Year: 2003

To better support reporting of mismatch details, we propose adding some detail to the TradeMismatched message. See attached file for details. ——————————————————————————–

SwapsWire have reviewed the credit default swap product definition in FpML 4-0 WD#2 and have identified the following issues which we feel need to be addressed in the next Working Draft. Issues related to documenting trades under the 2003 and 1999 Definitions: 1. Settlement Currency. In the current FpML 4-0 WD#2 Schema the Settlement Currency … Continued

From section 3 onwards (Interest Rate Derivatives) the diagrams are not visbile in the HTML documents. This is linked to the fact that the path to the images is incorrect. Please compare the links to images before section 3 width=”526″ height=”198″> and after section 3 header The path separator is “/” not “”. Regards Tim

As a side effect of some work in the Validation WG we discovered that the following elements in FpML 3.0 do not have consistent names. routingIdScheme routingIdTypeSchemeDefault nationalisationOrInsolvencyOrDelistingScheme nationalisationOrInsolvencySchemeDefault masterAgreementSchemeDefault masterAgreementTypeScheme exchangeIdScheme exchangeIdTypeSchemeDefault The names should be routingIdScheme and routingIdSchemeDefault or routingIdTypeScheme and routingIdTypeSchemeDefault similarly for the others. -daniel

The FPML V4.0 schema can not be bound to Java classes using the JAXB compiler that is part of the Java Web Services Developer Pack 1.2. Naming and other conflicts cause the compilation to fail. An error log is attached. There are three options for correcting the problem: 1. Change the naming conventions used by … Continued

I’d like to use fpML for event notification. Please extend fpML to support event notification for: 1) Reset Payment Notifications. 2) Collateral Payment Notification. 3) Re-fix notifications. 4) Rate Reset Notification. 5) Termination instruction. 6) Rollover instruction. The scenario I have is informing an external securities service provider (fund administrator) of these events. We anticipate … Continued

This is an enhancement request. The current “party” structure requires enhancing to support non-BIC identifiers and to support accounts. In my typical scenario a fund manager is a party that trades on behalf of a client. The client is the party that the trade should be booked to. In addition we’d need to handle multiple … Continued