In section 4.5 it states: ” * Well-formed: The document meets the basic XML well-formedness constraints, all tags are terminated with matching end tags and the character set is valid. * Syntactically valid: The document is valid against the latest FpML schema published by the Architecture Working Group. * Semantically valid: The document is valid … Continued
pr-2 states: ” Context: PaymentCalculationPeriod pr-2 (Mandatory) If paymentCalculationPeriod/@href attribute is present, it must match the @id attribute of PricingInput type ” However paymentCalculationPeriod/@href and PricingInput are not visible within the context of PaymentCalculationPeriod. I am not sure how to interpret this. It needs an expert to make it clear. It looks to me as … Continued
Add a valid and invalid example for pr-2.
pr-2 states: ” Context: PaymentCalculationPeriod pr-2 (Mandatory) If paymentCalculationPeriod/@href attribute is present, it must match the @id attribute of PricingInput type ” It should state: ” Context: PaymentCalculationPeriod (complex type) pr-2 (Mandatory) If paymentCalculationPeriod/@href attribute is present, it must match the @id attribute of PricingInput type ” PaymentCalculationPeriod is a complex type not an element.
pr-1 states: ” Context: PricingDataPointCoordinate pr-1 (Mandatory) generic/@href must match the @id attribute of Asset type. ” There is no element(*, Asset) within the context of PricingDataPointCoordinate. It does not event exist within the descendants of PricingDataPointCoordinate. Please correct the XPath statement to identify the field the @id must be in.
Add a valid and invalid example for rule pr-1. Today are there are no examples to test. This compounds and masks the separate issue that the rule refers to an element when it should refer to a type.
Rule pr-1 states: ” Context: PricingDataPointCoordinate pr-1 (Mandatory) generic/@href must match the @id attribute of Asset type. ” It should be changed to: ” Context: PricingDataPointCoordinate (complex type) pr-1 (Mandatory) generic/@href must match the @id attribute of Asset type. ” PricingDataPointCoordinate is a complex type not an element. This is always indicated in the rules, … Continued
The coordination committee is currently discussing how the trade execution time should be represented in FpML. This comes from MiFID regulations. Some architectural questions were raised while discussing how we should represent time in FpML: 1. Should Parties have different views of time? 2. Should the clock issuing the time be identified? 3. Can we … Continued
The example file valid-cd-1b-01.xml does not exercise rule cd-1b because the example is not a credit index and does not meet that precondition. “Precondition: CreditIndex creditDefaultSwap/generalTerms/indexReferenceInformation is present and creditDefaultSwap/generalTerms/indexReferenceInformation/tranche is not present.” There is no indexReferenceInformation on the example, only /FpML/trade/creditDefaultSwap/generalTerms/referenceInformation
Add an invalid-cd-1b-01.xml example There is no invalid example for this rule today.