Author: JasonPolis

1349: Consider base IRI

By

Consider whether using a base IRI may be beneficial for shortening scheme IRIs. A default base IRI of http://www.fpml.org/coding-scheme/ could allow shortening of FpML schemes, such as party role: <role partyRoleScheme=”http://www.fpml.org/coding-scheme/party-role”> shortened to  <role partyRoleScheme=”party-role”> or of FpML references to external schemes, such as UTI: <tradeId tradeIdScheme=”http://www.fpml.org/coding-scheme/external/unique-transaction-identifier”> shortened to  <tradeId tradeIdScheme=”external/unique-transaction-identifier”>   It should be possible … Continued

1308: Autocallable Equity Derivatives

By

Mei Chen of Barclays asks if there is wider interest in standardising Autocallable and Autocallable OTC equity exotic as a product on their own. ISDA has drafted standard confirmation templates, but has received limited feedback so far. For autocallable (OTC) , though it is not compulsory to have a put in it,  put is the … Continued

1291: Clarify FormulaComponent/@name

By

The complexType FormulaComponent has an attribute “name” of type NormalizedString,  described as “The name attribute points to a value used in the math element. ” In the next major version of FpML, it should be clarified whether it is a reference to an element identified by an intra-document reference and so can remain an attribute, … Continued

1290: PricingStructureReference – Replace attributes with elements.

By

The complexTypes Payment and PaymentCalculationPeriod both have an @href attribute to reference a PricingStructure. Each attribute should be supplanted by an element of type PricingStructureReference, in the next major version of FpML. In FpML 5, it would be possible to add the element and mark the attribute as deprecated. Should we ?

1289: Deprecate Valuation/@definitionRef

By

The complexType Valuation has an attribute definitionRef which should be marked as deprecated, because Valuation already has an element valuationScenarioReference which does the same thing.