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The test case defines forward points on both the near and far legs of the swap so the rule is not triggered. Comment out the forwardPoints element on the far leg.

The wrong set of spotRate and forwardPoints elements where adjusted (i.e. not the ones for the crossRate structure. Change the example to match this: MXN GBP Currency1PerCurrency2 21.3766 21.2531 0.1235 MXN USD Currency2PerCurrency1 10.7145 1.0 2.0 USD EUR Currency1PerCurrency2 1.9951 1.0 0.9951

Shared-22 appears to test exactly the same thing as shared-10. Compare .. shared-10 (Mandatory) English Description: Context: CalculationAgent (complex type) The values of calculationAgentPartyReference/@href attributes shall be unique. XPath Description: Context: CalculationAgent count(distinct-values(calculationAgentPartyReference/@href)) eq count(calculationAgentPartyReference/@href) Comment: It does not make sense for a party to be listed more than once as calculation agent to a … Continued

shared-19 detects cases where two account structures exist for the same logical instance. In the test case the two accounts have unique Ids (differing in thier scheme URI) so can not trigger the rule. 12345PartyA 12345PartyAB Change the scheme URI for the second account to match the first.

Supplement number 27 to the 2006 ISDA Definitions (published July 11, 2011) (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=536) introduced the new floating rate option of “GBP-WMBA-RONIA-COMPOUND”. This new code needs to be added to the floating rate index coding scheme. Thanks Guy

Harry McAllister — I note that, in both recordkeeping and transparency view, the annotation for element [Party]TradeInformation nonStandardTerms reads: Specifies whether the trade contain.When the clearing status changed to the current value. This is mostly useful if the clearing status messages could be delayed from when the status actually changes; this could be important if … Continued

We (LCH Clearnet) would like to have the PartyTradeInformation.model included in the PartiesAndAccounts.model in the confirmation view as there are attributes such as organisationType which we would like to use in our clearing workflows. An example of where we would use this is to distinguish between FCM and Non-FCM clearing member firms. We assign the … Continued

Shared component type Address contains several elements of type xsd:string: . streetLine . city . state . postalCode None of these elements requires to be an unrestricted string e.g. it would be undesirable for an Address component to contain non-printing/control characters. Element ‘streetLine’ has multiple occurence, suggesting that a multi-line street address should be represented … Continued

In 5.0 the element ‘scheduledTerminationDateadjustableDate’ was removed from the schema when the type of ‘scheduledTerminationDate’ was changed to be an adjustable date. Rules cd-5, cd-8, cd-21, cd-21b, cd-27, cd-28 and cd-30 need to be updated with the new path.

This example does not appear to contain any element that would cause CD-19 to be triggered. This problem applies to earlier versions as well.