Add “THB.ABS/THB01” code to settlement-rate-option scheme. Note this hasn’t been published so far in a Supplements to Annex A of the 1998 FX and Currency Option Definitions but this Reuters page is used today on non-deliverable THB interest rate swaps. As an example of its definition search for THB in the following doc http://www.fisn.com/Disclosure/HSBC%20Corp%20Commodity%20Basket%20Note%205Yrs%2011-24-06.pdf The … Continued
The code ‘ILS FXIL/ILS02’ in the settlement-rate-option coding scheme should probably be ‘ILS.FXIL/ILS02’ to be consistent with all the other code values in this scheme.
There are a number of contractual supplements being used in the latest version of the ISDA Physical Settlement Matrix that are not covered in the contractual supplement scheme. One of these is an election and so will definitely need to be passed in a messge supporting the confirmation of trades under the matrix. The applicabliltty … Continued
Please add the following 2 codes to the master confirmation type scheme and update the description for an existing code: New Codes: Code: DJ.CDX.EM Desc: Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation. Code: DJ.CDX.EM.DIV Desc: Used for CDS Index trades executed under the Dow Jones CDX Emerging … Continued
Per this amendment to Annex A of the 1998 FX and Currency Option Definitions (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=139)we request the addition of the code “IDR.ABS/IDR01” to the settlement rate option scheme. The code description would be: The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar spot rate at 11:00 a.m., Singapore time, … Continued
Per this amendment to Annex A of the 1998 FX and Currency Option Definitions http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=140 we request the addition of the code “MYR.ABS/MYR01” to the settlement rate option scheme. The code description would be: The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate at 11:00 a.m., Singapore time, … Continued
There is no clear distinction in the XML Shchema between the definition of something and the identification of something. A good example of this is Party at /FpML/party. In the schema it says “A type defining party information.”. In the FpML manual it says: “…this component is restricted to party identification.”. These two statements are … Continued
The party definition in fpml-doc-4-2.xsd at /xsd:schema/xsd:complexType/xsd:complexContent/xsd:extension/xsd:sequence/xsd:element/xsd:annotation/xsd:documentation is incorrect. It states: “The parties obligated to make payments from time to time during the term of the trade. This will include, at a minimum, the principal parties involved in the swap or forward rate agreement. Other parties paying or receiving fees, commissions etc. must also be … Continued
There is no definition of what a scheme is and how it is to be used within the manual. For example I had a user add a scheme for a “parent account”, and “child account”, and “currency scheme” within a party’s Account in a trade. There needs to be a rule in the manual that … Continued
Repeated and inconsistent declerations of this content are made throughout the file “fpml-asset-4-2.xsd” #1 Bond: why does this have no optionsExchangeId to allow for on exchange bond options ? #2 EquityAsset: repeated decleration, optionsExchangeId should be unbounded, option on this equity could be traded on many exchanges #3 ExchangeTradedAsset: repeated and inconsistent declaration ! now … Continued