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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

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. For this WG the task is to define the term for those parts of the schema owned … 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. For this WG the task is to define the term for those parts of the schema owned … 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. For this WG the task is to define the term for those parts of the schema owned … Continued

Following the last VWG Pam asked me to raise an issue for this. The question had already been put to Harry, who may respond. FpML defines an Interval using a period of type PeriodEnum. One of the values of PeriodEnum is “T”, which is short for “Term”. When I see the Interval contains a Term … Continued

Issue reported by Matthew Rawlings VWG 2009-01-27: In FpML, Interval is used to represent Duration and Frequency. FpML also defines a Schedule as a kind of Interval with CommodityCalculationPeriodsSchedule. There are also offsets and frequencies. We should be consistent with terms around “Interval”, “Duration”, and “Schedule”.

Issue reported by Matthew Rawlings VWG 2009-01-27: The value ‘T’ (term) within the PeriodEnum is business correct, but I believe the XSD isn’t. TERM isn’t really a period, but a reference to a period elsewhere. A schema change to make that clear would help greatly. I would define an Interval as a choice of a … Continued

The introduction of the element within in FpML 4.4 has made that all short-form examples with recovery factor don’t pass rule cd-21 since the rule says “If the condition ShortForm is true, and if the condition SingleName is true, then the following elements must not exist: cashSettlementTerms, […]”

The Business Day Convention has a value of “NotApplicable” in the enumeration. In other cases of a value being not applicable we have either omitted the element entirely, rather than add it and then add content to say it is not applicable. For the sake of consistency and simplicity of processing, please consider this case.