FpML 4.3 Validation Rules - Rules for Pricing and Risk

This is the Pricing and Risk part of the validation rule set accompanying the FpML 4.3 Working Draft. The introductory section in the validation section of the specifications contains background information and documentation for this page.

The rules contained on this page contain links to cut down versions of valid and invalid test cases. The cut down test cases are non-normative and are provided for the purpose of documentation only.

Content

Rules

Unique contexts:

Context: PricingDataPointCoordinate

pr-1 (Mandatory)
generic/@href must match the @id attribute of Asset type.

Context: PaymentCalculationPeriod

pr-2 (Mandatory)
If paymentCalculationPeriod/@href attribute is present, it must match the @id attribute of PricingInput type

Deprecated rules