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Hello, could you please clarify how the cashflow for IRS fixed/float instrument will look like when <cashflowsMatchParameters>is set to ‘false’. Do I correctly understand that in this case the <paymentCalculationPeriod> section would be available in cashflow and will contain <unadjustedPaymentDate> instead of <adjustedPaymentDate>? Could you please provide some examples for IRS fixed/float instrument with cashflow … Continued

Good evening FpML experts. I have a question about the rollConvention for swaption fixed-float. I have reviewed example 2.38 Example 30 – Compounding and Averaging Swap with Relative Dates in detail, and I have the following questions regarding these parts of the code: code_part1    <tradeDateid=”tradeDate”>2005-07-31</tradeDate>   </tradeHeader>   <swap>    <productType>InterestRate:IRSwap:FixedFloat</productType>    <swapStreamid=”swapStream_0_0″>     <payerPartyReferencehref=”party1″/>     <receiverPartyReferencehref=”party2″/>     <calculationPeriodDatesid=”calculationPeriodDates_0_0″>      <relativeEffectiveDateid=”effectiveDate_0_0″>       <periodMultiplier>2</periodMultiplier>       <period>D</period> … Continued

Good afternoon FpML experts. I have a question about validation rule “ref-34 (Mandatory)”. Link where it is stored: REF rules – FpML 5.3 Validation Rules – 2012-07-20 Description of the rule: Context: ScheduleReference (complex type) The @href attribute is equal to the @id attribute of an element of type Schedule   I have the following input: PART1 <exerciseFeeSchedule> <payerPartyReference href=”Coca-Colla”/> … Continued

Good afternoon FpML experts.   I have a question about the element relatedParty in swaption FpML schema. XPaths: /dataDocument/trade/tradeHeader/partyTradeInformation/relatedParty/role The system I use contains a “Custodian” field, which I need to map with the corresponding element from the FpML schema. 1) I would like to make sure whether this is the only place in the … Continued

Good morning FpML experts. I have a question about the element tradeId in swaption FpML schema. XPaths: /dataDocument/trade/tradeHeader/partyTradeIdentifier[1]/tradeId (PartyAndAccountReferences.model) 2. /dataDocument/trade/tradeHeader/partyTradeIdentifier[2]/tradeId (PartyAndAccountReferences.model) These elements are mandatory according to the schema. Annotation gives the following description: “A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note … Continued

Good morning FpML experts. I have a question about the elements for defining CCPs in swaption FpML schema. There are three different XPaths where these elements may be located: swaption/physicalSettlement/predeterminedClearingOrganizationPartyReference swaption/physicalSettlement/mutuallyAgreedClearinghouse swaption/cashSettlement/collateralizedCashPriceMethod/mutuallyAgreedClearinghouse Since the FpML schema for the swaption gives only these XPaths to define the CCP, which looks like it is common to both … Continued