We need to organize better rules with relation to views. 1) Some rules that were present in 4.9 have been removed from the conf view in 5.x because they apply to the reporting view. But they are not included in the reporting view. 2) Many ID/IDREF Rules apply to multiple views. But they are included … Continued
In a cleared product environment, rather than terminating trades it will become common practice to perform an offsetting trade off-market, leaving the clearing service to net out the position. This means that any product that can be cleared will need to have a way to represent trades that are off-market. This is currently supported for … Continued
In commodity-reference-price-1.0.xml line 5395 there is a strange character (”) in the index name (after DAILY) which does not appear in any other name. NATURAL GAS-HUNTINGDON/SUMAS-ICE/10X DAILY-NATURAL GAS Lines 10158, 10169, 10180 and 10191 the codes contain the registration mark character which requires UTF-8 encoding. Do we really need to have this in the data … Continued
The complex type UnderlyingAssetTranche defines a scheme value with a default URL of ‘http://www.fpml.org/coding-scheme/underlying-asset-tranche’ but no such scheme is defined. The definition is inconsistent with its usage in examples. In rtrpt_ex8_cd_loan.xml its used like this LN190325 which suggests any qualifying URI would be bespoke.
In the last published version of 5.4 the default value of the assetClassScheme attribute is http://www.fpml.org/coding-scheme/asset-class-simple but we don’t publish a scheme for this URI Should it be changed to http://www.fpml.org/coding-scheme/asset-class ?
cd-32 (Mandatory) English Description: Context: PeriodicPayment (complex type) If condition LongForm is true, and if fixedAmountCalculation/calculationAmount exists, then fixedAmountCalculation/dayCountFraction must exist. The fixedAmountCalculation/calculationAmount structure is not present in the test case file so it will always fail the precondition. 3 M 2003-03-05 5 0.007 ACT/360 The rule has probably been redefined since its creation and … Continued
The name of the context types should be in UpperCamelCase col-10 (Mandatory) English Description: Context: interestPeriod (complex type) If startDate exists, and if endDate exists, then startDate must be before endDate. col-11 (Mandatory) English Description: Context: interestCalculationDetails (complex type) The value of each dailyInterestCalculation/calculationDate must be unique
col-9 (Mandatory) English Description: Context: RequestSubstitution (complex type) The @href attributes of substitutionIssuerPartyReference and substitutionReceiverPartyReference must be different. This rule should also apply to the RequestSubstitutionRetracted message
The preconditions on this rule can be combined from [exists(variationMargin)] [count(heldCollateral) eq 2] to [count(variationMargin/heldCollateral) eq 2] As with earlier direction rules we should probable stop partied being both the poster and the holder.
col-6 and col-7 both check that an AssetReference points at an Assets col-6 (Mandatory) English Description: Context: CashDeliveryReturn (complex type) The assetReference/@href attribute is equal to the @id attribute of an element of type Assets col-7 (Mandatory) English Description: Context: SecurityDeliveryReturn (complex type) The assetReference/@href attribute is equal to the @id attribute of an element … Continued