In addition to the changes describe above, the following additions have been implemented since FpML 4.2:
- Credit Derivatives:
- Added support for mortgage credit default swap.
- Added support for loan credit default swap.
- Interest Rate Derivatives:
- Added ability to specify firstCompoundingPeriodEndDate within CalculationPeriodDates.
- Added support for Nondeliverable Modifications.
- Added support for leg level cancellation effective date BDC's within the cancellation provision.
- Equity Derivatives:
- Improved support for Asia Excluding Japan Interdealer Master Confirmation.
- Business Process:
- Support for Portfolio Reconciliation.
- Architecture:
- Support for eCore annotations.
- Coding Schemes:
- Business Center scheme was updated.
- Inflation Index Source scheme was updated.
- Business Center scheme was updated.
- Broker Confirmation Type scheme was updated.
- Master Confirmation Type scheme was updated.
- Floating Rate Index scheme was updated to support 2006 ISDA Definitions.
- Contractual Supplement scheme was updated.
- Position status scheme was created for portfolio reconciliation.
Two mistakes in the model have been corrected breaking backward compatibility in a strict sense but resolving situations that had no business meaning:
- In the creditDefaultSwap product, the scheduledTerminationDate content has been updated removing the relativeDate element since it was impossible to use this construct to represent valid confirmations.
- See issue http://www.fpml.org/issues/view.php?id=176