The messaging section in the last call working draft is underdocumented, and some parts of it still in the cut and paste form taken from the relevant proposals (viz. “this paper..”). In particular, the Error Handling section lacks detail. The HTML version of the spec has no documentation on the reason elements at all. Guidelines … Continued
FpML.org has published FpML 2.0 Last Call Working Draft. This version incorporates feedback on the FpML 2.0 Working Draft 17th October 2001. Comments should be submitted by Monday, January 7th 2002 via fpml-issues@yahoogroups.com It is anticipated that a Trial Recommendation incorporating any feedback will be published in January 2002. A copy of the standard can … Continued
Some additional points for FpML 2.0 Rec. 1) In the FpML 3 Draft, within the rollConventionScheme the name of the entry IMMCAD has changed to CADIMM. If this is a deliberate change, then it might make the migration from FpML 2 –> FpML 3 easier if this name change is also made in the FpML … Continued
FpML, I have quicky glanced at the spec for FpML 2.0. I have skipped the sections on the actual definition (which I am sure mean lots more to others), but looking at the schemes and data type sections. Here are some observations that might be useful: * Section 9.1.1 – there seems to be an … Continued
FpML.org has published an updated FpML Version 2.0 Working Draft. This version incorporates feedback on the FpML 2.0 Working Draft 28th August 2001. It is anticipated that a Last Call Working Draft incorporating any feedback will be published in November 2001. A copy of the standard can be obtained from: http://www.fpml.org/spec. Steven Lord FpML IRD … Continued
I have noticed the following (minor) errors in the example trades in the LCWD: – In example 17, the calculationAgentParty is given as NonExerciseingParty instead of NonExercisingParty. – quotationRateTypeScheme is specified to be http://www.fpml.org/spec/2000/period-1-0 i.e. the same as for periodScheme. – In example 25, an illegal value of PaymentDate appears in dateRelativeTo (the coding scheme … Continued
Hi Steven, Tried to send this to FpML-discuss but doesn’t seem to have gone through. But I think you may be the appropriate person to send this to, if not then bounce it back to me and I’ll try to sort out what’s happening with the discussion group. We’ve gone through the FpML2 working draft … Continued
Please see below a note from Steven Lord, Chair of the Interest Rate Product Working Group, regarding the publication of the FpML Version 2.0 Working Draft: ——————————————————————- FpML.org has published the FpML Version 2.0 Working Draft. This version extends the standard to include interest rate options (Swaptions, Caps/Floors) and extends the coverage of swaps (FX … Continued
The Scheme URI for the Negative Interest Rate Treatment Scheme listed in Section 8.2.12 of the FpML 1.0 Recommendation specification is incorrect. The correct URI is http://www.fpml.org/spec/2001/negative-interest-rate-treatment-1-0 This has been added to the FpML Version 1.0 errata list at http://groups.yahoo.com/group/fpml-issues/files/rec-fpml-1-0-2001-05- 14-errata.html Guy Gurden IRD Products WG
This e-mail outlines the changes introduced between: FpML Architecture Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-arch-1-0-2000-09-25) and FpML Architecture Version 1.0 Trial Recommendation 21 December 2000 (( http://www.fpml.org/spec/2000/tr-fpml-arch-1-0-2000-12-21) The FpML Architecture Version 1.0 Trial Recommendation is a DTD based standard. However, sections of the document were impacted when XML Schemas moved from a … Continued