Author: polis

TradeValuationItem may have many trades, just as described in fpml-4-2-intro-10.html#s10.5.7, and as implemented in schema. So if I have several partyTradeIdentifiers, do they refer to seperate trades ? What if they identify a trade ? Logically speaking, shouldn’t a TradeValuationItem be for one trade only. Shouldn’t there be a rule that there is either one … Continued

Should SparpeRatio be SharpeRatio in asset-measure coding scheme ? Both in 3-0 and 4-0.