Author: apparry

Document element settlementType and settlementDate within OptionSettlement.model

Document element entitlementCurrency within OptionDenomination.model

So that schema validation tools, business rules, … work without additional setup

Very odd content model with nested choice, as we wrote this it had only the inner choice group as per Loan, which appears correct tag: FpML-4-3-5-WD-4 file: fpml-asset.xsd Applicable to the case of default swaps on MBS terms. For specifying the insurer name, when applicable (when the element is not present, it signifies that the … Continued

What is the intended purpose of, and differences between these types ? As an example, consider AssetReference vs AnyAssetReference AssetReference extends type Empty for some reason, whereas AnyAssetReference extends the abstract type Reference as I would expect All Reference types which extend Empty should be removed

fpml-cd.xsd fpml-option-shared.xsd

file: fpml-doc-4-2.xsd TBA Coding scheme file “governing-law-1-0.xml” associated with type “GoverningLaw” contains the description “Identification of the law governing the transaction”

file: fpml-asset-4-2.xsd UnderlyingAsset is now correctly an abstract type however an element uses this type directly which results in the following error when validating an XML instance document which uses ConvertibleBond [Error] cboption.xml:145:23: cvc-type.2: The type definition cannot be abstract for element underlyingEquity. cboption.xml: 871 ms (99 elems, 37 attrs, 0 spaces, 1099 chars)

We form a Leg Modelling Task Force, which will take the same approach to reviewing and improving Leg Modelling that the Security Option Task Force has taken with Options JPM supports this ( AJ, AP, MR, HMcA )

Ordering is already present in the XML instance document, which should be made clear in the Architecture document, and the schema fpml-shared.xsd(611):