In some trades, we’ve seen dividend swaps with a dividendLeg/dividendPeriod/fixedStrike equal to 0. Making the fixedStrike as a PositiveDecimal is too strict. It should be changed to NonNegativeDecimal.
Hi I am wondering is it possible for a trade to has more then one packageType ? (maxOccurs=”unbonded”) fpml-business-events-5-7.xsd Thanks for explanation, Marek Thanks, Marek
eventType which contains enumerated values with the default scheme as .. http://www.fpml.org/coding-scheme/event-type has no corresponding codes defined. It’s missing in this latest FpML Coding Schemes 30 June 2014 Version: 1.56 as well: http://www.fpml.org/spec/coding-scheme/index.html I see this issue was first reported in ticket 0001173. Can this be resolved ASAP as this information is needed for an … Continued
I’ve just noticed in a diff of 5-6 and 5-7-4 that the Party complex type has changed to allow joint and several party references instead of party content. 1. Where is the documentation on the change, and the proposal for it ? 2. What are the use cases for it ? 3. What alternate models … Continued
There are two problems with this example 1. In the fixed leg the calculationPeriodFrequency/rollConvention has been set to NONE. To be consistent with the effective and termination dates (and the floating leg) it should be ’22’. 2. The fixed leg as been defined as 3% calculated annually for 30 years but this means there is … Continued
Documentation pages like “fpml-5-7-intro.html” have a table of contents where the numbering and linking of the table of contents is out of sync, starting at 6 CROSS-ASSET PRODUCT ARCHITECTURE, which should like to #s5.
I think the documentation for net and gross is backwards. Surely net excludes, and gross includes fees & commissions.
The test file example limit-ex-01-request-limit-check.xml fails to parse.
.. taken from the text of e-mail send to ISDA … “I am looking at the changes documents for ALL the versions in 5.6. In the first of these it states, under the rules-english-ref.xml section (i.e. the Reference rules) “enabled ref-14 to 21, ref 31, ref36-37 in reporting view”. None of the subsequent changes docs … Continued
Supplement No. 22 to the 2006 ISDA Definitions, published July 2010, provides for the addition of a new Section 7.1(r)(iii) containing definitions for the PLN-POLONIA-OIS-COMPOUND rate. Please see http://www.isda.org/publications/pdf/Supplement-No-22-to-2006Defs.pdf for the full supplement. As a result a new value needs to be added to the floating-rate-index scheme: Value: PLN-POLONIA-OIS-COMPOUND Source: ISDA Description: Per 2006 ISDA … Continued