Doc.xsd includes legal.xsd Legal.xsd includes doc.xsd Although XML Schema permits schema to include each other, the FpML Architecture 3.1 prohibits this. https://cdn.fpml.org/spec/fpml-arch-3-1-rec-5/html/index2.html#s2.3.2.1
Known issues with examples in 5-13-7-REC-1. XAPWG to decide how to resolve each one. Payment/calculation dates reference pointing to a PrincipalExchange or TerminationDate. ird-ex29-non-deliverable-settlement-swap.xml ird-ex31-non-deliverable-settlement-swap.xml ird-ex33-BRL-CDI-swap.xml Roll convention “NONE” with calculation period “M” (relative dates sample). ird-ex30-swap-comp-avg-relative-date.xml Compounding method + fixed rate schedule in the fixed leg . ird-ex53-xccy-swap-OIS.xml ird-ex58-xccy-swap-lookback_compound.xml ird-ex61-trs-single-underlyer.xml ird-ex62-trs-single-underlyer-short.xml … Continued
Hi Does FpML support Contingent Credit Default Swaps, and if so, do you have an example?
Element inflationRateIndex is using scheme floatingRateIndexScheme by default rather than inflationIndexDescriptionScheme, which holds the actual inflation values. In 5.13 scheme override was used in inflation samples to avoid scheme validation errors, but the default scheme should be changed to inflationIndexDescriptionScheme in FpML 6.
On December 7, 2023, the New Zealand Financial Markets Association (NZFMA) launched a consultation (see https://www.nzfma.org/Site/consultations/business_day_conventions.aspx) on changes to NZFMA’s Business Day Definition and adoption of a single financial centre calendar for New Zealand’s wholesale financial markets. The NZFMA is now moving towards an implementation phase for this change, and ISDA, through consultation with the … Continued
Hi Team, We would like to check if you have a sample message or structure on how different FX rates are captured in FpML on a Cross currency swaps where both traded currencies on non deliverable and final coupon is settled in USD. I understand, settlement provision dictates the final settlement amount, however any language on … Continued
With the introduction of the 2021 ISDA Interest Rate Derivatives Definitions, a number of new coding scheme values were added into the businessCenterScheme to correspond to the concept of a ‘Publication Calendar Day’ which was a new defined term in the 2021 Definitions. Some examples of these were EUR-ICESWAP, GBP-ICESWAP, USD-ICESWAP, USD-MUNI and ILS-TELBOR. The … Continued
Two broken links were detected in the FpML schema and documentation: http://www.publicdebt.treas.gov and http://www.sfe.com.au
Is there an FpML attribute / element to denote the Clearing House (London Clearing House / Intercontinental Exchange) ?
Is there any section of the FpML that allows for free text / comments?