A new rule is needed to ensure calculationAgentPartyReference are disjoint. The new rule is: ” shared-22 (Mandatory) Context: CalculationAgent(complex type) Rule: Each calculationAgentPartyReference/@href must be unique. Comment: Each party needs only be referenced once as a calculation agent. “
A new rule is needed to ensure BusinessCenters are disjoint. The new rule is: ” shared-21 (Mandatory) Context: BusinessCenters(complex type) Rule: The combination of businessCenter businessCenter/@businessCenterScheme must be distinct for each businessCenter. Comment: Each business centre must be uniquely identified. “
A new rule is needed to ensure Adjustable dates are disjoint. The new rule is: ” shared-20 (Mandatory) Context: AdjustableDates (complex type) Rule: Each unadjustedDate must be distinct. “
Valid test case valid-cd-34-01.xml is invalid (cf. rule cd-25) rule cd-25: If physicalSettlementTerms exists them it must contain settlementCurrency, physicalSettlementPeriod, escrow and deliverableObligations/accruedInterest In this case, the document does not contain //physicalSettlementTerms/deliverableObligations/accruedInterest Resolution, either the rule is incorrect and needs to be redefined or the document needs to be amended to conform to the rule … Continued
A new rule should be added to enforce disjoint Accounts. The new rule is: ” shared-19 (Mandatory) Context: AcceptQuote (complex type), AllocationAmended (complex type), AllocationCancelled (complex type), AllocationCreated (complex type), AmendmentConfirmed (complex type), CancelTradeCashflows (complex type), CancelTradeConfirmation (complex type), CancelTradeMatch (complex type), ConfirmationCancelled (complex type), ConfirmTrade (complex type), ContractCreated (complex type), ContractFullTermination (complex type), ContractFullTerminationCancelled … Continued
A new rule should be added to enforce disjoint Parties. The new rule is: ” shared-18 (Mandatory) Context: AcceptQuote (complex type), AllocationAmended (complex type), AllocationCancelled (complex type), AllocationCreated (complex type), AmendmentConfirmed (complex type), CancelTradeCashflows (complex type), CancelTradeConfirmation (complex type), CancelTradeMatch (complex type), ConfirmationCancelled (complex type), ConfirmTrade (complex type), ContractCreated (complex type), ContractFullTermination (complex type), ContractFullTerminationCancelled … Continued
The rule ird-48 is falsely assuming the element cashSettlement exists. The rule today is: ” Context: Swaption (complex type) ird-48 (Mandatory) In cashSettlement/cashSettlementPaymentDate/relativeDate/dateRelativeTo, the @href attribute must point to the @id attribute of americanExercise, bermudaExercise or europeanExercise, whichever one exists. ” The correction is to add a condition that the optional elements exist: ” Context: … Continued
The example file invalid-ird-38-00.xml is schema invalid. The example should be schema valid and ird-38 rule invalid. Please make the example file schema valid and ird-38 rule invalid. The example today has: Standard ACT/360 It needs to be something like: Standard 0.002 ACT/360
Unable to download specification for v4.3. Seems like a dead link. please advice
The rule cd-37 is firing too often – i.e. firing outside of its business scope. Some of the rule body should be in the context. The rule today: ” Context: CashSettlementTerms (complex type) cd-37 (Mandatory) Preconditions: SameCurrency quotationAmount/amount >= minimumQuotationAmount/amount, if both elements are present. ” The proposed rule written out in the FpML style: … Continued