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col-4 is currently defined as: Context: CollateralBalance [exists(variationMargin)] [count(pendingCollateral) eq 2] variationMargin/pendingCollateral[1]/giverPartyReference neq variationMargin/pendingCollateral[2]/giverPartyReference && variationMargin/pendingCollateral[1]/receiverPartyReference neq variationMargin/pendingCollateral[2]/ receiverPartyReference but 1) There is no receiverPartyReference element in PendingCollateral. It should be takerPartyReference. 2) The rule should be comparing the value of the href attributes I suggest the expression should be variationMargin/pendingCollateral[1]/giverPartyReference/@href neq variationMargin/pendingCollateral[2]/giverPartyReference/@href && variationMargin/pendingCollateral[1]/takerPartyReference/@href … Continued

Submitted via email by Dafna Aharonovich I have a question relating rule col-8: I find that there is an inconsistency between the English Description and the XPath Description: To my understanding, according to the English description, the given invalid test case is correct, i.e., invalid However, according to the Xpath description it is valid, and … Continued

Errors in code-scheme validation on FPML XML examples: – FpML5PET:confirmationMethod – Facility : 20 occurrences in 19 files : add missing code to confirmation-method.xml? – Written : 6 occurrences in 6 files : add missing to confirmation-method.xml? – FpML5PET:executionVenueType – code in execution-venue-type.xml is “OffFacility” but “Off-Facility” used in examples.Invalid examples are: – productsrecord-ex52-generic-ir-exotic-option.xml – … Continued

We received this email: Quick rules question hoping you can help to clarify In 5.x the rules Ref-14-24 are missing in the confirmation view, yet there is no reference to them being removed I was wondering what the story behind this was any insights??

In the reporting view, under validation rules, rule col-4 has the following description: “If two pendingCollateral elements exist, the direction of each pendingCollateral (indicated by the giverPartyReference / takerPartyReference pair) must be different.” the XPath description is the following: “variationMargin/pendingCollateral[1]/giverPartyReference neq variationMargin/pendingCollateral[2]/giverPartyReference && variationMargin/pendingCollateral[1]/receiverPartyReference neq variationMargin/pendingCollateral[2]/ receiverPartyReference” The XPath description is worng since there is … Continued

If the element mandatoryEarlyTerminationDate is not present in the message, should this rule be triggered ? .. or is href/id comparison required only if the mandatoryEarlyTerminationDate element is present ?

CorrelationId is defined as extending xsd:normalizedString: However scheme-controlled types are to be formed by extension from the Scheme base type, thus: This should be corrected in FpML-5-4 LCWD.

Supplement number 30 to the 2006 ISDA Definitions (published February 27, 2012) (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=600) introduced the new floating rate option of “CNY-SHIBOR-Reuters”. This new code needs to be added to the floating rate index coding scheme. Thanks Guy

Some examples are invalid with respect to validation rules. They need to be fixed.

fx-51 says: English Description: Context: FxSwapLeg (complex type) If cashSettlement exists, then exchangeRate/forwardPoints must exist However, the invalid test case for fx-51 “invalid-fx-51-01.xml” does not have a cashSettlement element, which is found only in complex type “FxOption”, but not in “FxSwapLeg”. The test case has element “nonDeliverableSettlement” instead, which is found in complex type “FxCoreDetails.model”. … Continued