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1269: Annotation of members of Price.model (Commodity)

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Model group Price.model defined in fpml-com has members priceCurrency and priceUnit, annotated as: The [currency|unit of measure] used to specify the digital barrier in terms of a price per unit of commodity. Price.model is referenced as a component of complex type FixedPrice, which is the underlying type of commodityDigitalOption/digital/trigger/levelPrice. However FixedPrice is used in a … Continued

1268: Empty examples folders in Transparency view

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The following folders get generated empty in the specifications: xml/transparency/generated-products/correlation-swaps xml/transparency/generated-products/repo xml/transparency/generated-products/securities xml/transparency/generated-products/volatility-swaps xml/recordkeeping/extern

1267: MandatoryEarlyTermination.model incorrectly generated in FpML-5-11/recordkeeping view

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The structure of MandatoryEarlyTermination.model is incorrectly generated in FpML-5-11/recordkeeping view (build 7). The model published in the Recommendation permits a strict choice of (mandatoryEarlyTerminationDateTenor|mandatoryEarlyTermination), whereas these elements were independently optional at previous versions of FpML-5/recordkeeping. The content model under confirmation view is an at-least-one-of choice. This has been adopted for OptionalEarlyTermination.model at 5-11; the same needs … Continued

1266: Extensions to the FpML Standard sentence

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In the link https://www.fpml.org/documents/extensions/ there is a sentence which does not have sense anymore with the current content within. It is the following: The following proposals were developed by JPMorgan Chase to support non derivative products: With the addition of the Transfer Event extension we should change this text for something more adequate to the extensions available. … Continued

1265: New BackOffice business unit role

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I request the addition of a “BackOffice” value to the business unit role scheme https://www.fpml.org/coding-scheme/unit-role-2-1.xml The scheme contains values such as the “TradingDesk” value and we think “BackOffice” makes business sense. Proposed description: the unit in charge of the trade operations. It is a support function of the front office unit to make sure trades are … Continued

1264: Credit Limit Type in consent example

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I was looking at the example msg-ex203-consent-refused-with-credit-limit-information.xml. It contains a credit limit type value of  “maximumOrderQuantity”. However, we don’t have such value in the credit limit type scheme https://www.fpml.org/coding-scheme/credit-limit-type-1-0.xml Should we add the value to the credit limit type scheme? I assume we would add the value MaximumOrderQuantity (upper case M) to be consistent with the naming … Continued

1263: DecimalFraction

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Hi all, When we introduced the Percentage and the DecimalFraction types, we agreed to define DecimalFraction as “A type defining a decimal fraction from 0 to 1 (base 1). A percentage of 5% would be represented as 0.05.” Based on that definition we restricted the definition of the type to allow values from 0 to … Continued

1261: ‘period’ element not defined consistently

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Hello, I am trying to model a Total Return Swap with Bond underlying in FpML. The <paymentFrequency> element (XPath: /dataDocument/trade/returnSwap/returnLeg/underlyer/singleUnderlyer/bond/paymentFrequency) contains <period> element that is defined as type=”PeriodEnum” instead of type=”PeriodExte0ndedEnum” (See this link). This prevents me from using enum value of “T” which is available for other <period> element defined elsewhere (See this link ) … Continued