Author: Admin

917: same-currency() was substituted for same-currency-scheme() in error

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fx-19 should be: fx-19 (Mandatory) English Description: Context: FxLeg (complex type) If exchangedCurrency1/paymentAmount and exchangedCurrency2/paymentAmount have the same currency scheme, then exchangedCurrency1/paymentAmount/currency must not be equal to exchangedCurrency2/paymentAmount/currency XPath Description: Context: FxLeg (complex type) [same-currency-scheme((exchangedCurrency1/paymentAmount,exchangedCurrency2/paymentAmount))] exchangedCurrency1/paymentAmount/currency ne exchangedCurrency2/paymentAmount/currency The function same-currency-scheme. The same applies to fx-23 and fx-43. All three rules need fixing.

914: Define Interval period of “T” for non-WG parts of the schema

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The definition of Interval contains a period element of type “PeriodEnum”. One value of PeriodEnum is “T”, which represents Term. The term that is being referred to is dependent upon the context in which it is referred to. This Committee has assigned those parts of the shchema not owned by a WG. The definition of … Continued

913: Define Interval period of “T” for CDS

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The definition of Interval contains a period element of type “PeriodEnum”. One value of PeriodEnum is “T”, which represents Term. The term that is being referred to is dependent upon the context in which it is referred to. For this WG the task is to define the term for those parts of the schema owned … Continued

912: Define Interval Period of “T” for EQD

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The definition of Interval contains a period element of type “PeriodEnum”. One value of PeriodEnum is “T”, which represents Term. The term that is being referred to is dependent upon the context in which it is referred to. For this WG the task is to define the term for those parts of the schema owned … Continued

911: Define Interval period of “T” for IRD

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The definition of Interval contains a period element of type “PeriodEnum”. One value of PeriodEnum is “T”, which represents Term. The term that is being referred to is dependent upon the context in which it is referred to. For this WG the task is to define the term for those parts of the schema owned … Continued

910: working out which Term the PeriodEnum refers to

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Following the last VWG Pam asked me to raise an issue for this. The question had already been put to Harry, who may respond. FpML defines an Interval using a period of type PeriodEnum. One of the values of PeriodEnum is “T”, which is short for “Term”. When I see the Interval contains a Term … Continued

909: Consistency between Duration, Frequency, Interval, and Schedule

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Issue reported by Matthew Rawlings VWG 2009-01-27: In FpML, Interval is used to represent Duration and Frequency. FpML also defines a Schedule as a kind of Interval with CommodityCalculationPeriodsSchedule. There are also offsets and frequencies. We should be consistent with terms around “Interval”, “Duration”, and “Schedule”.