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Provide the mechanism to unmatch a trade. Omgeo has this ability, and we need it for OTC’s. The typical scenario is that a counterparty matches a trade incorrectly or more than once.

We request the following code be added to the settlement rate option coding scheme to support FpML representation of Brazilian Real interest rate swaps. BRL09 is defined by ISDA/EMTA in the Compendium of Amendments to Annex A to the 1998 FX and Currency Option Definitions available at the following link: http://www.isda.org/publications/pdf/Annex-A-Compendium.pdf Code: BRL.PTAX/BRL09 The Spot … Continued

Brazilian Real interest rate swaps use an unusual day count fraction for calculation of the fixed amounts. The day count is based on business, not calendar (actual) days and a year is assumed to have 252 days. For example, a Fixed Rate Day Count Fraction definition on a confirmation might read: Calculation Days/252 where Calculation … Continued

To support Brazilian Real interest rate swap FpML representation we need the following additional codes added to the business center coding scheme BRBR – Brasilia BRRJ – Rio de Janeiro

Add an architecture rule that all global types and elements must have a definition

Add a section to the Architecture document that prohibits the use of floating comments. xsd:annotation must be used instead.

Line 97 of fpml-credit-event-notification Describes the resource that contains the media representation of a business event. For example, can describe a file or a URL that represents the event.

The annotation reads as follows: “This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been modified.” Why should ContractCreated be used in place of TradeAmended? Should it not be … Continued

Add a deprecated flag as an attribute to the FpML XML Schema for deprecated features. Visual Studio uses “vs:deprecated” in XML Schema as XSD anntotation. I suggest we use “fpa:deprecated” to mark something as deprecated.

Add to the the Architecture Definition a pattern for distinguishing between Definitions and References. For example the distinction between the definition of a trade and a tradeId is clear from the element name. “trade” is a definition and “tradeId” is a reference. However for some types this is not consistent, for example asset. The distinction … Continued