The rule eqd-3 does not work in 5-0 where these two elements cannot exist together, only one or the other. —————– eqd-3 (Mandatory) English Description: Context: EquityAmericanExercise (complex type) If latestExerciseTimeType is equal to “SpecificTime”, then latestExerciseTime exists —————– Choice between a latest exercise time type, such as official close of the exchange, or an … Continued
“numberOfValuationDates” value is in addition to calculating it from valuationDates (periodicDates or adjustableDates. There should be a business validation rule to make sure the values are match.
There are many clauses in ln-21 should they be used freely or bound? Should the clauses be split into separate rules? —–Original Message—– From: valwg@fpml.org [mailto:valwg@fpml.org] On Behalf Of Christian Nentwich Sent: 24 March 2009 15:39 To: valwg@fpml.org; Andrew P Parry Subject: FpML-VAL More feedback on validation rules All, I am posting this here again … Continued
eqd-32 should be: XPath Description: Context: Contract (complex type) [//element(*, EquityDerivativeBase)/equityEffectiveDate] Every $equityDerivativeBase in //element(*, EquityDerivativeBase)[exists(equityEffectiveDate)] $equityDerivativeBase/effectiveDate ge header/contractDate Today the effectiveDate is missing from the path.
eqd-31 should be: XPath Description: Context: Trade (complex type) [//element(*, EquityDerivativeBase)/equityEffectiveDate] Every $equityDerivativeBase in //element(*, EquityDerivativeBase)[exists(equityEffectiveDate)] $equityDerivativeBase/effectiveDate ge tradeHeader/tradeDate Today the effectiveDate is missing.
One of eqd-30 and eqd-32 may be redundant. We should assess and act.
eqd-23 may overlap with eqd-31 making one of them redundant. We should assess redundancy and act.
fx-19 should be: fx-19 (Mandatory) English Description: Context: FxLeg (complex type) If exchangedCurrency1/paymentAmount and exchangedCurrency2/paymentAmount have the same currency scheme, then exchangedCurrency1/paymentAmount/currency must not be equal to exchangedCurrency2/paymentAmount/currency XPath Description: Context: FxLeg (complex type) [same-currency-scheme((exchangedCurrency1/paymentAmount,exchangedCurrency2/paymentAmount))] exchangedCurrency1/paymentAmount/currency ne exchangedCurrency2/paymentAmount/currency The function same-currency-scheme. The same applies to fx-23 and fx-43. All three rules need fixing.
In the master to view generation tool, this xsl is missing in the scripts directory.
Add new value of TWD.TAIFX1/TWD03 to settlement rate option coding scheme. This is consistent with the definition in the http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=137 (Compendium of Amendments to Annex A to the 1998 FX and Currency Option Definitions). Note amendments in March 2003 redefined “TWD03” to refer to Reuters page TAIFX1 whereas previously it referred to Reuters page TPFL. … Continued