FpML Issues Tracker

1054: Term Deposit Features – dualCurrencystrike

May 4, 2011

closed

Major

Always

FX

SteveTurner

iyermakova

Summary

Element has no Type.

Also the samples seem to have no equivalent of td-ex03-dual-currency-deposit-strategy.xml

Attachments

  • FpML.issue1054.20110511.doc

    • Notes:

  • milasx

    05/09/11 1:35 pm



    The strike rate at which the deposit will be converted.

  • iyermakova

    05/09/11 3:12 pm

    1. This is a mistake in “strike” representation. It should have a type.
    This will be corrected in 5.1 REC.

    2. There is an example dcd-ex01-dual-currency-deposit.xml that should be an equivalent of what was represented in FpML 4.x using strategy

  • h_mcallister

    05/11/11 7:59 pm

    Please see the attached doc containing some notes on this issue, in which two possible solutions are examined; also an edited version of the 5-1 fx schema module, containing structures relating to the proposed solutions (DualCurrencyFeature.1, DualCurrencyFeature.2).

  • andrew

    05/12/11 2:37 pm

    I’m in favour of the second implementation approach outlined in Harry’s document.

  • mgratacos

    09/27/11 9:15 am

    This was fixed by implementing the proposal from the FX Working Group. The 5.1 Recommendation was republished also incorporating the proposal.

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