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General FpML Discussion › Technical & Implementation Questions › Documentation on Schedule

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  • June 25, 2009 at 10:25 am #1769
    mshahid
    Spectator

    I would like to generate the english like value from the “schedule” type (for example “1st of each month”). I would appreciate if you could please provide the documentation / user manual on “schedule” type how the values of sub elements would be used to generate the english like value. The elements of schedule are: – frequency – frequencyType – weekNumber – dayOfWeek – startDate and endDate Also, is there a complete user / developer manual available describing all the FpML elements and how they should be used together? Please note here I’m not talking about the architecture document. Appreciate for the response.

    June 25, 2009 at 4:44 pm #1770
    iyermakova
    Spectator

    You can express some English like values with AveragingSchedule type in 4-5, //First Monday of each month for example Out 2002-11-11 2003-11-11 1 M 1 MON but not 1-st day of the month. This became possible with addition of averagingPeriodFrequency in 4-6 WD-3. Out 2002-11-11 2003-11-11 1 M //1-st day of the month 1 However, if you using 4-5, you can create your own extension, adding RollConventionEnum that holds the required for that values, or CalculationPeriodFrequency (averagingPeriodFrequency) similar as it is done in 4-6-WD-3. As far as I know, there is no complete user / developer manual describing all the FpML elements and their usage for the moment in the market. However, you have a lot of options: – the web-based FpML specification can provide you with description and usage of some of the elements from the technical and business prospective. It also includes Oxygen-generated FpML schema documentation based on the FpML schemas elements annotations which get improved with each release. http://www.fpml.org/spec/latest.php – the FpML Users Guide may be a good starting point as well http://www.isda.org/publications/usrguidefpml.aspx – ISDA also offers FpML training courses in New York and London. http://www.fpml.org/index.html – It is also possible to watch/buy the introductory course online https://www.isdadocs.org/conf/shopondemand/fpml.asp – You can always join the FpML working groups to create your proposals, provide your feedback on proposed solutions, etc. http://www.fpml.org/wgroup/index.html – There is also the FpML Editor/Viewer tool available that might help you with your paper to FpML mapping. The tool also allows FpML trades to be created from scratch, loaded from a local file, or loaded from the World Wide Web – http://www.fpml.org/tools/editor/index.html Regards, Irina Yermakova

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