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The BPWG would like to add an extra optional element,
valuationDate, of type xsd:date, to the quotation characteristics group. This
would allow the valuation date to be specified individually for each position,
rather than having one per report. Currently the QuotationCharacteristics.model group has a “time”
element, which specifies when the value was computed, but not the date for
which it was computed. Are there any objections to this change? Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: |