Author: JasonPolis

Updates to Commodity Reference Price codes, starting with Agricultural products.

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

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 ?

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.

The complexType RateReference should be based on the Reference type, to conform with the pattern of other intra-document pointers.

https://www.fpml.org/spec/fpml-arch-3-1-rec-5/html/index2.html#s2.3.3 Attributes SHOULD be associated with either a XML schema built-in type or and FpML defined simple type to allow the parser to validate document instances. Some attributes are missing types. contractTypeScheme creditSeniorityScheme deliveryTypeScheme initialMarginInterestRateTermsScheme linkTypeScheme href fpmlVersion The scheme attributes should have type=”NonEmptyURI”, as per the pattern other schemes. UnderlyerReference/@href should follow the pattern … Continued

XAPWG Thread [FpML-XAPWG] CMS representation (mockup for discussion) – FpML RE: [FpML-XAPWG] CMS representation (mockup for discussion) – FpML Waiting for Harry’s feedback. Thinks reset is being confused with the fixing date. Reset date is usually calculation period end date. Usually the fixing is determined a few days before the calculation period end date. Usually … Continued

FpML Architecture Specification 3.1#s2.3.5 All elements MUST be associated with a globally defined type 5-12 and 5-13-WD-1 have 5 elements which define local anonymous types They should reuse or convert to global named types. //xsd:simpleType[exists(parent::xsd:element)] RegulatoryWithdrawal/ withdrawalReason //xsd:complexType[exists(parent::xsd:element)] DayCount/ currencySpecificDayCount Rollover/ currentContracts, Rollover/ newContracts AdditionalData/ originalMessage