Author: Admin

eqd-8 is today: “eqd-8 (Mandatory) English Description: Context: EquityBermudaExercise (complex type) All dates in bermudaExerciseDates/date must be after commencementDate/adjustableDate/unadjustedDate XPath Description: Context: EquityBermudaExercise (complex type) //bermudaExerciseDates/date gt commencementDate/adjustableDate/unadjustedDate ” There are two problems with the XPath: 1. There is potentially more than one exercise date, which needs to be handled. This can be handled with … Continued

What is the difference between a removed and a deprecated rule? Why are “removed rules” not removed but marked as removed? What is the definition of “deprecated” and “removed”? I suggest “removed” and “deprecated” should no longer be included. They and their examples are removed entirely.

Please add this comment for eqd-6: ” When the latest time an option can be exercised is a value, that value must be provided. This rule is equivalent to eqd-3, except for Bermuda exercise. When equity options are refactored this rule can be merged with eqd-3. “

Please add the following comment for eqd-4b: ” A contact’s option expiry date must be after the trade date when the contract was struck. This is equivalent to rule eqd-2b, except for Bermuda exercise. When equity options are refactored this rule is expected to merge into eqd-2b. “

Please add the following comment for eqd-4: “When traded, a contactual option expiry date must be after the trade date. This rule is the equivalent of eqd-2, but for BermudaExercise. When the equity options are refactored this rule should merge into eqd-2.”

Add the following comment for eqd-3: ” When the latest time an option can be exercised is a value, that value must be provided. “

Add a comment to eqd-2b: “A contact’s option expiry date must be after the trade date when the contract was struck.”

Please add the following as a comment for eqd-2: “When traded, a contactual option expiry date must be after the trade date.”

I propose we introduce the principle that each rule must have a single context. If a rule currently has multiple contexts then it must be split into multiple rules. If a rule has multiple contexts, then it is merely coincidence that it works across both structures. If it works across multiple contexts because of a … Continued

The Credit Derivatives “Conditions” are derived values added to new Nodes (elements and attributes) defined by the condition. For example: ” Condition: ISDA1999Credit (context: Trade) (context: Contract) At least one of documentation/contractualDefinition element and documentation/masterConfirmation/masterConfirmationType element exists and contains the string “ISDA1999Credit”. Formal description: some $document in (//element(*, Trade) | //element(*, Contract))/documentation/(contractualDefinitions | masterConfirmation/masterConfirmationType) satisfies … Continued