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Validation Rules
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mgratacos
Summary
Please add at least one invalid example for the new shared rules:
shared-18 shared-19 shared-20 shared-21 shared-22 shared-23 shared-24 shared-25 shared-26 shared-27 shared-27
Currently these rules have no examples.
Notes:
matthewdr
07/21/09 1:19 pm
Discussed at the VWG today. Agreed for ISDA to add the missing test cases.
iyermakova
11/17/09 3:30 pm
– Added so far test-cases for invalid-shared-18-01 through invalid-shared-22-01 (18,19,20,21,22,)
– Added the links to the invalid test cases in rules-english-shared.xml
Change is committed to trunk/ (4-7)
danieldui
03/29/10 3:06 pm
Discussed on 2010-03-23 meeting.
ISDA (Irina) to look into examples for shared-23..27 and give an update.
iyermakova
04/13/10 2:56 pm
iyermakova
04/13/10 3:02 pm
lyteck
07/27/10 12:36 pm
1. Rule shared-23 – done – created invalid test case from ird-ex12-….xml
…
2. Rule Shared-24 – done – created invalid test case from fx-ex09-….xml
3. Rule Shared-25 – done, conditionally* from fx-ird-ex52….xml
I didn’t find the same conflict as Irina noted but I may be missing something (i.e., is there an existing validation rule for calculationPeriodDates that governs the uniqueness of step dates?) To be clarified at next meeting.
…
will commit to trunk (4.9) today
danieldui
07/27/10 5:26 pm
Discussed on 27 July meeting.
Shared-25 appears to be redundant. Daniel/Irina need to check.
If that’s the case it can be removed and examples are not needed.
Otherwise Lyteck will should implement example with assistance from Harry.
Daniel to include, if necessary, a section about overlapping/redundant rules in the architecture document.
danieldui
08/09/10 4:15 pm
lyteck
08/20/13 1:21 pm
Added invalid test cases for shared-23, shared-24, shared-25.
danieldui
08/20/13 1:33 pm
Update:
– Lyteck completed his action.
– Daniel’s action still pending.
mgratacos
05/08/19 10:26 am
Assigned to me.
rabad
05/21/19 4:56 am
validation\invalid-testcases\invalid-shared-18-01.xml
Changed @businessCenterScheme from “http://www.example.com/exchange-holiday-calendars” to “http://www.fpml.org/coding-scheme/business-center” and businessCenter from “KSC” to “NYSE” to
use canonicalURI and values.
Changed /requestConfirmation/trade[1]/equitySwapTransactionSupplement[1]/localJurisdiction[1] value from ‘NotApplicable’ to ‘KR’ to match coding scheme value.
validation\invalid-testcases\invalid-shared-19-01.xml
/dataDocument/account[2]/accountId[1]/@accountIdScheme value “http://partyB/accountId” changed to “http://www.partyA/accountId” and /dataDocument/account[1]/accountId[1] value
‘12345PartyAB’ changed to ‘12345PartyA’ to trigger the rule shared-19 making //account[1]/accountId = //account[2]/accountId
/dataDocument/trade[1]/documentation[1]/contractualTermsSupplement[1]/type[1]/@contractualSupplementScheme value “http://www.fpml.org/coding-scheme/contractual-supplement-4-0” changed to
http://www.fpml.org/coding-scheme/contractual-supplement to match the coding scheme canonical URI.
validation\invalid-testcases\invalid-shared-20-01.xml
/dataDocument/trade[1]/returnSwap[1]/productType[1] value ‘TotalReturnSwap’ changed to ‘Credit:TotalReturnSwap’ to match coding scheme value.
validation\invalid-testcases\invalid-shared-21-01.xml
/dataDocument/trade[1]/returnSwap[1]/productType[1] value ‘TotalReturnSwap’ changed to ‘Credit:TotalReturnSwap’ to match coding scheme value.
validation\invalid-testcases\invalid-shared-23-01.xml
created from products\inflation-swaps\inflation-asset-swap-ex02-ratio-zc-floored.xml adding
/executionNotification/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination[1]/cashSettlement[1]/cashPriceMethod[1]/cashSettlementReferenceBanks[1]
with referenceBank[1]/referenceBankId[1] and referenceBank[2]/referenceBankId[1] values of ‘BANK1’ and @referenceBankIdScheme values of “http://www.referencebanks.org/id-scheme”
to trigger the rule.
changing /executionNotification/trade[1]/swap[1]/swapStream[1]/calculationPeriodDates[1]/effectiveDate[1]/unadjustedDate[1] and
/executionNotification/trade[1]/swap[1]/swapStream[1]/calculationPeriodDates[1]/effectiveDate[1]/adjustedDate[1] values from ‘2014-12-09’ to ‘2014-12-01’ to match the roll convention.
including businessCenters in /executionNotification/trade[1]/swap[1]/swapStream[1]/calculationPeriodDates[1]/terminationDate[1]/dateAdjustments[1] because it is mandatory when
businessDayConvention = ‘MODFOLLOWING’
changing /executionNotification/trade[1]/swap[1]/swapStream[1]/paymentDates[1]/paymentDaysOffset[1]/periodMultiplier[1] from ‘0’ to ‘-2’ because it cannot be ‘0’ when
/executionNotification/trade[1]/swap[1]/swapStream[1]/paymentDates[1]/paymentDatesAdjustments[1]/businessDayConvention[1] = ‘FOLLOWING’
and adding /executionNotification/trade[1]/swap[1]/swapStream[1]/paymentDates[1]/paymentDaysOffset[1]/dayType[1] = ‘Business’ because the element must appear when periodMultiplier
not equal ‘0’
including /executionNotification/trade[1]/swap[1]/swapStream[1]/resetDates[1] because it must appear.
changing /executionNotification/trade[1]/swap[1]/swapStream[1]/calculationPeriodAmount[1]/calculation[1]/inflationRateCalculation[1]/floatingRateIndex[1]/@floatingRateIndexScheme
from default to “http://www.fpml.org/coding-scheme/inflation-index-description” because value it is a inflation index.
changing /executionNotification/trade[1]/swap[1]/swapStream[2]/resetDates[1]/fixingDates[1]/periodMultiplier[1] from ‘0’ to ‘-2’ and
/executionNotification/trade[1]/swap[1]/swapStream[2]/resetDates[1]/fixingDates[1]/businessDayConvention[1] from ‘MODFOLLOWING’ to ‘NONE’
changing /executionNotification/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination[1]/europeanExercise[1]/expirationDate[1]/relativeDate[1]/businessDayConvention[1]
from ‘MODFOLLOWING’ to ‘NONE’
including /executionNotification/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination[1]/cashSettlement[1]/cashSettlementValuationDate[1]/dayType[1] equal ‘Business’
validation\invalid-testcases\invalid-shared-24-01.xml
created from D:\TRADEHEADER\FpML\schemas\confirmation-fpml-5-11-wd-2\products\fx-derivatives\fx-ex04-fx-fwd-w-settlement.xml adding
/requestConfirmation/trade[1]/fxSingleLeg[1]/exchangedCurrency1[1]/settlementInformation[1]/settlementInstruction[1]/beneficiary[1]/routingIds[1]/routingId[1] equal
/requestConfirmation/trade[1]/fxSingleLeg[1]/exchangedCurrency1[1]/settlementInformation[1]/settlementInstruction[1]/beneficiary[1]/routingIds[1]/routingId[2] to trigger the rule.
validation\invalid-testcases\invalid-shared-25-01.xml
created from D:\TRADEHEADER\FpML\schemas\confirmation-fpml-5-11-wd-2\products\equity-swaps\eqs-ex08-composite-basket-long-form-separate-spreads.xml adding
/requestConfirmation/trade[1]/returnSwap[1]/interestLeg[1]/interestCalculation[1]/floatingRateCalculation[1]/spreadSchedule[2]/step[2] with
/requestConfirmation/trade[1]/returnSwap[1]/interestLeg[1]/interestCalculation[1]/floatingRateCalculation[1]/spreadSchedule[2]/step[2]/stepDate[1] equal to
/requestConfirmation/trade[1]/returnSwap[1]/interestLeg[1]/interestCalculation[1]/floatingRateCalculation[1]/spreadSchedule[2]/step[1]/stepDate[1] to trigger the rule.
mgratacos
05/21/19 6:15 am
These changes will be available in the next release of version 5.11