[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FPML-CWG DailyInterestCalculation: proposal




Current design: (almost) everything optional, no relationship between components e.g. could produce principalAmount without effectivePrincipalAmount , or spread without observedRate or effectiveRate



Refactored using schema grammar to enforce relationships between components (also, some renamed for clarity & consistency):





__________________________________________________________________________
Harry McAllister
| Information Architect | Fixed Income Architecture | BNP Paribas
4W330 | 10 Harewood Avenue | London NW1 6AA
tel
: +44 (0)20 7595 3416 | email :
harry.mcallister@xxxxxxxxxxxxxx

___________________________________________________________
This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is prohibited.

Please refer to http://www.bnpparibas.co.uk/en/information/legal_information.asp?Code=ECAS-845C5H  for additional disclosures.