FpML Issues Tracker

1172: Consider allowing optional quote measures in pretrade requestLimitCheck

May 9, 2013

closed

Major

Always

Schema

Admin

lyteck

Summary

fpml-pretrade-processes-5-5.xsd of http://www.fpml.org/FpML-5/pretrade defines complextype RequestLimitCheck.

When the producer of this message has valuations/measures for the trade (e.g. interest rate delta value of 1 basis point shift), it should be possible for them to communicate them in the same message to the consumer.

Suggest considering addition of the EventValuation.model from confirmation namespace, or directly use of an optional element of type BasicQuotation (which is already in the pretrade namespace) between the existing trade element and PartiesAndAccounts.model group inclusion.

Notes:

  • KeithWalters

    05/09/13 8:08 pm

    In the confirmation namespace, requestConsent offers EventValuation.model in its complextype, it would make sense to offer it similarly in pretrade requestLimitCheck

  • KeithWalters

    06/13/13 3:43 pm

    Any update?

  • lyteck

    10/03/18 10:09 am

    Keith: a thousand apologies for missing/not acknowledging your request. I tried to reach out to you by email earlier but I haven’t heard.

    I am closing the issue for now. Please let me know if it is still an issue/official and I’ll make sure this is addressed in a timely fashion. The next version that is being worked on is version 5.11 (a first draft is being built, the Recommendation is planned mid-2019).

    Please accept my apologies for a totally unacceptable response time. Feel free to reach out to me directly as well.

    Regards,
    Lyteck

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