All,
While committing the bond and cds options proposal (schema,
examples, and documentation) into the trunk (this is done by the way), I found
a couple of minor things that I’d like to check with the group:
- Naming of swapCurveReference:
we usually use the suffix Reference for elements that are pointers to intra-document
references (hrefs). We actually discussed this last week in the AWG and we
added a rule to use the suffix Reference for hrefs. Would be possible to
rename this to swapCurveParameters or any better name?
- The SwapCurveValuation contains
the floatingRateIndex and the indexTenor elements. The spread element sits
between them. Would be possible to reuse the FloatingRateIndex.model for consistency?
The spread element would then appear after the indexTenor element.
<xsd:group
name="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element
name="floatingRateIndex" type="FloatingRateIndex"/>
<xsd:element
name="indexTenor" type="Interval"
minOccurs="0">
<xsd:annotation>
<xsd:documentation
xml:lang="en">The ISDA Designated Maturity, i.e. the tenor of the
floating rate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
Kind Regards,
-Marc
+13472846531
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