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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
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