fx-21 says : Context: FxSingleLeg (complex type) If cashSettlement exists, then exchangeRate/forwardPoints must exist However, the invalid test case for fx-21 “invalid-fx-51-01.xml” does not have a cashSettlement element, which is found only in complex type “FxOption”, but not in “FxSingleLeg”. The test case has element “nonDeliverableSettlement” instead, which is found in complex type “FxCoreDetails.model”. Therefore … Continued
I am trying to represent a callable forward (otherwise know as an Option Forward, Flexi-Forward, Time Option) in FpML which is essentially a forward with up to a 3 month window when the trade can mature. Within that window Take Up trades can be booked to take up any of the remaining notional amount of … Continued
We have rules that impose the uniqueness of partyId and accountId. We need to check that we have rules that do the same for otehr IDs. E.g., instrumentId.
In zip file fpml-5-3-master-schema-and-key-gen-scripts.zip lot of .bat are missing: do-validation-rules.bat do-all-pdf-confirmations.bat do-schemaDocumentation.bat do-left-menu-multiple-files.bat do-left-menu.bat
Hello All, I’m getting the below error message while trying to import the 5.3 recordkeeping & reporting xsd’s into my application server. Success: false Message: Schema definition is INVALID Error: 0 pathName: /schema/group/@deprecated errorMessage: [ISC.0082.9006] Unable to locate a matching attribute declaration Error: 1 pathName: /schema/group/@deprecatedReason errorMessage: [ISC.0082.9006] Unable to locate a matching attribute declaration … Continued
The file claimed to be invalid introduces an error in the element calculationPeriodDatesReference of type CalculationPeriodDatesReference, which is an element inside PaymentDates. The error should have been introduced in an identically named element calculationPeriodDatesReference, but of type InterestLegCalculationPeriodDatesReference which is an element inside InterestLegResetDates.
In this example for a swap with a bermudan optional early termination, inside the, the second adjusted date 2003-08-23 should be in year 2004 instead of 2003 corresponding to the second unadjusted date 2004-08-30 that happens in year 2004. So bad value: 2003-08-23 Corrected value: 2004-08-23
This issue is related to http://www.fpml.org/issues/view.php?id=1082 The Coordination Committe discussed 6/18 a solution that may break backward compatibility. Marc will develop a proposal for review by the Standards Committee. The change would be implemented in 5.4.
While reviewing a post on the forum [http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=202&forum=4], found that the FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.
With two exceptions*, every sample message under the recordkeeping and transparency views uses an LEI as the UTI issuer identifier (issuerIdScheme=”http://www.fpml.org/coding-scheme/external/iso17442″). The CFTC has explicitly stated the the LEI will *not* be used to identify the issuer of the unique transaction identifier. The samples must be amended to so that the issuer conforms to the … Continued