There is currently what appears to be a typo in the existing elements used to describe cashflowType. In GrossCashflow it is defined as: Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee. In Observation elements (which uses the Quotation.model from valuation-base) it is defined as: For cash … Continued
Add an eCore reference for the PaymentCurrency IDREF: A type describing the currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated. The currency in which an amount is denominated. Specifies the method according to which an amount or a date is determined.
Remove all uses of DateReference and replace with a direct link. Each direct link should have an eCore annotation. Remove: Reference to an identified date or a complex date structure. The 5 uses to change to direct references are below (with their file name and line number) fpml-eq-shared.xsd(1115): fpml-shared.xsd(720): fpml-shared.xsd(725): fpml-shared.xsd(1901): fpml-shared.xsd(1936):
Split AssetOrTermPointOrPricingStructureReference into a choice structure where each points at a single type. Add an eCore annotation. Reference to an underlying asset, term point or pricing structure (yield curve).
The messaging quality of service requires definition. At the moment there is a lack of consensus and this is affecting the business process definition adversely. 1. Is the transmission and receipt of messages unordered or ordered? If ordered is it totally ordered, causally ordered, totally or causally ordered within a conversation? How do you order … Continued
Marie, I have some questions after reading the Service Description V5 doc. Apologies if prior discussions have already addressed them. In the ContractCreated notification, is the convention to use as the equivalent of a trade date, i.e. as “the date on which the parties agreed to the terms of the contract event”? I have found … Continued
Please add a users mailing list. This is traditional or at least received wisdom on an open source project as a way for newbies to ask questions without having to join a working group. Add a users@fpml.org mailing list * Make it self-subscribe/self-unsubscribe * Make clear it is a users mailing list for questions that … Continued
When a trade changes there is a new trade version. The same occurs for a contract. How do we prevent two different systems both processing a change and either creating different version numbers for the same change, or having the same version number for different changes?
Add a messageAccepted message. messageAccepted is the opposite of messageRejected. For each business message the response is either messageRejected or messageAccepted. A response must be given so that the completion of this exchange is observable. Today when a businessMessage is sent the response can either a messageRejected or nothing. The problem with sending nothing is … Continued
Following publication of the 2006 ISDA Definitions the floating rate index coding scheme needs to be updated to include the new Rate Options defined within this publication. In the attached XML file I’ve merged the new codes in with the existing codes and updated the descriptions to reflect whether the code is defined in either … Continued