Author: Admin

The href on line 1046 of fpm-shared-4-2 is poorly documented: “The href attribute points to a value elsewhere in the document” Where does this point? Please add documentation and a rule.

The attribute /FpML/novation/firstPeriodStartDate/@href is undefined. What does it refer to? A rule should be added to cope with all element(*, FirstPeriodStartDate).

Line 448, mkt-env, what does TimeDimension have its href point at? A validation rules should be added to correct this ambiguity.

The type GenericDimension is missing a rule linking it to underlyingAsset. fpml-mktenv-4-2.xsd(164):

Add a rule that /FpML/position/scheduledDate/assetReference/@href must point to a specific type containing an xsd:ID. Probably the rule should be element(*, InterestRateStream). Either way this is undocumented, undefined, and missing a rule.

This href at line 1137 of the IRD schema is undefined and not used within any example. Attribute that can be used to reference the yield curve used to estimate the discount factor.

Within the FpML Schema there are 8 places where an href attribute defined as an xs:IDREF is used but not defined. This is the filename and line number this issue occurs. fpml-ird-4-2.xsd(1137) fpml-mktenv-4-2.xsd(16) fpml-mktenv-4-2.xsd(164) fpml-mktenv-4-2.xsd(448) fpml-posttrade-4-2.xsd(162) fpml-shared-4-2.xsd(1046) fpml-shared-4-2.xsd(1513) fpml-shared-4-2.xsd(1536) In every case it is defined as . The attribute name should be defined: This does … Continued

Background: There is no prefix today for the FpML namespace within the FpML schema. This is because the FpML schema does not currently need a prefix. Change: Add to the FpML xsd:schema the attribute of xmlns:fpml=”http://www.fpml.org/2005/FpML-4-2″. This is added to each FpML schema. Justification: 1. Use of unique, key and keyref require a namespace prefix … Continued

The term “trade” should only be used to refer to the trading event and the resultant contract. From there on all changes to the contracts should not be called trades, nor should the contract itself.

https://bugs.eclipse.org/bugs/show_bug.cgi?id=154446