The new event backloading structure contains a mandatory element eventType which contains a code value. The default scheme is defined as .. http://www.fpml.org/coding-scheme/event-type .. but no corresponding codes are defined in a genericode file for this scheme. Oops.
fpml-pretrade-processes-5-5.xsd of http://www.fpml.org/FpML-5/pretrade defines complextype RequestLimitCheck. When the producer of this message has valuations/measures for the trade (e.g. interest rate delta value of 1 basis point shift), it should be possible for them to communicate them in the same message to the consumer. Suggest considering addition of the EventValuation.model from confirmation namespace, or directly use … Continued
FxBoundary is an orphan type and should be removed from the schema.
Incorrect modeling FX tenor name: … Should be:
The default scheme URL is ‘http://www.fpml.org/coding-scheme/org-type-category’ but I would expected something like ‘trade-category’ to match the owning type. The ‘org’ is bogus.
As a result of the repositioning of Account outside Party in FpML 5.0 a validation check for different parties on a trade obligation requires the party references to be compared and possibly the account references. The general form of this comparison is xxxPartyReference/@href != yyyPartyReference/@hef or (exists (xxxAccountReference/@href) and exists (yyyAccountReference/@href) and xxxAccountReference/@href != yyyAccountReference/@href) … Continued
hi, inside Transparencygenerated-productsinflation-swapsinflation-swap-ex04-yoy-interp the value of /publicExecutionReport/trade/tradeHeader/tradeInformation/executionDateTime is 2003-11-15+05:00T09:12:34Z. when validating with altova XMLspy we get an error saying the value is invalid for the field type. is this a valid date format? thanks, Ayelet
Enumeration value “ISDAYield” was introduced at FpML-5-2. The annotation for this value reads: Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e) Of course, this should be: “Per ISDA 200*6* Definitions …”
We’ve seen some Bond Option trades based on a Bond Future. Currently the FpML Schema only allows the representation of Bond Options on Bonds or Convertible Bonds. The support is modelled using a choice between the bond and convertibleBond underlyers. Would be possible to add the Future underlyer in the existing choice?
I’m sure I’ve raised this before but … In both the latest 5.4 and 5.5 test cases invalid-shared-9-01.xml contains this: 20011-08-30 One zero too many I think