I've updated the PRWG schema with the following changes, mostly per the 7/13 meeting: 1) Pricing Structure Point: - Changed element "definition" to a group with a choice of "underlyingAsset" or "underlyingAssetReference", to clarify the meaning and allow the asset to be included or reference. 2) Credit Curve/Characteristics - Made several parameters in Credit Curve Characteristics optional. - Changed "recoveryRate" to allow either a single value or a term curve. 3) Asset - Added SimpleCreditDefaultSwap type and a corresponding global element, with: * mandatory credit entity (e.g. referenceEntity) * mandatory term * optional payment frequency - To support this, moved "CreditEntity.model" from mktenv to asset. 4) Valuation Set - Changed "marketDataIncluded" boolean to a "ValuationSetDetail", a scheme for specifying how much data is/should be provided in the valuation set. Examples have not changed. I checked that they still validate. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com
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