When trying load FpML 4.1 schema in C# i get the following error message: “System.Data.DataException: Undefined data type: ‘token’.”i load fpml-main-4-1.xsd with the rest of the xsd files present. A way to check this without writing any code is by opening fpml-main-4-1.xsd in the Visual Studio Schema Viewer. It does show all the elements from … Continued
Eqd rules 25 can only be evaluated when both amounts have the same currency or an FX rate is known. The scope of the evaluation might be restricted to where the currencies match. eqd-25 (Mandatory) If numberOfOptions, equityPremium/paymentAmount and equityPremium/pricePerOption are present then: equityPremium/pricePerOption * numberOfOptions = equityPremium/paymentAmount/amount. EUR 406000 2001-07-17 NONE EUR 2.7
The validation rule 37 for credit derivatives is unclear. The two fields below can only be evaluated when they have identical currencies, or the FX rate is known. /FpML/trade/creditDefaultSwap/cashSettlementTerms/quotationAmount/amount /FpML/trade/creditDefaultSwap/cashSettlementTerms/minimumQuotationAmount/amount Either a rule should be added that they have the same currencies and that otherwise the results are not evaluatable. 3 JPY 40000000 JPY 50000000 … Continued
The evaluation of dates in the validation rules is unclear. For example rules cd-1 (Mandatory): tradeHeader/tradeDate must be before creditDefaultSwap/generalTerms/effectiveDate/unadjustedDate. How is this evaluated when timezones are included or excluded? The answer is normally indeterminate as any ISO8601 date is +/- 18 hours of timezone, and +/- 24 hours of day.
Please can we have a downloadable Zip of the validation rules. This is very useful when working disconnected from the FpML website.
Calyon Bank is trading with Commodity (Metals) stock warrants through London Stock Exchange. We are trying to use the FpML format to exchange data between Calyon Commodity Trading Application and London Stock Exchange application. The data that is exchanged are: Warrant No, Warehouse,Port,Commodity Name(like Metal or plastic name), Account,Rent Date,Currency, Weight(Gross and Net),Measurement Unit. The … Continued
I noticed that in going from FpML 2.0 Recommendation to the FpML 3.0 Trial Recommendation one of the day count fraction enumeration values changed, namely the code in FpML 2.0 ACT/365.ISDA became ACT/ACT.ISDA. The change then appears to have been propagated through to FpML 4.0, 4.1, 4.2 etc. Can anybody recall whether the code was … Continued
The schema files are not consistent in placing the English language annotation first – many have German first. This means that in some tools (XML Spy for example) elements show the German documentation in the GUI. Since FpML documentation is primarily in English this inconsistency should be fixed.
http://www.fpml.org/spec/2004/FpML-4-1/validation/2004-07-19/rules-english-shared.html All other pages have the same problem, but I have only reported one link. The URL links for test cases under each business rule, ( i.e. the links called [valid] [invalid] [invalid] etc ) are broken
It seems that the FpML 4.2 variance swap examples (in the eqvs directory) have a version attribute of 4-1, not 4-2.