FpML Issues Tracker

1382: Change the cardinality of stubPeriodType to 0..2

November 17, 2025

new

Minor

Have not tried

Interest Rate Derivatives

XAPWG

mgratacos

mgratacos

Summary

I'd like to open the issue about the cardinality of stubPeriodType. I think the element should be of cardinality 0..2 instead of 0..1 to allow the possibility of expressing the type for both an initial and final stub at the same time. The same problem exists currently in CDM since the same model was replicated there.

Notes:

  • mgratacos

    11/17/25 4:06 am

    Hi Marc,

    Yes, the suggested change would seem a pragmatic way of being able to simultaneously express the stub lengths for both initial and final stubs. The ENUM already encodes whether the length is being expressed wrt to the Initial or Final Stub so there wouldn’t need to be further further linkages/hrefs to achieve it.

    StubPeriodTypeEnum has values of:

    ShortInitial
    ShortFinal
    LongInitial
    LongFinal

    Guy

  • mgratacos

    11/17/25 4:06 am

    If we have to do this, I’d prefer a model with explicit initial- and final-Stub elements with enumerated values (Short, Long) – but the proposal works as a low-impact fix.

    Cheers,
    Harry

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