209: IRD – undefined and unused reference

This href at line 1137 of the IRD schema is undefined and not used within any example. Attribute that can be used to reference the yield curve used to estimate the discount factor.

208: undefined hrefs

Within the FpML Schema there are 8 places where an href attribute defined as an xs:IDREF is used but not defined. This is the filename and line number this issue occurs. fpml-ird-4-2.xsd(1137) fpml-mktenv-4-2.xsd(16) fpml-mktenv-4-2.xsd(164) fpml-mktenv-4-2.xsd(448) fpml-posttrade-4-2.xsd(162) fpml-shared-4-2.xsd(1046) fpml-shared-4-2.xsd(1513) fpml-shared-4-2.xsd(1536) In every case it is defined as . The attribute name should be defined: This does … Continued

207: Add a prefix hint for the FpML namespace

Background: There is no prefix today for the FpML namespace within the FpML schema. This is because the FpML schema does not currently need a prefix. Change: Add to the FpML xsd:schema the attribute of xmlns:fpml=”http://www.fpml.org/2005/FpML-4-2″. This is added to each FpML schema. Justification: 1. Use of unique, key and keyref require a namespace prefix … Continued

204: TradeValuationItem

TradeValuationItem may have many trades, just as described in fpml-4-2-intro-10.html#s10.5.7, and as implemented in schema. So if I have several partyTradeIdentifiers, do they refer to seperate trades ? What if they identify a trade ? Logically speaking, shouldn’t a TradeValuationItem be for one trade only. Shouldn’t there be a rule that there is either one … Continued

203: Sparpe ratio

Should SparpeRatio be SharpeRatio in asset-measure coding scheme ? Both in 3-0 and 4-0.

202: EMF breaks on umlaut

EMF generates invalid XML Schema after mapping and generating this FpML text. the problem is the umlaut. Typ zur Definition der Ausbungsprozesse bei einer amerikanischen Aktienoption. Diese Einheit leitet sich ab vom Typ “SharedAmericanExercise”. https://bugs.eclipse.org/bugs/show_bug.cgi?id=153698

201: EMF is very slow with FpML

There is something in the FpML schema that is triggering a slower performance than usual from EMF XSD. Creating an XML Schema to eCore Map for FpML is slow. On a variety of typical 2005/6 PCs, with 2Gb RAM this is taking approximately 30 minutes to 90 minutes on average. The creation of the XML … Continued

200: Schema documentation ignores Model groups

In the ZIP archive that contains the entire FpML42 spec, look at the HTML / PDF files for the schema documentation. They only contain ‘Global Elements’ and ‘Global Types’ but they ignore model groups, which means that an increasing number of structures are not documented in the PDFs. ( see gen-schema-html.xsl and gen-schema-xml.xsl : they … Continued