Author: Pcooke

The test file example limit-ex-01-request-limit-check.xml fails to parse.

.. taken from the text of e-mail send to ISDA … “I am looking at the changes documents for ALL the versions in 5.6. In the first of these it states, under the rules-english-ref.xml section (i.e. the Reference rules) “enabled ref-14 to 21, ref 31, ref36-37 in reporting view”. None of the subsequent changes docs … Continued

Confirmation View The downloadable documentation includes the Loan rules. There are no loan related schemas in the confirmation (view (or in fact any of the 5 views). This is a little misleading !

Confirmation View Some of the contexts to which shared-5 is to be applied don’t appear to be present in the confirmation view ? PaymentMatching PhysicalLeg PrincipalMovement QutablePayment

The invalid test case for rule ref-30 does not parse. There is no valid test case for ref-30.

The invalid test case for rule ref-10 does not parse. There is no valid test case for ref-10.

If the element mandatoryEarlyTerminationDate is not present in the message, should this rule be triggered ? .. or is href/id comparison required only if the mandatoryEarlyTerminationDate element is present ?

Test message valid-record_ex100a_new_trade_ack.xml appears to be invalid. The message fails to parse as elements and on lines 59 and 60 are unexpected. These data items are not present in the PartyTradeInformation complex type within the NonpublicExecutionReport structure in the fpml-recordkeeping-processes-5-3 schema

In the fpml-reporting-5-3.xsd schema there seems to be a couple of elements which are defined as the wrong type. They are defined as ‘ISO 8601 Date’ but the name of the elements and the test data in the valid test cases imply that these should be ‘ISO 8601 Date Time’ types. The elements in question … Continued

The following 2 supposedly valid test cases both trigger rule col-1. col-ex03-MC1-request-margin-net-IM-antic-demand-2m-threshold.xml col-ex04-MC1-request-margin-netting-agreement.xml Rule col-1 states : Context: RequestMargin (complex type) If marginCallResult/variationMargin exists, if marginRequirement/variationMargin exists, and if marginCallResult/variationMargin/marginCallAmount/amount, marginRequirement/variationMargin/deliver/amount and marginRequirement/variationMargin/return/amount have the same-currency, the marginCallResult/variationMargin/marginCallAmount/amount must be the sum of the marginRequirement/variationMargin/deliver/amount and the marginRequirement/variationMargin/return/amount. In the both the examples above, this … Continued