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1352Country Scheme location URL should be updatedMay 08, 202406/07/2024jbaserbaresolved
1351quantityFrequency type and documentation.May 02, 202405/22/2024Noneconfirmed
1349Consider base IRIMar 21, 202406/07/2024Noneconfirmed
1348To which element amountRelativeTo from the initialPrice can refer?Mar 08, 202406/08/2024Nonefeedback
1343Request FpML examples for TRS with bond single uderlyerJan 15, 202406/07/2024Noneconfirmed
1342cd-23 and cd-24 validation rules for creditDefaultSwapJan 04, 202401/04/2024Nonenew
1333knownAmountSchedule section in Cross Currency fixed/floating IR SwapSep 05, 202309/14/2023Nonefeedback
1330observationShift (SetInAdvance, Standard, FixingDate)Sep 04, 202310/12/2023Nonefeedback
1329First Period Start Date in a backdated trade (Example 37)Sep 04, 202309/04/2023Nonenew
1321relativeEffectiveDate businessCenterAug 08, 202310/12/2023Nonefeedback
1318rollConvention for relativeDatesJul 14, 202308/31/2023Noneassigned
1316Brazilian swaps discrepancy between bilateral and cleared transactionsJul 06, 202307/06/2023Nonenew
1315Examples of EBA portfolio benchmarking for FRTBJul 05, 202305/27/2024JasonPolisnew
1308Autocallable Equity DerivativesJun 21, 202312/18/2023Nonefeedback
1307Request for CrossCurrency Basis and FixedFixed examplesJun 13, 202307/06/2023Nonenew
1292Represent Accumulators and Decumulators as productsMar 15, 202307/06/2023John.Boothassigned
1291Clarify FormulaComponent/@nameMar 06, 202306/15/2023Nonenew
1290PricingStructureReference – Replace attributes with elements.Mar 06, 202306/15/2023Nonenew
1285Support for CMS tenor spread for cap/floor and swapFeb 15, 202306/15/2023h_mcallisterassigned
1271Fx- Asian FeatureJul 01, 202106/15/2023John.Boothassigned
1097String components of Address have insufficently restrictive typesMar 21, 201206/15/2023mgratacosconfirmed
1031Interpolated stub rate definition is too complexNov 15, 201006/15/2023h_mcallisterassigned
1027Normalizing FpML Settlement Information across all FpML products and processesNov 03, 201006/15/2023mgratacosassigned
1026Normalizing all FpML payment typesNov 02, 201006/15/2023mgratacosassigned
997Refactor ExerciseProcedure typeDec 30, 200906/15/2023mgratacosconfirmed
942CD ConditionsJun 10, 200906/15/2023andrewassigned
904Business Day Convention – NotApplicableJan 09, 200906/15/2023mgratacosconfirmed
900Digital CapFloor ProposalDec 31, 200806/15/2023h_mcallisterassigned
760[fixingDates] should have [relativeDates] not [relativeDate]Jun 16, 200806/15/2023apparryassigned
541IRD swaption model use the new generic option modelJan 07, 200806/15/2023h_mcallisterassigned
540Short form products are modeled differently in different areasJan 07, 200806/15/2023apparryassigned
539equityOption model should use the new generic option modelJan 04, 200806/15/2023apparryassigned
527Consolidate singlePayment and initialPayment into one type with multiple cardinality and explicit directionality.Dec 07, 200706/15/2023benjlisassigned
526Standardize payment and premium structures.Dec 07, 200706/15/2023mgratacosassigned
390Provide the ability to unmatchJul 12, 200706/15/2023mgratacosassigned
358Remove uses of DateReference and replace with a direct linkApr 05, 200706/15/2023mgratacosassigned
295Factor exerciseFeb 07, 200706/15/2023apparryassigned
282Add an identifier base typeFeb 01, 200706/15/2023mgratacosassigned
254paymentAmount should be renamed amountOct 31, 200606/15/2023mgratacosassigned
240Version Identification: Guidelines are needed.Oct 18, 200606/15/2023BrianLynnassigned