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I had an action from the BPWG to define a message or
messages for requesting a position report or a portfolio definition. I’ve ultimately decided that a very simple message
might be sufficient in each case, simply listing the as-of date requested and
the portfolio name or data set name. We could potentially refine this
with additional information, e.g: -
specifying which types of data
(trade economics, valuations, etc.) are requested -
specifying which positions to report
on However, I felt that perhaps keeping it simple made more
sense, at least to start. I’ve attached diagrams for each proposed message,
together with the schemas that contain them. The version of the
reconciliation schema that I started from is slightly out of date, but should
be enough to get the idea. Comments welcome. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: |
Attachment:
RequestPositionReport.jpg
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Attachment:
RequestPortfolio.jpg
Description: JPEG image
Attachment:
fpml-reporting-4-2.xsd
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Attachment:
fpml-reconciliation-4-2.xsd
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