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RE: FpML-CD meeting reminder: Wed June 10th 9am NY/2pm LDN



Lucio/Mark

 

Thank you for this presentation, to recap my comments

 

0. Proposal Materials

 

Please provide matching schema and sample files

 

1. Initial Scope

 

Initial contract message scope was notification of a limited number of historic facts. There was no provision for negotiation, or cancellation of historic facts ( the "time machine" illusion )

 

2. ContractAmended

 

2.1 Clear documentation that this is notification of any and all attributes of the contract

2.2  Within type ContractAmendment, change element name <agreementDate> to <amendmentDate>

2.3 Review <versionedContractId> which already has child element <effectiveDate>, you do not need it again as a child of ContractAmendment

 

3. ContractAmendedCancelled

 

3.1 Please use the abstract base class ContractReferenceMessage in file "fpml-contract-notification.xsd" which is the base class for messages of type "contract by reference notification message"

3.2  Create "ContractByValueMessage" as the abstract base class for messages of type "contract by value notification message"

 

4. Non Negotiated Changes

 

4.1 May be better described as "Reference Data Changes"

4.2 Review <versionedContractId> which already has child element <effectiveDate>, you do not need it again as a child of ContractChange

4.3 ContractChange should relate to ContractAmendment, for example a base class should share ( contract, amendmentDate, payment ). Review type ChangeContractSize which is for scale change only, not general purpose change

 

5. ContractChangedCancelled

 

5.1 Please use the abstract base class ContractReferenceMessage in file "fpml-contract-notification.xsd" which is the base class for messages of type "contract by reference notification message"

5.2 "time machine illusion", and behaviour which is implementation specific

 

Regards

 

 

 

From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of ben.lis@xxxxxxxxx
Sent: 10 June 2009 13:58
To: cdwg@xxxxxxxx
Subject: RE: FpML-CD meeting reminder: Wed June 10th 9am NY/2pm LDN

 

Hi –

 

Attached are some materials for our upcoming call.

 

Thanks,

 

Ben Lis

Head of Product Management & Integration

T-Zero

 

212.323.6041

www.tzero.com

 

 

 

 


From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Ben Lis
Sent: Tuesday, June 09, 2009 12:06 AM
To: cdwg@xxxxxxxx
Subject: FpML-CD meeting reminder: Wed June 10th 9am NY/2pm LDN

 

-----------------------
Time:
   9:00 - 10:30AM, NY
   2:00 - 3:30PM, LDN

Call-In details:
   US: 1 888 - 481 - 3032
   Intl: 1 617- 801- 9600
   UK: 0800- 904-7961
   Part. Code: 52016709

Agenda:
1. index factor message proposal
2. standardized examples
3. aob
-------------------------
Please let me know if you'd like to add anyhting to the agenda.

 

Best reagards,


Ben Lis
Head of Product Management & Integration
T-Zero

212.323.6041
www.tzero.com


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