In addition to the changes describe above, the following additions have been implemented since FpML 4.4:
- Commodity Derivatives:
- Added support for commodity underlyer, commodity swaps, and commodity options.
- Credit Derivatives:
- Added support for Standard Coupon CDS:
- Added new "StandardNorthAmericanCorporate" value to Matrix Term and Broker Confirmation Type schemes.
- Within FeeLeg complex type, added two optional elements, "initialPoints"- the up-front points expressed as a percentage of the notional and "quotationStyle" - to indicate the actual quotation style that was used to quote this trade.
- Amended the FeeLeg structure by adding an optional id attribute.
- Equity Derivatives:
- A Bug Fixed - A FloatingRateCalculationReference type is added to reference a floating rate interest calculation from CompoundingRate's "interestLegRate" element.
- Added support for Equity Swaps on Americas Index underlyers.
- Added support for Asian Averaging Dates, Averaging Weight, and Cliquet Options.
- Interest Rate Derivatives:
- Added NDS clause for supporting a schedule of valuation dates.
- A Bug Fixed - Within the RelevantUnderlyingDateReference complex type, added missing an "href" attribute to be used as a pointer to a relevant underlying date.
- Syndicated Loan:
- Added support for Letter of Credit balance, Letter of Credit termination, Letter of Credit issuance, Rollover and Letter of Credit amendment notices.
- Shared:
- Amended Master Agreement Type to make it more generic by separating the Master Agreement type and Master Agreement Type's version:
- Removed version from ISDA Master Agreement Type scheme values (e.g."ISDA").
- Created a new Master Agreement Version scheme that defines the version of the master agreement governing the transaction (e.g. "2002").
- Within MasterAgreement type, added a second optional "masterAgreementVersion" value of type "MasterAgreementVersion" to specify the version of the generic master agreement type.
- Added a new type "MasterAgreementVersion" that has a scheme attribute "masterAgreementVersionScheme" to specify the version of the master agreement.
- Created a model group for Interval.
- Validation Rules:
- Syntax for validation rules has been updated based on the new validation rule specification.
- Equity Derivatives Validation Rules have been corrected.
- Removed Credit Derivatives Validation Rules 43 to support Standard Coupon CDS.
- Coding Schemes:
- Broker Confirmation Type scheme has been updated.
- Business Center scheme has been updated.
- Commodity Business Calendar scheme has been added.
- Commodity Frequency Type scheme has been added.
- Commodity FX Type scheme has been added.
- Commodity Market Disruption scheme has been added.
- Commodity Market Disruption Fallback scheme has been added.
- Commodity Quantity Frequency scheme has been added.
- Commodity Reference Price scheme with standard description for each code (without full ISDA description) has been added.
- Contractual Definitions scheme has been updated.
- Day Count Fraction scheme has been updated.
- Determination Method scheme has been added.
- Loan Position Change Type scheme has been added.
- Master Agreement Type scheme has been updated.
- Master Agreement Version scheme has been added.
- Master Confirmation Annex Type scheme has been added.
- Master Confirmation Type scheme has been updated.
- Matrix Term scheme has been updated.
- Price Quote Units scheme has been updated.
- Quantity Unit scheme has been added.
- Settlement Rate Option scheme has been updated.
- Time Zone scheme has been added.