I don’t recall when, but I remeber this happening once in the past as well. The enumeration types are all being generated incorrectly in the documentation. For example see: http://www.fpml.org/spec/2006/tr-fpml-4-2-2006-05-08/html/fpml-enum-4-2.html#Simple_CalculationAgentPartyEnum The table header is supposed to be Value / Source / Description. and then each line should have the element name / FpML / annotation. … Continued
We recently started trading ABX CDS’s which we message over to our accounting agent via FpML. They are telling us that the trades get rejected from their systems because of the following: ****************************************************************************** Following are the business validation rules that failed: ****************************************************************************** Rule number=CDS_Rule1 Error description=Trade date is not before Unadjusted Effectivedate. However, ABX CDS … Continued
In section 3.4.2 of the documentation, Error Handling, the message interaction is described using a message of type “AnyMessage”. To be correct, this should be renamed as “Message”. Any type that implements Message (therefore including its derived messages), would then be legal. AnyMessage is the a description of the message and not its type.
Please add a message rejected example to the example XML documents in FpML. An example has been attached.
Sensitivities are reported in sensitivity sets as follows: 119 120 This meets the Pricing and Risk group’s requirements of display the sensitivity in graphs, but is insufficient for processing – the name attribute needs microparsing and its content is unconstrained.
The enumerations in this type have some copy and paste left in them – the last four treatment methods need to have the proper documentation added (or at least the wrong one removed).
In the FpML 4.2 TR 8th May 2006 there are two Readme files in the xml directory of the downloadable zip. “Readme” is for the LCWD release “Readme.txt” is for the TR release Correct behaviour is for all files to have the “.txt” file name extension. Correct behaviour is for only the one readme to … Continued
Within the FpML issues, FpML 4.2 Trial Recommendation 8th May 2006, is missing from the “Product Version” dropdown. Add this version to the list of issues.
Where an entity trades with itself – what is the sequence of messages to issue? Does the booking entity issue one trade message or two in the FpML Trade Sequence?
Provide a link of type PartyReference from the Beneficiary, Correspondent, and Intermediary to their Parties. CHASUS33 ABNANL2A 1 ABNANL2A