In the MultipleExercise complex the type of the minimumNumberOfOptions element is xsd:nonNegativeInteger while the type of maximumNumberOfOptions element is NonNegativeDecimal. I suspect the maximum value should also be a xsd:nonNegativeInteger. Any comments?
Both the near and far legs of the swap have nonDeliverableSettlement and both have forward points so the rule is never triggered. Comment out the in the near leg to trigger the error.
The context for the rule should be ‘FxSwapLeg’. A similar rule fx-20 exists for FxSingleLeg.
The rule indicates that it has and example but it is missing from the ZIP and the link from the rule documentation is broken.
fx-30 ensures that the rate = spotRate + forwardPoints within a CrossRate instance but in the example neither of the cross rate instance have forward points MXN USD Currency2PerCurrency1 10.7145 USD EUR Currency1PerCurrency2 1.9951 Change the content to the following to trigger the rule MXN USD Currency2PerCurrency1 10.7145 USD EUR Currency1PerCurrency2 1.9951 1.0000 2.000
Two examples for this rule are missing from the zip
The rule indicates that it has three examples but they are missing from the ZIP and the links from the rule documentation are broken.
The current context is FxAverageRateObservation which is structure containing a single observation date. The correct context is FxAsianFeature and the rule should be: Each rateObservation/date must be unique count (distinct-values (rateObservation/date)) eq count (rateObservation))
Rule ird-51 is currently: Context: InterestRateStream (complex type) The dates in calculationPeriodAmount/calculation/notionalSchedule/fixedRateSchedule/step/stepDate must be unadjusted calculation period dates in the schedule implied by calculationPeriodDates. The fixedRateSchedule is a sibling of the notionalSchedule rather than a child. The XPath should be: calculationPeriodAmount/calculation/fixedRateSchedule/step/stepDate
The rule ird-57 says: Context: CalculationPeriodFrequency (complex type) When the period is “M” or “Y,” the rollConvention cannot be a week day, “NONE” or “SFE” In the test case file the calculationPeriodFrequency is defined as: 1 T NONE As the period is neither ‘M’ or ‘Y’ the rule is not triggered.