- Business Process:
- Added support for Netted Trade Cashflows messages. These messages have been added to allow sending netted payments from multiple trades and fully the support cashflow matching process.
- Credit Derivatives:
- Added support for the "Fixed Settlement" provision for the new CDS Matrix Recovery Lock Matrix Confirmation:
- Within CashSettlementTerms, added a new optional element "fixedSettlement" of type "xsd:boolean" to indicate whether fixed settlement is Applicable or Not Applicable.
- Equity Derivatives:
- Added support for Fair Value Share Swap European Interdealer:
- Within ExchangeIdentifier.model added a new element 'specifiedExchangeId' of type 'ExchangeId'.
- Within ExtraordinaryEvents, added reference to the model group 'ExchangeIdentifier.model'.
- Within 'DividendDateReferenceEnum' added a new value 'ExDividendPaymentDate'.
- The 'ISDA2010FairValueShareSwapEuropeanInterdealer' value has been added to the Master Confirmation Annex Type Scheme
- Interest Rate Derivatives:
- Added support for new Supplement 23 to the 2006 ISDA Definitions, which describes a new method for calculating the cash settlement amount for cross-currency swaps in the event of early termination:
- Within 'CashSettlement' complex type, added a new element 'crossCurrencyMethod' of type 'CrossCurrencyMethod'.
- Coding Schemes:
- The following schemes have been updated:
- BrokerConfirmationType
- ContractualSupplement
- MasterConfirmationAnnexType
View PDF for details on schema changes
View PDF for details on validation rules changes