16 CHANGES IN THIS VERSION

16.1 Changes compared to FpML 4.4 Working Draft 2007-11-16

16.2 Changes compared to FpML 4.2

In addition to the changes describe above, the following additions have been implemented since FpML 4.2:

16.2.1 Incompatible changes compared to FpML 4.2

Two mistakes in the model have been corrected breaking backward compatibility in a strict sense but resolving situations that had no business meaning:

  • In the creditDefaultSwap product, the scheduledTerminationDate content has been updated removing the relativeDate element since it was impossible to use this construct to represent valid confirmations.
  • See issue http://www.fpml.org/issues/view.php?id=176
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