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1339FPML Business Center code for GibraltarDec 07, 202312/07/2023Nonenew
1338Business centre GUGC uses wrong ISO 3166 prefixNov 13, 202311/13/2023Nonenew
1337CreditDefaultSwap add calculationAgent elementNov 07, 202311/29/2023Nonenew
1336Annotations of SettlementTypeEnum valuesOct 23, 202312/04/2023Nonenew
1335Part 43 Regulatory Reporting – FPML Schema ValidationOct 12, 202312/01/2023Noneresolved
1333knownAmountSchedule section in Cross Currency fixed/floating IR SwapSep 05, 202309/14/2023Nonefeedback
1332businessCenterScheme – Descriptions need updating to additionally reference 2021 ISDA Definitions where applicableSep 05, 202312/01/2023lyteckresolved
1330observationShift (SetInAdvance, Standard, FixingDate)Sep 04, 202310/12/2023Nonefeedback
1329First Period Start Date in a backdated trade (Example 37)Sep 04, 202309/04/2023Nonenew
1328rateCutOffDaysOffset – tag need to be clarified..Aug 31, 202309/05/2023Nonefeedback
1327knownAmountSchedule sectionAug 30, 202309/01/2023Nonefeedback
1326section from fpml-ird-5-12 schemeAug 30, 202308/31/2023Nonefeedback
1325Using stubPeriodType more than once at one swapStreamAug 24, 202309/12/2023Noneassigned
1323Influence of the paymentDaysOffset element on dates in the cashflows/principleExchange elementAug 18, 202308/31/2023Nonefeedback
1321relativeEffectiveDate businessCenterAug 08, 202310/12/2023Nonefeedback
1319Cashflow for IRS Fixed/Float with set to ‘false’Aug 01, 202308/17/2023Nonefeedback
1318rollConvention for relativeDatesJul 14, 202308/31/2023Noneassigned
1316Brazilian swaps discrepancy between bilateral and cleared transactionsJul 06, 202308/11/2023Nonenew
1315Examples of EBA portfolio benchmarking for FRTBJul 05, 202307/06/2023JasonPolisnew
1311predeterminedClearingOrganizationPartyReference AND mutuallyAgreedClearinghouseJun 29, 202308/17/2023Noneresolved
1310Cashflow for Cross-Currency Fixed/Float Swap with Mark-to-Market ConditionJun 26, 202308/17/2023Nonefeedback
1309ANNA DSB request CRP Coding Schemes in advance.Jun 21, 202307/17/2023JasonPolisresolved
1308Autocallable Equity DerivativesJun 21, 202308/17/2023Nonenew
1307Request for CrossCurrency Basis and FixedFixed examplesJun 13, 202307/06/2023Nonenew
1304Validation rule ird-1 for the example with structureMay 29, 202307/06/2023Noneresolved
1303Which compounding method for spread is used when structure is applied?May 29, 202306/21/2023Noneresolved
1302productIdMay 29, 202306/29/2023JasonPolisfeedback
1299different notional amounts IRSfixed/floatMay 22, 202309/12/2023Nonenew
1298bermuda exercise date via relativeDatesApr 19, 202306/09/2023Noneresolved
1297DRR test pack should be published in the FpML Recordkeeping ViewApr 05, 202306/15/2023mgratacosresolved
1296Commodity Reference Price code list updatesMar 30, 202306/15/2023lyteckassigned
1294adjustedDates bermudaExerciseMar 20, 202306/15/2023JasonPolisassigned
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
1289Deprecate Valuation/@definitionRefMar 06, 202306/09/2023mgratacosresolved
1288RateReference should be based on ReferenceMar 06, 202306/09/2023mgratacosresolved
1287Calculation Parameters Section with Reset Dates SectionMar 03, 202306/15/2023BrianLynnresolved
1286Attributes SHOULD be associated with a global typeFeb 22, 202306/09/2023mgratacosresolved
1285Support for CMS tenor spread for cap/floor and swapFeb 15, 202306/15/2023h_mcallisterassigned
1284All elements MUST be associated with a globally defined typeFeb 06, 202306/09/2023mgratacosresolved
1282dateRelativeTo href=”europeanExercise0″ / inside of relevantUnderlyingDateNov 16, 202206/15/2023mgratacosassigned
1281PremiumAmountNov 04, 202209/12/2023JasonPolisfeedback
1278Request for additional examples OISOct 12, 202207/18/2023mgratacosresolved
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