The valuation schema defines a two referencable data containing types ‘SensitivitySetDefinition’ and ‘SensitivitySet’ but one only reference type ‘SensitivitySetReference’ which is defined as a ‘Reference to a sensitivity set’ but used by the SensitivitySet/definitionReference as ‘A reference to a sensitivity set definition’. The use of the same type to reference elements of two different types … Continued
The data content of this file fails validation rule ref-1 (an AssetReference’s @href must refer to an Asset’s @id). Within the block there is an href to a defintion but YieldCurve type is not derived from Asset so this is an invalid target for the link. USD Swaption Vol Matrix USD 3M-LIBOR USD The example … Continued
These two rules have the same definition. Remove ref-39. ref-26 (Mandatory) The @href attribute must match the @id attribute of an element of type BusinessCenters. ref-39 (Mandatory) The @href attribute must match the @id attribute of an element of type BusinessCenters.
The valwg agreed (8/26/2008) to implement exists (and others) tests as Xpath expressions within Conditions (see issue 613, closed) e.g., [exists(xyz)] vs “xyz exists” [not(exists(xyz))] vs “xyz does not exist” [count(xzy)>1] vs “at least 2 xzy elements exist” There are a number of new issues raised to expand the implementation throughout rule definitions. If we … Continued
Please fix invalid-ln-31-01.xml so it is invalid for ln-30 and valid for ln-20 and ln-21.
Please correct invalid-ln-30-01.xml so it is invalid for ln-30 and valid for ln-20 and ln-21.
Please fix invalid-ln-29-01.xml so it is valid for ln-27.
Please make the invalid sample invalid against the rule it tests.
ln-28 does not call functions as functions as per the FpML Manual. The rule today is: ” ln-28 (Mandatory) Context: OneOffFeeNotice (complex type) [feePayment/feeType = AssignmentFee] loanContractSummary must not exist. ” The rule should be: ” ln-28 (Mandatory) Context: OneOffFeeNotice (complex type) [feePayment/feeType = xs:token(“AssignmentFee”)] not(exists(loanContractSummary)) “
As per the FpML Manual, ln-27 needs to make it calls to functions explicit. Rule today: ” ln-27 (Mandatory) Context: OneOffFeeNotice (complex type) [feePayment/feeType = BreakageFee] loanContractSummary must exist. ” Corrected rule: ” ln-27 (Mandatory) Context: OneOffFeeNotice (complex type) [feePayment/feeType = xs:token(“BreakageFee”)] exists(loanContractSummary) ” At the moment “BreakageFee” looks like an XPath.