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I took a refresh from the trunk and now I see cd-1a … cd-1d.
Forget that, but please answer my other questions. Matthew +44 7917 596 827 From: Matthew D Rawlings Christian - I am using
the NRL rules as a leg-up on rewriting the FpML validation rules in OCL. For the NRL CD rules I can see cd-1, cd-1b, cd-1c, and
cd-1d. Yet in FpML all I can see is cd-1 and cd-1b. Presumably you added these
to cover Contracts as well as trades? Are you planning on contributing these
back? The FpML
definition of cd-1b refers to $CreditIndex,
an FpML ‘Condition’: “ cd-1b (Mandatory) Context: Trade (complex type) [CreditIndex]
[creditDefaultSwap/generalTerms/effectiveDate exists] tradeHeader/tradeDate >=
creditDefaultSwap/generalTerms/effectiveDate/unadjustedDate. “ In the NRL
rules the reference to $CreditIndex is missing. Why is it missing? We had
almost finished converting the FpML ‘Conditions’ to parameterless functions,
with a precise definition. This one has not been converted yet. The best way
I can see to represent CreditIndex in OCL is as a Derived Property – because it
is so widely used. As it is parameterless a Query seemed un-necessary. FpML
English Condition: CreditIndex (context: CreditDefaultSwap)
generalTerms/indexReferenceInformation exists and
generalTerms/indexReferenceInformation/tranche does not exist. OCL context CreditDefaultSwap::usesCreditIndex derive: generalTerms.indexReferenceInformation->size() > 0
and generalTerms.indexReferenceInformation/tranche->size() = 0 Is there a
way to do something similar to a derived property in NRL? How would you factor
out something like $CreditIndex? Regards –
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