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As a result of the repositioning of Account outside Party in FpML 5.0 a validation check for different parties on a trade obligation requires the party references to be compared and possibly the account references. The general form of this comparison is xxxPartyReference/@href != yyyPartyReference/@hef or (exists (xxxAccountReference/@href) and exists (yyyAccountReference/@href) and xxxAccountReference/@href != yyyAccountReference/@href) … Continued

hi, inside Transparencygenerated-productsinflation-swapsinflation-swap-ex04-yoy-interp the value of /publicExecutionReport/trade/tradeHeader/tradeInformation/executionDateTime is 2003-11-15+05:00T09:12:34Z. when validating with altova XMLspy we get an error saying the value is invalid for the field type. is this a valid date format? thanks, Ayelet

Rules: ref-14 to ref-24, ref-31, ref-36, ref-37 are commented out in the documentation-source XML. They were removed in the transition from 4.x to 5.x. They need to be reviewed and updated/included in the next release. Also some other rules are commented out and they need to be reviewed.

Enumeration value “ISDAYield” was introduced at FpML-5-2. The annotation for this value reads: Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e) Of course, this should be: “Per ISDA 200*6* Definitions …”

We’ve seen some Bond Option trades based on a Bond Future. Currently the FpML Schema only allows the representation of Bond Options on Bonds or Convertible Bonds. The support is modelled using a choice between the bond and convertibleBond underlyers. Would be possible to add the Future underlyer in the existing choice?

I’m sure I’ve raised this before but … In both the latest 5.4 and 5.5 test cases invalid-shared-9-01.xml contains this: 20011-08-30 One zero too many I think

The rule was written when dayType could be only “Business” or “Calandar”, whereas now it can have also other values. The current annotation reads: “A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business … Continued

genericProduct/settlementPeriod can we please change this name to genericProduct/settlementPeriods ? This will make for a simpler transition to a full rep. The type GenericCommodityDeliveryPeriod: can we please reorder this to be consistent with commoditySwap/floatingLeg/calculation/pricingDates/settlementPeriods ? This will make for a simpler transition to a full rep. Snippet included in the additional information.

The new genericProduct quantity should be of type decimal.

Supplement number 17 to the 2006 ISDA Definitions (published October 15, 2009) introduced the Floating Rate Option “AED-EBOR-Reuters”. This code needs to be added to the floating-rate-index coding scheme. Thanks, Harry