In addition to the changes describe above, the following additions have been implemented since FpML 4.3:
- Business Process:
- Added support for Events Cancellation Messages.
- Commercial Loan:
- Added support for Commercial Loan Notifications (between Agent Bank and Lenders).
- Credit Derivatives:
- Furthered support for European Loan CDS.
- Added support for portfolio compression.
- Added Support for new municipal CDS transaction types.
- Equity Derivatives:
- Added support for Variance Swap Transaction Supplement.
- Added support for Dispersion Variance Swap.
- Amended Variance Swap structure, the maximum allowable number of variance legs has been increased to unbounded, to allow the long form Variance Dispersion to be supported..
- Amended Directional Leg type to include the ability to have version aware identification of each leg.
- Amended Dividend Leg structure in order support an additional values for the Japanese Index Dividend Swap Transaction Supplement .
- Remodeling work:
- Within "EquityDerivativeLongFormBase" type, the element "equityFeatures" is deprecated. Rational: This content is accessible in the complex type "EquityDerivativeBase" through the model group Feature.model.
- Added support for Identification of the exchanges where constituents are traded.
- Interest Rate Derivatives:
- Added support for Brazilian IR Swaps.
- Pricing and Risk:
- The cardinality of the element 'quote' was changed from 0 to many (FpML 4.2) to 1 to many (FpML 4.3). This change was breaking backward compability between minor versions. The cardinality of the 'quote' element has been restored to 0 to many as it is in FpML 4.2.
- Validation Rules:
- Added Business constraints for ID / IDREF relationships formalized as ecore references.
- Addition of validation rules for Loan notices.
- Addition of validation rules for FX products.
- 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.
- Contractual Definitions scheme was updated.
- Position status scheme was created for portfolio reconciliation.