FpML-VAL issue 488 / pr-1 (PricingDataPointCoordinate ) & ref-18 (GenericDimension) / + 2 questions

["Lyteck Lynhiavu" <LLynhiavu@xxxxxxxx>]

http://www.fpml.org/issues/view.php?id=488

 

I had an action item to fix the context of the rule so Asset can be within context.

 

Content Model

 

point {of type PricingStructurePoint:

\PricingCoordinateOrReference.model

\coordinate {of type PricingDataPointCoordinate:

\PricingStructureIndex.model

\generic {of type GenericDimension:

\@href

                                                                                                                    }

                                                               }

\UnderlyingAssetOrReference.model

                                    \underlyingAsset (abstract) {of type Asset:

                                                                                                \@id

                                                                   }

        }

 

In an instance document we may have:

 

\point

\coordinate\generic\@href

\cash\@id

 

 

 

Proposed Rule  (is moving context up one level):

 

ref-18

 

Context: PricingStructurePoint

 

Rule: The coordinate/generic/@href attribute must match the underlyingAsset/@id attribute.

 

 

Questions

 

Q1. Do we need to somehow indicate in the rule that underlyingAsset is an abstract element?

 

Note that there’s no reference to the Asset type anymore in the rule (as in the original rule pr-1 or ref-18). Is that right? All the other ref-xx rules refer to “[…] an element of type Xyz”.

 

Please review/confirm. If there are no objections by the end of the week, I will execute.

 

Q2. Does the work of the MTF (MTF 29: changes to the underlyer derivation) affect the rule?

       e.g., deposit is not part of the underlyingAsset substitution group anymore but that of new curveInstrument substitution group.

 

Thanks,

Lyteck

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