Marc
1. fpml-ird-4-1.xsd references the type Bond which currently is in
fpml-asset-4-1.xsd does this mean the type should be moved into the shared
schema ?
No, Bond extends UnderlyingAsset, and so should be in fpml-asset-4-1.xsd
2.2 EffectiveDate etc
We should review all our XyxDate types ( ie ) TradeDate is used in many
contexts, and would be better named IdentifiedDate
3.2 earlyTermination
Both elements should be mandatory
4. Condition Precedent
Why not extend Swap to support Condition Precent Bond Reference IS-A Bond
?
We use this approach in house to support Asset Swap "Associated Bonds"
<xsd:complexType name="Swap">
<xsd:complexContent>
<xsd:extension base="FpML:Swap">
<xsd:sequence>
<xsd:element name="creditCost"
type="CreditCost" minOccurs="0"/>
<xsd:element ref="FpML:underlyingAsset"
minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Underlying securities associated
with any asset backed swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AssociatedBond">
<xsd:annotation>
<xsd:documentation xml:lang="en">Type representing the Bonds
associated with a Swap</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FpML:UnderlyingAsset">
....
4.2.1 Swap Additional Terms
I would prefer to establish a "Swap Additional Detail" base type from
which implementations would extend
Regards
Andrew
"Marc Gratacos" <MGratacos@xxxxxxxx>
20/04/2005 16:41
Please respond to astf
To: <astf@xxxxxxxxxxxxxxxxxxxx>
cc:
Subject: FpML-ASTF FW: FpML-IRD40 IRD WG - Proposal
All,
The attached proposal includes additions to the standard from the IRDWG
for version 4.2 (not published yet). Some of these changes were mentioned
in the mailing list.
See page 7-10 - Relative Swap with the addition of the stubPeriodType
element.
See page 13 - Condition Precedent Bond Reference with the addition of the
additionalTerms element (which includes a bond element).
Regards,
-Marc
From:steven.lord@xxxxxxx [mailto:steven.lord@xxxxxxx]
Sent: Monday, November 01, 2004 11:11 AM
To: coord@xxxxxxxx; STDCommittee@xxxxxxxx
Cc: ird@xxxxxxxxxxxxxxxxxxxxx
Subject: FpML-IRD40 IRD WG - Proposal
Attached is the IRD WG proposal for additions to the standard. This
includes
- additions to cashflow structure for pricing / calculation details
- relative swaps
- parameterization of early termination dates
- condition precedent bond reference.
At the next meeting I would like to discuss next steps to get this
incorporated into a working draft.
If you have any comments please forward to me.
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