I request the addition of a “BackOffice” value to the business unit role scheme https://www.fpml.org/coding-scheme/unit-role-2-1.xml The scheme contains values such as the “TradingDesk” value and we think “BackOffice” makes business sense. Proposed description: the unit in charge of the trade operations. It is a support function of the front office unit to make sure trades are … Continued
I was looking at the example msg-ex203-consent-refused-with-credit-limit-information.xml. It contains a credit limit type value of “maximumOrderQuantity”. However, we don’t have such value in the credit limit type scheme https://www.fpml.org/coding-scheme/credit-limit-type-1-0.xml Should we add the value to the credit limit type scheme? I assume we would add the value MaximumOrderQuantity (upper case M) to be consistent with the naming … Continued
Hi all, When we introduced the Percentage and the DecimalFraction types, we agreed to define DecimalFraction as “A type defining a decimal fraction from 0 to 1 (base 1). A percentage of 5% would be represented as 0.05.” Based on that definition we restricted the definition of the type to allow values from 0 to … Continued
We should create and publish a new Zero Coupon Swap example that makes business sense. This issue relates to http://www.fpml.org/ticket/1200/
xmldsig subschema is not found in the schema package for versions: 5.9 Reporting view 5.8 Reporting view
Hi All, How to inlude Delta Cross (future/hedge) as part of the Equity Index Option Trade? SWBML (MarkitWire) have swExtendedTradeDetail contains deltacross details, IS there counterpart as part of FPML? Thanks in advance. Delta Cross Future Hedge Cross on Equity Index Option Trade
The annotation for the element lcIssuingBankPartyReference looks a copy of the annotation of the guarantorPartyReference. Both state the same: “Party references to any guarantors associated with the facility borrower.” I think the lcIssuingBankPartyReference annotation needs to be corrected.
The repricingDate annotation looks a copy from the maturityDate in FpML 5.10. Both annotations state: “The maturity date of the loan contract. In the case of a PRIME-based loan, this field should be set to the maturity date of the facility.” I think the repricingDate annotation needs to be corrected.