237: Cash flow matching messages
Messages for expiration and rejection are missing. TradeCashflowsAsserted message should be a request message.
Messages for expiration and rejection are missing. TradeCashflowsAsserted message should be a request message.
The schema annotation of otherRemainingParty (Novation type) is not available in the html documentation.
The html specification doesn’t include the messages for trade status enquiry, which are available in the schema.
The current content model of FpML uses the same message type for Partial Termination and Full Termination. This is a problem for modeling a business process (choreography) since the outcome of these messages is different. Partial Termination should have its own message type and be called Decrease (?) to be symmetric with Increase.
Both messages have a very similar content model. We should deprecate one of them.
-IncreaseConfirmed- not sure when it should be sent. -No response for RequestIncreaseConfirmation. Shouldn’t IncreaseConfirmed be a response message? -Failure/successes are missing. -At what point do we send the RequestIncreaseConfirmation? What’s the condition that triggers it? If you are just confirming a later version of the trade, do we really need this message pattern?
The following types are not defined in XSD 1. AdjustableDate 2. DateRelativeTo However, they are used in the XSD files.
Add support for eCore annotations
Supplement number 20 to the 2000 ISDA Definitions (http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=163) incorporated the ISDA Settlement Matrix into the 2000 Definitions. This removed the need to specify certain terms within each confirmation since they would be incorporated by virtue of referencing the ISDA Settlement Matrix. As a result it is proposed that certain schema constraints are relaxed to … Continued
All the message types should be in pre-trade, trade-exec, or post-trade. Recent changes have broken this. Messages have been added in the wrong location: * CancelTradeCashFlows should be in post-trade * TraceCashflowsAsserted should be in post-trade * TradeCashflowsMatchResult should be in post-trade * PositionReport should be in post-trade * RequestValuationReport should be in post-trade * … Continued