In NotionalStepRule (type of notionalStepParameters), element stepFrequency has type Period. This type should be reserved for non-recurring intervals e.g. date offsets. The type of stepFrequency should be amended to Frequency. Also: annotation for stepFrequency should be *amended* to: The frequency at which *notional* step changes occur. This frequency must be *an integer multiple* of the … Continued
Hi My business has asked me to look at adding: IMMJAN – for rolls on Jan, Apr, Jul and Oct IMMFEB – for rolls on Feb, May, Aug and Nov Are these being looked at as aindustry standard for FpML? And if so when are they looknig to put them into production? Thanks (http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=122&forum=2)
Hi I did not notice any main publication code for Statitistics South Africa and Central Statistics Office Ireland. Can these be added next update? Statistics South Africa = “STSA” ? Central Statistics Office Ireland – “CSOI” ? Thanks (From forum http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=126&forum=2)
Top-level elements in types OptionExercise, OptionExpiry & DeClear have no annotation in the schema (see: fpml-business-events-5-x.xsd). This should be corrected in the 5-2 & 5-3 Recommendations, and retrospectively in 5-1. Also: elements exerciseIn[NotionalAmount|NumberOfOptions|Number OfUnits] are documented in terms of “the fixed amount by which the option should be exercised”. This implies an instruction, or statement … Continued
Abstract global element underlyingAsset (instance of Asset), declared in fpml-asset-5-3.xsd, is documented in the schema annotation as: “Define the underlying asset when it is a listed security.” This is not strictly accurate, as underlyingAsset is substitutable with instruments (bond, cash) which are not necessarily listed securities (definitely not, in the case of cash). Recommend that … Continued
Values of coding scheme asset-class-1-0 (http://www.fpml.org/coding-scheme/asset-class-1-0.xml) mix singular and plural forms inconsistently e.g. Credit, ForeignExchange; but InterestRate*s*, Equit*ies*, Commodit*ies*. The singluar form is preferred and should be used consistently: Credit, InterestRate, ForeignExchange, Equity, Commodity.
ComplexType YieldCurveMethod has a redundant nested sequence at the top level of its content model, which is present at all FpML versions (see text below). This should be resolved to a single xsd:sequence (there is no impact on instance documents).
Reviewing the 5.2 schema I noticed that the abstract Product element has been modified and the documentation associated with the elements has been changed. I don’t believe the changes where necessary to match the requirements of the proposed regulation. 1. It is not necessarly to add an explicit element to contain the asset class it … Continued
The current definition of PartyRoleType seems specific to the reporting views but it is available in the Confirmation view too. The current scheme only has two values: AllPositions and SomePositions, which only make sense in position report context. I’d suggest making the type element within RelatedParty available only to the Reporting view.
Codelist bullion-delivery-location-1-0 (all versions from FpML 4-6 to 5-1): Copy-and-paste error in documentation of value “Zurich” (my *emphasis*): Delivery will be made to the Purchaser of Bullion’s custodian bank in *London*. Custodian bank to be agreed by the parties.