Hi Steven, Tried to send this to FpML-discuss but doesn’t seem to have gone through. But I think you may be the appropriate person to send this to, if not then bounce it back to me and I’ll try to sort out what’s happening with the discussion group. We’ve gone through the FpML2 working draft … Continued
Please see below a note from Steven Lord, Chair of the Interest Rate Product Working Group, regarding the publication of the FpML Version 2.0 Working Draft: ——————————————————————- FpML.org has published the FpML Version 2.0 Working Draft. This version extends the standard to include interest rate options (Swaptions, Caps/Floors) and extends the coverage of swaps (FX … Continued
The Scheme URI for the Negative Interest Rate Treatment Scheme listed in Section 8.2.12 of the FpML 1.0 Recommendation specification is incorrect. The correct URI is http://www.fpml.org/spec/2001/negative-interest-rate-treatment-1-0 This has been added to the FpML Version 1.0 errata list at http://groups.yahoo.com/group/fpml-issues/files/rec-fpml-1-0-2001-05- 14-errata.html Guy Gurden IRD Products WG
This e-mail outlines the changes introduced between: FpML Architecture Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-arch-1-0-2000-09-25) and FpML Architecture Version 1.0 Trial Recommendation 21 December 2000 (( http://www.fpml.org/spec/2000/tr-fpml-arch-1-0-2000-12-21) The FpML Architecture Version 1.0 Trial Recommendation is a DTD based standard. However, sections of the document were impacted when XML Schemas moved from a … Continued
This note documents changes introduced between FpML Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-1-0-2000-09-25) and FpML Version 1.0 Trial Recommendation 12 March 2001 ( http://www.fpml.org/spec/2001/tr-fpml-1-0-2001-03-12). The FpML IRD Products Working Group, currently focusing on extending the FpML product definitions to include interest rate options, has made a number of changes to the FpML … Continued
The National has been reviewing the FpML Trial Recommendation with a view to the recommended standard and to extend the standard to meet additional requirements for the Bank. In undertaking this process we have have detected what we consider may be a minor omission, in the FRA definition. Currently, the FRA template does not provide … Continued
This e-mail outlines the changes introduced between: FpML Version 1.0 Last Call Working Draft 1 June 2000 ( http://www.fpml.org/spec/2000/wd-fpml-1-0-2000-06-01) and: FpML Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-1-0-2000-09-25). DTD Changes ———– 1. The only changes to the DTD relate to the addition of optional id attributes to a number of elements. Changes Resulting … Continued
Hi there, I want to make you aware of typo errors on page 118. TreatedRate, UnadjustedDate and WeeklyRollConvention should be treatedRate, unadjustedDate and weeklyRollConvention to be conformant with the lowerCamelCase. Regards, Tim Mueller-Seydlitz
It is highly probable that if an FpML product definition is used internally with an organization the FpML may be embedded within some proprietary XML. In such cases it may prove desirable to be able to reference in to the FpML product definition. FpML 1.0 provides a basic reference mechanism based on the use of … Continued