1370: Cancel
Is there a specific Element that indicates if a message is a cancellation? For example if a trade/swap/swapstream that we previously sent was invalid and needs to be ignored?
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1369: Interpreting the schemas
Hi. For XML Schema ‘fpml-ird 5-12.xsd’, complexType “Swap” do the broken lines indicate optional data (e.g. primaryAssetClass) while the unbroken lines indicate mandatory data (e.g. swapStream) ?
1368: Swap floating rate tags – duplicated?
Hi, These tags always seem to carry the same data. Is there ever a scenario where they will different? If not, do they both have the same source information? calculationPeriodFrequency/periodMultiplier/period resetFrequency/periodMultiplier/period
1367: Missing Value in Reference Data
Hello, A new Mexican Overnight Index F-TIIE was introduced December of last year (2024), however we do not see it yet being included in reference data list. Could you please advise when it will be included in reference data? MXIBTIEF = also known F-TIIE similar to SFOR is new BRR rate using repo rate replacing … Continued
1366: calculationPeriodDatesAdjustments
What is this Swap section used for? The business day convention and business center are already covered in; calculationPeriodDates/effectiveDate/dateAdjustments/businessDayConvention calculationPeriodDates/effectiveDate/dateAdjustments/businessCenters and; calculationPeriodDates/terminationDate/dateAdjustments/businessDayConvention calculationPeriodDates/terminationDate/dateAdjustments/businessCenters
1365: Chinese swaps – question about Example 56 – CN REPO FIX Swap
Hi, I have a question about Example 56 – CN REPO FIX Swap On this swap, one leg is denominated in CNY and this leg resets weekly on Floating Rate CNY-CNREPOFIX=CFXS-Reuters with details as described in the example, and also below. Problem statement: according to our research, CNY leg on those swaps resets weekly, fixes … Continued
1364: ERR-020: Global types and elements must have a definition
As a result of the work done with the FpML Schema Checker and the discussions that have taken place at the AWG, a large number of cases have been identified for the all views. In total, 1904 types and elements are missing an annotation and thus a description should be added for each of them. … Continued
1363: withdrawalReason – requested action? ( retain records, purge records )
Outstanding comment in issue that may require further consideration: line 1061 <!– requested action? ( retain records, purge records ) –> <xsd:element name=”withdrawalReason” minOccurs=”0″ type=”NormalizedString”></xsd:element> fpml-recordkeeping-processes-5-13.xsd visible in Recordkeeping view and transparency.
1362: FX Option – Option Type
Why is there no Option Type tag (Put / Call) for an FX Option, but I do see one for Bond Option?
1361: Mark-To-Market Cashflow Examples
Hello, could you please clarify how the intermediateExchange amounts (small amounts of money transferred between the parties to compensate exchange rate fluctuations) are represented in the cashflow with mark-to-market condition? For instance, in Cross Currency instruments. Could you please provide some examples? Regards, Iuliia Sydorenko