We don’t need to duplicate the text “masterConfirmation” in the child elements of the “masterConfirmation” element. The parent element already names the context. I’d expect to see: masterConfirmation/type masterConfirmation/date masterConfirmation/annexDate This issue applies not only to masterConfirmation but other existing types in FpML 4.2, in which children elements are prefixed with the name of the … Continued
FpML uses URI’s to identify coding schemes, for example:
When FpML 1.0 was defined for interest rate swaps we defined the rule that firstPaymentDate “must only be included if there is an initial stub”. This definition remains in the FpML 4.1 standard today for interest rate components. The rationale was that for vanilla swaps (without stubs) we wanted to make the FpML representation as … Continued
parValue xsd:decimal, should be Money In general we have a mix of representing money amount currency IS-A Currency value IS-A xsd:decimal and amount IS-A Money
Candidates to be made abstract: Event Product These are both base types which should be abstract
I think ConvertibleBond should extend Bond to add underlyingEquity paymentFrequency and dayCountFraction are present in Bond but omitted from ConvertibleBond for some reason Regards Andrew
Supplement Number 15 to the 2000 ISDA Definitions (see http://www.isda.org/publications/pdf/Supplement-15-to-2000DefinitionsAnnex.pdf) defines the term ?SAS Settlement Day?as a day on which the Reserve Bank of New Zealand? Exchange Settlement Account system is open. In order to reference this business day convention within FpML SwapsWire proposes the addition of the following code to the businessCenterScheme set of … Continued
We would like to use the relativeEffectiveDate field, introduced in 4.2, to model the standard convention for determining the effective date of a USD LIBOR swap, namely: (1) Add 2 London business days to the trade date. (2) Adjust the resulting date to be a valid New York & London business day, using the MODIFIEDFOLLOWING … Continued
Products: InfoPath 2003 Excel 2003 Word 2003 – Type substitution is not fully supported. The InfoPath documentation describes that after SP1 all members are displayed as choices of the extension type in DataSource view. But this is not the working behavior (see attached document describing InfoPath issue). In Word 2003, when I select the FpML … Continued
– Internal validation does not match msxml / xerces validation (xsd:restriction and extending complexTypes).