The FpML specification is silent on what can be inferred from list of Identifiers. Please add to the FpML specification a clear definition. The specific problem experienced is an external application conveying mappings between Identifiers based on appearing in the same list of PartiesAndAccounts.model/party/partyId, and also for PartiesAndAccounts.model/account/@id. The problem occurs when downstream apps try … Continued
ISDA has published Supplement number 35 to the 2006 ISDA Definitions. (published August 29, 2013, effective as of October 1, 2013) Supplement No. 35 to the 2006 ISDA Definitions provides for the deletion of “IDR-SOR-Reuters”, “SGD-SOR-Reuters”, SGD-SOR-Reference Banks” “SGD-SONAR-OIS-COMPOUND” and “THB-SOR-Reuters” and the addition of “SGD-SOR-VWAP”, “SGD-SOR-VWAP-Reference Banks” and “SGD-SONAR-OIS-VWAP-COMPOUND” under Section 7.1(j), (t) and … Continued
The BRL-CDI swap example in the IRD folder (#33) does not incorporate the futureValueNotional element, which makes it obsolete with respect to the ISDA 2009 BRL market practice document. Please update the example to correctly reflect current market practice.
In the Recordkeeping view, section “1.2.2 Other Documents in the Specification” there are 2 links to .pdf’s which does not work. They are missing the “/recordkeeping” element in the path. Online docs as well as the download. For example http://www.fpml.org/spec/fpml-5-6-2-lcwd-1/html/documents/FpML5-messaging-framework.pdf should be http://www.fpml.org/spec/fpml-5-6-2-lcwd-1/html/recordkeeping/documents/FpML5-products-framework.pdf
In reporting/securities/secrpt-ex01-activity-report.xml a block of text (containing trade properties) has been included after the root element. Possibly a comment was intended. XXX00123 ABCDUS33 HEDGUS33 2004-08-02T15:38:00Z 2004-06-02 BondTrading 2004-06-01T21:23:00 2004-06-02T21:47:00 BOND-20040802001 2004-06-02T08:01:23 2004-06-02 ExampleCUSIP1 JPY 0.014 2011-03-20 JPY 10000000000 99.7 CleanGrossCurrentMarketPrice 101.25 DirtyGrossCurrentMarketPrice 2004-03-20 2004-06-20 false ABCD Securities Inc. HEGDUS33 HedgeCo Capital L.L.C. XXX00123 ABCDUS33 HEDGUS33 … Continued
In fpml-business-rules-5-5.xsd the scheme URI attribute for event types should not start with a capital letter ‘E’.
Annotation on element PartyTradeInformation/clearingStatus is inconsistent with the default coding scheme for its type. Element clearingStatus [ClearingStatusValue] is annotated in schema (fpml-doc-5-3.xsd) as follows: Describes the status with respect to clearing (e.g. Submitted, Pending, Cleared, RejectedForClearing, etc.) However, with the exception of “Pending”, the listed values are not contained in the default coding scheme http://www.fpml.org/coding-scheme/clearing-status … Continued
The Association of Banks in Singapore (ABS), in consultation with the Singapore Foreign Exchange Market Committee (SFEMC) had on June 14, 2013, announced a number of changes to the ABS financial benchmarks in order to enhance the robustness, transparency and efficiency of the benchmark contribution process in Singapore. The joint ABS and SFEMC press release … Continued
In the following examples the product needs to be updated to be consistent with the trade date. (A value date 9 years prior to the trade date triggers fx-39).
The definitions needed to support these examples are not in the 5-5-7 REC schema. They should be removed from the distributed example set.