FpML 4.4 Validation Rules - Rules for Pricing and Risk

This is the Pricing and Risk part of the validation rule set accompanying the FpML 4.4 Recommendation. The introductory section in the validation section of the specifications contains background information and documentation for this page.

The rules contained on this page contain links to cut down versions of valid and invalid test cases. The cut down test cases are non-normative and are provided for the purpose of documentation only.

Content

Namespace

default element namespace = http://www.fpml.org/2007/FpML-4-4

Rules

Unique contexts:

Context: PricingDataPointCoordinate (complex type)

pr-1 (Mandatory)
DEPRECATED: Context: PricingDataPointCoordinate; Description: generic/@href must match the @id attribute of Asset type. Rationale for deprecation: the rule has been replaced by the reference rule number 18 (ref-18).

Context: PaymentCalculationPeriod (complex type)

pr-2 (Mandatory)
DEPRECATED: Context: PaymentCalculationPeriod; Description: If paymentCalculationPeriod/@href attribute exists, it must match the @id attribute of PricingInput type Rationale for deprecation: the rule has been replaced by the reference rule number 10 (ref-10).

Deprecated rules

pr-1 (Mandatory)
DEPRECATED: Context: PricingDataPointCoordinate; Description: generic/@href must match the @id attribute of Asset type. Rationale for deprecation: the rule has been replaced by the reference rule number 18 (ref-18).
pr-2 (Mandatory)
DEPRECATED: Context: PaymentCalculationPeriod; Description: If paymentCalculationPeriod/@href attribute exists, it must match the @id attribute of PricingInput type Rationale for deprecation: the rule has been replaced by the reference rule number 10 (ref-10).

Removed rules