Supplement number 17 to the 2006 ISDA Definitions (published October 15, 2009) introduced the Floating Rate Option “AED-EBOR-Reuters”. This code needs to be added to the floating-rate-index coding scheme. Thanks, Harry
In commodity-reference-price-1.0.xml line 5395 there is a strange character (”) in the index name (after DAILY) which does not appear in any other name. NATURAL GAS-HUNTINGDON/SUMAS-ICE/10X DAILY-NATURAL GAS Lines 10158, 10169, 10180 and 10191 the codes contain the registration mark character which requires UTF-8 encoding. Do we really need to have this in the data … Continued
The complex type UnderlyingAssetTranche defines a scheme value with a default URL of ‘http://www.fpml.org/coding-scheme/underlying-asset-tranche’ but no such scheme is defined. The definition is inconsistent with its usage in examples. In rtrpt_ex8_cd_loan.xml its used like this LN190325 which suggests any qualifying URI would be bespoke.
In the last published version of 5.4 the default value of the assetClassScheme attribute is http://www.fpml.org/coding-scheme/asset-class-simple but we don’t publish a scheme for this URI Should it be changed to http://www.fpml.org/coding-scheme/asset-class ?
cd-32 (Mandatory) English Description: Context: PeriodicPayment (complex type) If condition LongForm is true, and if fixedAmountCalculation/calculationAmount exists, then fixedAmountCalculation/dayCountFraction must exist. The fixedAmountCalculation/calculationAmount structure is not present in the test case file so it will always fail the precondition. 3 M 2003-03-05 5 0.007 ACT/360 The rule has probably been redefined since its creation and … Continued
The name of the context types should be in UpperCamelCase col-10 (Mandatory) English Description: Context: interestPeriod (complex type) If startDate exists, and if endDate exists, then startDate must be before endDate. col-11 (Mandatory) English Description: Context: interestCalculationDetails (complex type) The value of each dailyInterestCalculation/calculationDate must be unique
col-9 (Mandatory) English Description: Context: RequestSubstitution (complex type) The @href attributes of substitutionIssuerPartyReference and substitutionReceiverPartyReference must be different. This rule should also apply to the RequestSubstitutionRetracted message
The preconditions on this rule can be combined from [exists(variationMargin)] [count(heldCollateral) eq 2] to [count(variationMargin/heldCollateral) eq 2] As with earlier direction rules we should probable stop partied being both the poster and the holder.
col-6 and col-7 both check that an AssetReference points at an Assets col-6 (Mandatory) English Description: Context: CashDeliveryReturn (complex type) The assetReference/@href attribute is equal to the @id attribute of an element of type Assets col-7 (Mandatory) English Description: Context: SecurityDeliveryReturn (complex type) The assetReference/@href attribute is equal to the @id attribute of an element … Continued
col-4 is currently defined as: Context: CollateralBalance [exists(variationMargin)] [count(pendingCollateral) eq 2] variationMargin/pendingCollateral[1]/giverPartyReference neq variationMargin/pendingCollateral[2]/giverPartyReference && variationMargin/pendingCollateral[1]/receiverPartyReference neq variationMargin/pendingCollateral[2]/ receiverPartyReference but 1) There is no receiverPartyReference element in PendingCollateral. It should be takerPartyReference. 2) The rule should be comparing the value of the href attributes I suggest the expression should be variationMargin/pendingCollateral[1]/giverPartyReference/@href neq variationMargin/pendingCollateral[2]/giverPartyReference/@href && variationMargin/pendingCollateral[1]/takerPartyReference/@href … Continued