1113: Data element defined as incorect type ?

In the fpml-reporting-5-3.xsd schema there seems to be a couple of elements which are defined as the wrong type. They are defined as ‘ISO 8601 Date’ but the name of the elements and the test data in the valid test cases imply that these should be ‘ISO 8601 Date Time’ types. The elements in question … Continued

1112: Reporting view : ‘valid’ collateral test cases triggering rule col-1

The following 2 supposedly valid test cases both trigger rule col-1. col-ex03-MC1-request-margin-net-IM-antic-demand-2m-threshold.xml col-ex04-MC1-request-margin-netting-agreement.xml Rule col-1 states : Context: RequestMargin (complex type) If marginCallResult/variationMargin exists, if marginRequirement/variationMargin exists, and if marginCallResult/variationMargin/marginCallAmount/amount, marginRequirement/variationMargin/deliver/amount and marginRequirement/variationMargin/return/amount have the same-currency, the marginCallResult/variationMargin/marginCallAmount/amount must be the sum of the marginRequirement/variationMargin/deliver/amount and the marginRequirement/variationMargin/return/amount. In the both the examples above, this … Continued

1111: DeliveryDatesEnum – inconsistent values’ naming, tool issue

DeliveryDatesEnum (see xsd-enum-5-3.xsd) ” The “1stNearbyWeek” (and 52ndNearbyWeek added for Commodity Derivatives) enumerations are invalid – JAXB can’t have enumerations with leading numerals natively, so special-case bindings need to be written. As a minimum, when new enumerations use leading numerals there should be consistency applied – e.g. the new DeliveryDatesEnum: FourthNearby through EleventhNearby, ThirteenthNearby, FourteenthNearby, … Continued

1110: Problem with the 5.3 reporting Schema

Hello, I am getting below exception for the reporting view when i am trying to load all the classes along with schema. I used JAXB to generate the classes. Caused by: org.xml.sax.SAXParseException: cos-nonambig: “http://www.fpml.org/FpML-5/reporting”:definePosition and “http://www.fpml.org/FpML-5/reporting”:definePosition (or elements from their substitution group) violate “Unique Particle Attribution”. During validation against this schema, ambiguity would be created … Continued

1109: Duplicate tradeId in fpml-confirmation-processes-5-3.xsd

When compliling with java 1.6 fpml-confirmation-processes-5-3.xsd its giving duplicate tradeId property. C:SrinivasCSDR Reportingrequiredxsd>C:SrinivasCjdk1.6.0_07binxjc.exe fpml-confirmation-processes-5-3.xsd Picked up JAVA_TOOL_OPTIONS: -agentlib:jvmhook Picked up _JAVA_OPTIONS: -Xrunjvmhook -Xbootclasspath/a:C:PROGRA~1HPQUICKT~1binJAVA_S~1classes;C:PROGRA~1HPQUICKT~1binJAVA_S~1classesjasmine .jar parsing a schema… [ERROR] Element “{http://www.fpml.org/FpML-5/confirmation}tradeId” shows up in more than one properties. line 1262 of file:/C:/SrinivasC/SDR%20Reporting/requiredxsd/fpml-doc-5-3.xsd [ERROR] The following location is relevant to the above error line 1254 of file:/C:/SrinivasC/SDR%20Reporting/requiredxsd/fpml-doc-5-3.xsd … Continued

1108: Within DiscountingTypeEnum used across rates products there is no ability to indicate “FRA Yield Discounting”

The 2006 ISDA Definitions introduced a new explicit “FRA Yield Discounting” discounting method (see Section 8.4 Discountin). This was added primarily to support the discounting method used on AUD and NZD transactions. The DiscountingTypeEnum used across various rates products, e.g. swap and capFloor, to specify valid values in the element doesn’t currently have a value … Continued

1107: Within FraDiscountingEnum enumeration used in FRA product there is no ability to indicate “FRA Yield Discounting”

The 2006 ISDA Definitions introduced a new explicit “FRA Yield Discounting” discounting method (see Section 8.4 Discounting). This was added primarily to support specification of the discounting method used on AUD and NZD transactions. The FraDiscountingEnum used in the FRA product to specify valid values in the element doesn’t currently have a value defined that … Continued