Hi. I find myself importing/including/redefining/extending/restricting the FpML 5.3 schema to build an internal OTC messaging standard. Since this entire exercise is driven by our DFA reporting and recordkeeping requirement we have chosen the recordkeeping view as the base model. Is there a reason why versionedTradeId is not available in partyTradeIdentifier of the recordkeeping view of … Continued
The definition of the ISDA1999Credit condition states the XPath as documentation/contractualDefinition but its missing an ‘s’ and should be documentation/contractualDefinitions
For example, ClearingService is frequently used as a partyRoleScheme value, or NewTrade as a originatingEventScheme value. This is not a comprehensive list. I can provide more details if required.
There are some circular dependencies between modules. e.g in 5.3 recordkeeping views fpml-riskdef-5-3.xsd and fpml-mktenv-5-3.xsd include each other. This is a problem, as the architecture specification requires, in paragraph 2.3.2.1 , FpML schema documents MUST NOT include each other in a circular manner, as this causes so tools not to work properly.
by garyjkennedy on 2012/2/11 18:47:04 There is a small typo in the following document Financial Date Calculations in FpML Validation Working Group Editor: Andrew Jacobs Updated: 2011-01-25 Page 10, the pseudo code for the function PeriodStartDates makes reference to a parameter “startDate” concerning the initial stub, probably it is meant to be “effectiveDate” which is … Continued
In fpml-reporting.xsd -> within “PositionActivityReport”, “terminatingEventsReport”, incorrect fromDateTime and toDateTime elements’ type. The type should be “xsd:dateTime” instead of “xsd:date”. This affects several reports in the reporting subschema (PositionActivityReport and TerminatingEventsReport), and changing the type from “xsd:date” to “xsd:dateTime” is a non-backward compatible change.
I do not see the collateralTypeScheme introduced as part of the Third Working Draft for FpML Version 5.3 in the www.fpml.org/coding-scheme.
Using the JAXB compiler in JDK 1.6, we found the following 3 errors in the XSD, all due to duplicate ID’s: U:CommoditiesFpMLreporting-5-3_xml>c:xjc -nv fpml-reporting-5-3.xsd parsing a schema… [ERROR] Element “{http://www.fpml.org/FpML-5/reporting}definePosition” shows up in more than one properties. line 502 of file:/U:/Commodities/FpML/reporting-5-3_xml/fpml-reconciliation-5- 3.xsd [ERROR] The following location is relevant to the above error line 496 of … Continued
col-7 states in the english description: Context: SecurityDeliveryReturn The @href attribute is equal to the @id attribute of an element of type Assets Unfortunately SecurityDeliveryReturn does not have an attribute @href, however its child ‘assetReference’ does. I suspect the rule should read: The assetReference/@href attribute is equal to the @id attribute of an element of … Continued
col-6 states in the english description: Context: CashDeliveryReturn The @href attribute is equal to the @id attribute of an element of type Assets Unfortunately CashDeliveryReturn does not have an attribute @href, however its child ‘assetReference’ does. I suspect the rule should read: The assetReference/@href attribute is equal to the @id attribute of an element of … Continued