Hi, For a physically delivered Commodity swap, where is the Agriculture leg in the structure? (Similar to Oil Physical Legs, Gas etc). Note – For non-deliverable/cash settled Agriculture swap, we use the FloatingLegs structure successfully. Regards, Anthony
There seems to be an issue with the categoryScheme that is used to specify the TradeCategory: As part of the on-line documentation ( http://www.fpml.org/spec/coding-scheme/ ), it is stated as corresponding to the type of organisation, instead of ‘trade user-defined categories, such as house trades vs. customer trades’ as specified as part of the TradeCategory type. It … Continued
Code value “Percentage” in price-quote-units scheme has description: “A percentage values (sic) expressed as a decimal, i.e. .05 means 5%.” Contrast with “Rate”, documented as: “A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%.” The Rate definition is consistent with the FpML convention of representing rates as absolute values (so … Continued
Location: Online documentation/FpML Schemes/Section 6 External Scheme definitions/6.204 partyIdScheme The canonical Scheme Identification for partyIdScheme is documented as URI http://www.fpml.org/coding-scheme/external/iso9362 (BIC Code). This is long superseded – the canonical URI should be http://www.fpml.org/coding-scheme/external/iso17442 (LEI) The Alternate Scheme URI http://www.fpml.org/coding-scheme/external/iso10383 is documented (insufficiently) as “For a Trading Venue”. The documentation should make clear that this is … Continued
It looks like “feeTrade” annotation is taken from “oldTrade”. Please provide a correct annotation for the “feeTrade” element.
File: fpml-loan.xsd Line: 1860 Issue: <xsd:element name=”pikSpread” default=”xsd:decimal” minOccurs=”0″ /> should be <xsd:element name=”pikSpread” type=”xsd:decimal” minOccurs=”0″ />
The notionalAmount and settlementAmount in the FxFlexibleForward should be changed from PositiveMoney to NonNegativeMoney in views used for regulatory reporting to allow a zero value to be stored. Unlike other FX products these products are periodically updated in regulatory reports as the buyer takes up the underlying currency. The notionals are changed to reflect the … Continued
In Confirmation View 5.9, averagePriceLeg element, tags like commodity, quantityReference, pricingStartDate and calculation are mandatory. In Recordkeeping View 5.5 and 5.9, these fields are optional. I require information on the type of data that are expected to be populated in the tags of commodity, quantityReference, pricingStartDate and calculation. What would be the format of the data … Continued
Request new business center coding scheme value for Darwin, Australia. Per construction rules the code would be AUDA. Guy Gurden
fpml-eqd-5-9.xsd The schema comment for settlementDate within EquityExerciseValuationSettlement looks inconsistent with the website description. The annotation currently states this is the date that an option premium settles. Suggest the following wording (taken from sec 9.3.2 of http://www.fpml.org/spec/fpml-5-8-9-rec-2/html/confirmation/index.html ) “The date when the option is to be settled relative to the valuation date. If the settlement date … Continued