02"
  definition="Scope&#xD;&#xA;The CreateNonDeliverableForwardValuation message is sent by a participant to a central system or to a counterparty to notify the valuation of a non deliverable trade.&#xD;&#xA;Usage&#xD;&#xA;The two trading parties will both send similar notifications to the central settlement system and the central settlement system will send notifications to both."
  registrationStatus="Registered"
  messageSet="_wRx2x02rEeG_I4xRYCA_7g"
  xmlTag="CretNDFValtnV02"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_PNYUOdE8Ed-BzquC8wXy7w_1867450436"
    name="TradeInformation"
    definition="Provides identification and date of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradInf"
    complexType="_TJ8xgdp-Ed-ak6NoX_4Aeg_290674431" />
  <messageBuildingBlock
    xmi:id="_PNYUOtE8Ed-BzquC8wXy7w_1743430709"
    name="TradingSideIdentification"
    definition="Specifies the trading side of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradgSdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_PNYUO9E8Ed-BzquC8wXy7w_2094371836"
    name="CounterpartySideIdentification"
    definition="Specifies the counterparty of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="CtrPtySdId"
    complexType="_PdKWsdp-Ed-ak6NoX_4Aeg_-1580495666" />
  <messageBuildingBlock
    xmi:id="_PNheINE8Ed-BzquC8wXy7w_1514664860"
    name="TradeAmounts"
    definition="Specifies the amounts of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradAmts"
    complexType="_TITy0tp-Ed-ak6NoX_4Aeg_290674075" />
  <messageBuildingBlock
    xmi:id="_PNheIdE8Ed-BzquC8wXy7w_1542371945"
    name="ValuationInformation"
    definition="Specifies the valuation information of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ValtnInf"
    complexType="_TIKBxNp-Ed-ak6NoX_4Aeg_-1153647347" />
  <messageBuildingBlock
    xmi:id="_PNheItE8Ed-BzquC8wXy7w_1810190650"
    name="ValuationRate"
    definition="Specifies the valuation rate of the valuation of the non deliverable trade which is created."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ValtnRate"
    complexType="_QLW5ctp-Ed-ak6NoX_4Aeg_290674057" />
  <messageDefinitionIdentifier
    businessArea="trea"
    messageFunctionality="004"
    flavour="001"
    version="02" />
</messageDefinition>

ISO Building Blocks

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