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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