Author: Admin

In the reporting view, under validation rules, rule col-4 has the following description: “If two pendingCollateral elements exist, the direction of each pendingCollateral (indicated by the giverPartyReference / takerPartyReference pair) must be different.” the XPath description is the following: “variationMargin/pendingCollateral[1]/giverPartyReference neq variationMargin/pendingCollateral[2]/giverPartyReference && variationMargin/pendingCollateral[1]/receiverPartyReference neq variationMargin/pendingCollateral[2]/ receiverPartyReference” The XPath description is worng since there is … Continued

CorrelationId is defined as extending xsd:normalizedString: However scheme-controlled types are to be formed by extension from the Scheme base type, thus: This should be corrected in FpML-5-4 LCWD.

In this example for a swap with a bermudan optional early termination, inside the, the second adjusted date 2003-08-23 should be in year 2004 instead of 2003 corresponding to the second unadjusted date 2004-08-30 that happens in year 2004. So bad value: 2003-08-23 Corrected value: 2004-08-23

While reviewing a post on the forum [http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=202&forum=4], found that the FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.

With two exceptions*, every sample message under the recordkeeping and transparency views uses an LEI as the UTI issuer identifier (issuerIdScheme=”http://www.fpml.org/coding-scheme/external/iso17442″). The CFTC has explicitly stated the the LEI will *not* be used to identify the issuer of the unique transaction identifier. The samples must be amended to so that the issuer conforms to the … Continued

Type BusinessEventIdentifier was introduced in 5-3 to support regulatory reporting workflows. The type contains an eventId element, preceded by a reference to the party who issued the eventId – this part is modelled as a choice between PartyAndAccountReferences.model and an “issuer” element of type PartyId. This model was introduced in 5-3 specfically to support the … Continued

Hi I am working to build fx-ex23-straddle.xml in recordkeeping view. I am not able to add two fxoption elements to Strategy. In Strategy there is no method to set product. It’s accepting ProductIdArray and to set Array size there is no method available. With out defining the size of the array we not able to … Continued

(1) Complex type TradeReferenceInformation has no mandatory content. This means that in the contexts where it is deployed within a choice (as TradeReferenceInformation.model, or indirectly via EventsOrInfo.model), the schema permits *no useful trade information* to be produced. This should be fixed by setting the occurrence of the partyTradeInformation element to 1..unbounded, instead of 0..unbounded as … Continued

i am using XMLBeans for code generation form the master schema. code generator hasn’t generated class for TradeInformation which is an important tag if i have to create the RT message. Any help or guidance would be highly appreciated.

When people use xjc in JAXB to generate Java POJO classes for FpML 5.3, all the sub types under Product (eg. Swap, Fra & etc) become empty classes. The reason is that, in the Product.Model, FpML 5.3 uses a choice to support backward compatbility for assetClass enhancement. it contains 2 pieces: 1. new setup: primaryAssetClass, … Continued