Author: MAZA

Good day. I have the following question regarding example #30 (2.38). The code snippet is as follows. <relativeEffectiveDate id=”effectiveDate_0_0″> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> <dateRelativeTo href=”tradeDate” /> <relativeDateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </relativeDateAdjustments> </relativeEffectiveDate>   The questions are next: Why the element that has Xpath /dataDocument/trade/swap/swapStream[1]/calculationPeriodDates/relativeEffectiveDate/businessCenters/businessCenter contains only GBLO business center, and … Continued

Good evening FpML experts. I have a question about the rollConvention for swaption fixed-float. I have reviewed example 2.38 Example 30 – Compounding and Averaging Swap with Relative Dates in detail, and I have the following questions regarding these parts of the code: code_part1    <tradeDateid=”tradeDate”>2005-07-31</tradeDate>   </tradeHeader>   <swap>    <productType>InterestRate:IRSwap:FixedFloat</productType>    <swapStreamid=”swapStream_0_0″>     <payerPartyReferencehref=”party1″/>     <receiverPartyReferencehref=”party2″/>     <calculationPeriodDatesid=”calculationPeriodDates_0_0″>      <relativeEffectiveDateid=”effectiveDate_0_0″>       <periodMultiplier>2</periodMultiplier>       <period>D</period> … Continued

Good afternoon FpML experts. I have a question about validation rule “ref-34 (Mandatory)”. Link where it is stored: REF rules – FpML 5.3 Validation Rules – 2012-07-20 Description of the rule: Context: ScheduleReference (complex type) The @href attribute is equal to the @id attribute of an element of type Schedule   I have the following input: PART1 <exerciseFeeSchedule> <payerPartyReference href=”Coca-Colla”/> … Continued

Good afternoon FpML experts.   I have a question about the element relatedParty in swaption FpML schema. XPaths: /dataDocument/trade/tradeHeader/partyTradeInformation/relatedParty/role The system I use contains a “Custodian” field, which I need to map with the corresponding element from the FpML schema. 1) I would like to make sure whether this is the only place in the … Continued

Good morning FpML experts. I have a question about the element tradeId in swaption FpML schema. XPaths: /dataDocument/trade/tradeHeader/partyTradeIdentifier[1]/tradeId (PartyAndAccountReferences.model) 2. /dataDocument/trade/tradeHeader/partyTradeIdentifier[2]/tradeId (PartyAndAccountReferences.model) These elements are mandatory according to the schema. Annotation gives the following description: “A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note … Continued

Good morning FpML experts. I have a question about the elements for defining CCPs in swaption FpML schema. There are three different XPaths where these elements may be located: swaption/physicalSettlement/predeterminedClearingOrganizationPartyReference swaption/physicalSettlement/mutuallyAgreedClearinghouse swaption/cashSettlement/collateralizedCashPriceMethod/mutuallyAgreedClearinghouse Since the FpML schema for the swaption gives only these XPaths to define the CCP, which looks like it is common to both … Continued