FpML 5.13 Recommendation 12 May 2025 (Master View)
1 About this document
2 How this document is organized
3 Issues
3.1 Several samples are failing business validation
4 Build Number
This document lists the known errata to the FpML 5.13 Recommendation, 12 May 2025.
Each erratum entry below has the following information:
- A unique entry number.
- The date that it was added to the errata page.
- Whether the entry is considered an important error, a minor typographical error, a clarification, or a known problem with the document itself.
- The document version and section referred to.
- The location of the error.
- A description of the problem and correction if applicable.
- When the error is going to be fixed and whether it affects the build number.
The document publishes the build number.
The following issues are known in the FpML 5.13 Recommendation, 12 May 2025:
- ID: 1
- Date Added: 2025-05-12
- Severity: Major
- Version: FpML-5-13-7-REC-1 (publication date - 2025-05-12) -> Confirmation view.
- Location: All affected samples can be found in https://www.fpml.org/spec/fpml-5-13-7-rec-1/html/confirmation/fpml-5-13-examples-frame.html.
- Description: Some FpML samples are failing several validation rules. Specifically:
- The samples ird-ex29-non-deliverable-settlement-swap.xml and ird-ex31-non-deliverable-settlement-swap.xml are failing schema validation rule ref-11 because their payment dates reference does not match with an @id attribute on a 'PaymentDates' element.
- The sample ird-ex33-BRL-CDI-swap.xml is failing schema validation rule ref-8 because its calculation period dates reference does not match with an @id attribute on a 'CalculationPeriodDates' element.
- The sample ird-ex30-swap-comp-avg-relative-date.xml is failing schema validation rule ird-57 because it has a calculation period frequency roll convention of 'NONE', which is inconsistent with the calculation period 'M' that it contains.
- The samples ird-ex53-xccy-swap-OIS.xml, ird-ex58-xccy-swap-lookback_compound.xml, ird-ex61-trs-single-underlyer.xml, and ird-ex62-trs-single-underlyer-short.xml are failing schema validation rule ird-9 because they contain both a compounding method and a fixed rate schedule in their fixed leg.
- The sample ird-ex56-CNREPOFIX-swap.xml is failing schema validation rule ird-49 because it contains a rollconvention and the period is 'W', but weeklyRollConvention is absent.
- The sample ird-ex74-fixed-fixed-basis-swap-AUD.xml is failing schema validation rule ird-16 because its termination date is equal to its first regular period start date.
- The sample ird-ex75-fixed-fixed-basis-swap-JPY-USD_Non_Mark-To-Market.xml is failing schema validation rule ird-25 because it has a fixedRateSchedule with an initial value of 0.
- The sample ird-ex05a-long-stub-swap.xml is failing scheme validation rule scheme-10 because it contains an invalid FRO (JPY-TIBOR-DTIBOR), when only JPY-TIBOR-DTIBOR01 exists.
- The samples ird-ex32-zero-coupon-swap-normal-rate.xml and ird-ex37-zero-coupon-swap-known-amount-schedule.xml are failing scheme validation rule scheme-130 because their 'category' elements contains external DTCC URIs which are unrecognized.
- Disposition: These samples will be updated in the following release of FpML.
The current build number for FpML 5.13 Recommendation, 12 May 2025. is: 7
Every time there is a change on the schema, validation rules, or examples within a version the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same. The build number is published at:
- This errata page
- First page of the specification
- FpML Schema: actualBuild attribute within fpml-doc subschema file.
Last Updated: Thu 05/08/2025 18:02:43.11
