In addition to the changes describe above, the following additions have been implemented since FpML 4.4:
- Syndicated Loan:
- Added support for Letter of Credit balance, Letter of Credit termination, Letter of Credit issuance, Rollover and Letter of Credit amendment notices.
- Commodity Derivatives:
- Added support for commodity underlyer, commodity swaps, and commodity options.
- Equity Derivatives:
- A Bug Fixed - A FloatingRateCalculationReference type is added to reference a floating rate interest calculation from CompoundingRate's "interestLegRate" element.
- Added support for Equity Swaps on Americas Index underlyers.
- Interest Rate Derivatives:
- Added NDS clause for supporting a schedule of valuation dates.
- Shared:
- Amended Master Agreement Type to make it more generic by separating the Master Agreement type and Master Agreement Type's version:
- Removed version from ISDA Master Agreement Type scheme values (e.g."ISDA").
- Created a new Master Agreement Version scheme that defines the version of the master agreement governing the transaction (e.g. "2002").
- Within MasterAgreement type, added a second optional "masterAgreementVersion" value of type "MasterAgreementVersion" to specify the version of the generic master agreement type.
- Added a new type "MasterAgreementVersion" that has a scheme attribute "masterAgreementVersionScheme" to specify the version of the master agreement.
- Validation Rules:
- Syntax for validation rules has been updated based on the new validation rule specification.
- Coding Schemes:
- Commodity Business Calendar scheme has been added.
- Commodity Frequency Type scheme has been added.
- Commodity FX Type scheme has been added.
- Commodity Market Disruption scheme has been added.
- Commodity Market Disruption Fallback scheme has been added.
- Commodity Quantity Frequency scheme has been added.
- Commodity Reference Price scheme with standard description for each code (without full ISDA description) has been added.
- Contractual Definitions scheme has been updated.
- Loan Position Change Type scheme has been added.
- Master Agreement Type scheme has been updated.
- Master Agreement Version scheme has been added.
- Master Confirmation Type scheme has been updated.
- Price Quote Units scheme has been updated.
- Quantity Unit scheme has been added.
- Time Zone scheme has been added.