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Good evening dear FpML experts. I have a question regarding example 2.45 Example 37 (IRSfixed/float). The example contains the following pieces of code: 1) for fixed leg <calculationPeriodAmount> <knownAmountSchedule> <initialValue>7,000,000</initialValue> <currency>EUR</currency> </knownAmountSchedule> </calculationPeriodAmount>   2) for floating leg <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>6,000,000</initialValue> <currency>EUR</currency> </notionalStepSchedule> </notionalSchedule> I have the following questions: 1) Is it a mistake … Continued

Hello dear experts, Could you please help me to clarify a bit the next question. Will religious holidays (Good Friday, Easter Monday) be taken into account for calculation bermuda exercise date via choice relativeDates ? The input data is following:   cash settlement payment date element  <cashSettlementPaymentDate id=”cashSettlementPayment0″> <adjustableDates> <unadjustedDate>2023-04-12</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> <businessCenter>EUTA</businessCenter> … Continued

The FpML samples that were contributed as part of the ISDA DRR project should be integrated in the FpML distribution for version 5.13. These samples are using the Recordkeeping view.

Updates to Commodity Reference Price codes, starting with Agricultural products.

CDM already supports required concepts. The element needs to be added in FpML to support input data to then develop test for modelling approach. The proposal is to add a new LastAvailableSpotPrice value to the measure type coding scheme.

Hello, Could you please clarify the next: When adding the new additional element adjustedDate into /dataDocument/trade/swaption/bermudaExercise/relevantUnderlyingDate/relativeDates/adjustedDate to have more than one adjustedDates (as it is Bermuda exercise style) the validator (Altova XML Spy) doesn`t allow to do it and demands to delete it. Is this an issue with the schema, or if not, how can … Continued

This item is a proposal to represent Accumulators and Decumulators as products in their own right, with a product representation that has the specific attributes that would provide a rich/fuller picture of this product. This was attempted by the EQD working group in 2015 but did not have reach a quorum: [FpML-EQDWG] Meeting / Teleconference … Continued

The complexType FormulaComponent has an attribute “name” of type NormalizedString,  described as “The name attribute points to a value used in the math element. ” In the next major version of FpML, it should be clarified whether it is a reference to an element identified by an intra-document reference and so can remain an attribute, … Continued

The complexTypes Payment and PaymentCalculationPeriod both have an @href attribute to reference a PricingStructure. Each attribute should be supplanted by an element of type PricingStructureReference, in the next major version of FpML. In FpML 5, it would be possible to add the element and mark the attribute as deprecated. Should we ?