- Commodities Derivatives:
- Added support for Flaoting Strike Price and Heat Rate Oprions.
- Added support for pricingStartDate within CommodityForward -> AveragePriceLeg to define the Start of the Pricing period.
- Added support for Spread Option. The cardinality of "commodity" elements within finacial commodity option is increased to 2 to define the spread between the two commodities.
- Added "loadType" indicator within ElectricityPhysicalLeg to summarize the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules (e.g. Base, Peak, Off-Peak, Custom). Note: loadType is a required element in Transparency view for reporting purposes and therefore is non-backward compatible with FpML 5-3 REC.
- Added default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" within CommodityProductGrade to standardize Oil Grade values.
- Removed Commodity related orphan complex types (as per FpML Comm WG agreement): CommodityBusinessCalendarTime and TimeZone.
- Within "BullionTypeEnum"
- Added a new value "Rhodium" - Quality as per the Good Delivery Rules for Rhodium.
- Deprecated an existing value "RhodiumSponge" in favor of "Rhodium". Rationale: RhodiumSponge is a powder form of Rhodium.
- FX Derivatives:
- Add support for multiple USIs for FxSwapLeg (added tradeIdentifierReference to the FxSwapLeg)
- Strategy Product:
- Add support for multiple USIs for Strategy products (added strategyComponentIdentifier to Strategy).
- Generic Product:
- Added support for dayCountFraction that apply to the trade.
- Business Events:
- Update cardinality of notional changes in post-trade events to unbounded.
- All views:
- Within "CollateralValueAllocationEnum"
- Added a new value "Buffer" to support LSOC Part 22.
- Canonical ordering types in alphabetical order.
- The following issues have been resolved:
View PDF for details on schema changes
View PDF for details on validation rules changes
View SCHEME DEFINITIONS for details on coding schemes changes