Please add the depository to the settlement instructions as a reference to a Party. An example with fx_ex09_euro_opt.xml: CHASUS33 ABNANL2A CHASUS33 CHASE ABNANL2A ABN Amro KSDCKRSE Korea Securities Depository
The rule refers to referencePrice, which is in ReferenceInformation, not in ReferenceObligation.
I have an urgent request to add Factor to the FpML:bond or possibly FpML:Underlying. The factor is defined as the percentage of the original face value that remains outstanding. For repos, factor is used to calculate the settlement money for the “on-leg” of a repo ((price * quantitiy * factor) / haircut). For buy/sells, factor … Continued
One of the coding scheme values is ‘SparpeRatio’. It should be ‘SharpeRatio’.
There are several old samples in the IRD directory that cannot validate against the coding schemes because they reference currency DEM and floating rate indexes that no longer exist Some of the samples that do not pass : ird_ex01 ird_ex02 We should update them to use EUR and corresponding EUR indexes.
There is no business center for Budapest in business-center-3-0.xml.
The Messaging Architecture sections defines a list of error codes to be used in a MessageRejected message. However a coding scheme containing the error codes is not defined in FpML. The reasonCode element is defined as a token.
The elements sendTo, copyTo, and sentBy all have a type of PartyId. This doesn’t make sense. The argument for not constraining them with a rule to a Party is that they may not be a Party, yet the type says they are of PartyId. Either the rule or the type is incorrect. Which is right?
In the current version of the schema, the formula element within InterestRateStream is of Math type. However, for consistency it should be of Formula type. This element is currently used for representing inflation swaps.
In going through the latest IRD schema I noticed some new types that appear to at least partly overlap with existing types. These include: MainPublication SettlementRateSource These somewhat overlap with SettlementPriceSource. They should probably all be moved into shared and reviewed for consistency by the coordination committee.