I can’t find any CNY rate index in floating-rate-index scheme. The 2006 ISDA definition supplement 15 lists two : CNY-Semi-Annual Swap Rate-11:00-BGCANTOR, CNY-Semi-Annual Swap Rate-Reference Banks; however Swapswire has another index called CNY-CFXSREPOFIX01-Reuters.. I don’t even know if it refers to a valid one based on the most current 2006 definitions. May I suggest that … Continued
The IRD rules define two conditions: isFloating and hasInitialStub, but they are not used in the rules themselves. I am looking at FpML 4.6.4 LCWD-1. For example, I suggest to change rule ird-59 from: XPath Description: Context: InterestRateStream (complex type) [exists(resetDates)] id(resetDates/calculationPeriodDatesReference/@href) is calculationPeriodDates to: XPath Description: Context: InterestRateStream (complex type) [isFloating] id(resetDates/calculationPeriodDatesReference/@href) is calculationPeriodDates … Continued
In order to fully support Brazilian Non-deliverable IR Swaps, the ‘BRL-CDI’ code needs to be added to the FpML floating rate index scheme http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml Value: BRL-CDI Description: refers to the Overnight Brazilian Interbank Deposit Rate Annualized known as the average (Media) of the DI-OVER-EXTRA Grupo as published by CETIP (Cmara de Custdia e Liquidao).
Please add at least one example for each of the repo rules, or remove the repo rules.
Please add the function isUnique(). At the moment we leave this undefined and the XPath missing where we have a uniqueness test on Atomic Types. This function would allow us to fill in the missing XPath. The definition of the function is: declare function fun:isUnique($arg as xs:anyAtomicType*) as xs:boolean (: Returns whether the list of … Continued
Please add the missing invalid ref rules test cases: ref-10 ref-16 ref-18 ref-20 ref-21 ref-23 ref-27 ref-28 ref-30 ref-31 ref-32 ref-33
Please add at least one invalid example for the new shared rules: shared-18 shared-19 shared-20 shared-21 shared-22 shared-23 shared-24 shared-25 shared-26 shared-27 shared-27 Currently these rules have no examples.
Please add invalid examples for shared-16 and shared-17.
Add an invalid example for shared-20. Currently there are no invalid examples for shared-20.
The rule today is: XPath Description: Context: Document (complex type) [exists(trade)] Every $account in trade/tradeSide/*/account satisfies $account/@href eq party/account/@id The correct rule is: XPath Description: Context: Document (complex type) [exists(trade)] Every $account in trade/tradeSide/*/account satisfies $account/@href = party/account/@id