shared-15 today is: ” shared-15 (Mandatory) Context: Offset (complex type) dayType must only exist if and only if period is D and periodMultiplier is non-zero. ” To comply with the specification on writing rules this should be changed to: ” shared-15 (Mandatory) Context: Offset (complex type)[exists(dayType)] Rule: iff((period = string ‘D’), (offset/periodMultiplier != 0)) ” … Continued
ln-16 and ln-17 refer to “tradeSide element” which is undefined. The rules today: ” Context: TradeSide (complex type) shared-16 (Mandatory) For party/@href anywhere within the tradeSide element, href shall match the @id attribute of an /FpML/party element. Context: TradeSide (complex type) shared-17 (Mandatory) For account/@href anywhere within the tradeSide element, href shall match the @id … Continued
Rule ln-4 has “mandatoryCostRate” misspelt as “mandatoryCostRatet”. Remove the final “t”.
Rules shared-13 and shared-14 should have a context of “Document(complex type)” just like shared-12. Please see issue #582.
When rule shared-16 is applied to the invalid test case document, invalid-shared-16-01.xml, the result is in fact valid. The type TradeSide //party/@href does match a part ref-id! The rule states: Context: TradeSide (complex type) shared-16 (Mandatory) For party/@href anywhere within the tradeSide element, href shall match the @id attribute of an /FpML/party element. current document … Continued
The file invalid-ln-9-01.xml is failing on ln-3 twice. According to the VWG Specification Rules the example should only fail on ln-9. The example needs fixing so this is the case. See issue 0000746.
The file invalid-ln-7-01.xml is failing on ln-3 twice. According to the VWG Specification Rules the example should only fail on ln-8. The example needs fixing so this is the case. See issue #746.
The file invalid-ln-8-01.xml is failing on ln-3 twice. According to the VWG Specification Rules the example should only fail on ln-8. The example needs fixing so this is the case. The first failure is: 2003-08-01 2003-07-01 2003-07-03 PRIME 0.04 0.03 0.07 ACT/ACT 2 D The second failure is: 2003-08-01 2003-07-03 2003-07-05 USD-LIBOR-LIBO 0.02 0.03 0.05 … Continued
There are three loan preconditions that are very simple and used only once. They aren’t justified as needing to be preconditions. With the change in the way FpML VWG specifies rules, they should now be written out as plain conditions upon the rules. The preconditions are: ” Precondition: MultipleInterestRatePeriod (context: InterestAccrualSchedule) More than one interestRatePeriod … Continued
The new Loan rules define a precondition/function named “SameCurrency”. So do the new FX rules. The problem is that the function SameCurrency is already defined in the EQD rules and the CD rules. The function names collide. Namespaces don’t help as there is no namespace given for functions. The options are: 1. Explicit Namespace –Declare … Continued