FpML Issues Tracker

841: defining “the schedule implied by”

September 17, 2008

closed

Minor

Always

Validation Rules

Admin

danieldui

Summary

The definition of "the schedule implied by" is itself not precise, nor complete.

The definition today is: " Term: the schedule implied by The schedule defined by the effective- and termination-Date, together with the "RegularPeriod" dates which may appear optionally in the presence of stubs, and the calculation period frequency. "

1. The first change is that this must be rewritten as function so the context is clear. For example in valid-ird-54-01.xml there are two 'effectiveDate' elements. 2. "effective-" should be replaced by the XPath "//effectiveDate". 3. "termination-Date" should be replaced by the XPath "//terminationDate". 4. The XPath for "RegularPeriod" must be given. 5. The XPath for the "stubs" must be given. 6. The XPath for the "calculation period frequency" must be given. 7. The effectiveDate has element only content, so it must be made clear whether it is the adjusted or unadjusted date that is used. 8. Same again but for terminationDate.

Notes:

  • iyermakova

    12/12/08 4:44 pm

  • danieldui

    07/30/13 2:20 pm

    The “financial date arithmetic paper” should address the issue.

    Action for DD: to check and possibly close the issue.

  • mgratacos

    10/21/19 11:15 am

    Added the link to the Dates Calculation paper in the Definitions section of the Validation rules.

    The change will be published on version 5.11 Trial Recommendation.

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