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RE: FpML-VALU40 enumerations in pricing subschemas



1)       Yes, they could be moved.

2)       It’s not really clear whether some of them should be schemes instead of enums.  I think that this is a question that should be discussed by the WG and decided for the LCWD.

 

Brian Lynn, CTO

Global Electronic Markets, http://global-emarkets.com

High-speed FpML matching, reconciliation, and validation:

 http://fpml-mediator.com

 


From: Marc Gratacos [mailto:MGratacos@xxxxxxxx]
Sent: Wednesday, August 11, 2004 12:01 PM
To: valuation@xxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 enumerations in pricing subschemas

 

Hi,

 

This is a minor thing but the mktenv subschema contains some enumerations. Shouldn’t we move them to the fpml-enum subschema (which contains all the enumerations in FpML).

  • PricingInputTypeEnum
  • InterpolationMethodEnum
  • CreditSeniorityEnum

 

The same applies to the pr-shared subschema:

  • PriceQuoteUnitsEnum
  • QuoteTimingEnum

 

And to the riskdef subschema:

  • PerturbationTypeEnum
  • DerivativeCalculationMethodEnum

 

A more general question is that should all of them be enumerations? I am sorry if I am being naïve here but for example the interpolation enumeration only contains a value. Is it possible that in the future we have to include more?

 

Thanks,

Marc