November 18, 2015

ISDA has published FpML 5.9 Second Working Draft

Changes compared to FpML 5.9 Working Draft 1 (build#1)

  • Regulatory Reporting:
    • SEC SBSR Pricing Context - added a new pricingContext field within tradeHeader/partyTradeInformation to explain the trading or contractual context in which the price was evaluated. The field will be populated when one of the “Pricing Context” defined in applies.
    • SEC SBSR Unique Identification Code (UIC) - added an example to illustrate support for UIC (requirement for a SBSDR to obtain information from the non-reporting side of a SBS. See Recordkeeping example ex146.
    • Joint and Several Liability - Defined a default coding scheme for groupType (partyGroupTypeScheme with default URI and initial value JointAndSeveralLiability)
  • Business Process:
    • Added support for barrier and digital option events.