Could we evaluate if the FX Average Rate Option’s strike is properly represented see a question on the forum – http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=146&forum=4 Should the “strike” be expanded to support the average strike option product?
– quantityFrequencyScheme – attribute name is inconsistent with scheme name (commodityFrequencyScheme) – The following coding schemes are missing from http://www.fpml.org/coding-scheme: – commodityOilProductTypeScheme – commodityExpireRelativeToEventScheme – commodityPayRelativeToEventScheme – deliveryPointScheme – gasQualityScheme
On behalf of andyjm on the FpML Forum(http://www.fpml.org/dev/modules/newbbex/viewtopic.php?forum=2&post_id=325&topic_id=143#forumpost325): Float Rate Index I would like to propose that CNY-CNREPOFIX=CFXS-Reuters be added as float rate index in the next update. The index is noted as supplement #21 to the 2006 ISDA defintions. Thanks.
At FpML 4-7, instances of the Interval type were split into types “Frequency” and “Period”, with the “T” period value available only to instances of Frequency. One of the intentions of the original proposal was to restrict the period multiplier to strictly positive values when used in the Frequency context, however in the published specifications … Continued
In the MultipleExercise complex the type of the minimumNumberOfOptions element is xsd:nonNegativeInteger while the type of maximumNumberOfOptions element is NonNegativeDecimal. I suspect the maximum value should also be a xsd:nonNegativeInteger. Any comments?
Both the near and far legs of the swap have nonDeliverableSettlement and both have forward points so the rule is never triggered. Comment out the in the near leg to trigger the error.
The context for the rule should be ‘FxSwapLeg’. A similar rule fx-20 exists for FxSingleLeg.
The rule indicates that it has and example but it is missing from the ZIP and the link from the rule documentation is broken.
fx-30 ensures that the rate = spotRate + forwardPoints within a CrossRate instance but in the example neither of the cross rate instance have forward points MXN USD Currency2PerCurrency1 10.7145 USD EUR Currency1PerCurrency2 1.9951 Change the content to the following to trigger the rule MXN USD Currency2PerCurrency1 10.7145 USD EUR Currency1PerCurrency2 1.9951 1.0000 2.000
Two examples for this rule are missing from the zip