“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
The definition of Interval contains a period element of type “PeriodEnum”. One value of PeriodEnum is “T”, which represents Term. The term that is being referred to is dependent upon the context in which it is referred to. This Committee has assigned those parts of the shchema not owned by a WG. The definition of … Continued