- All Views
- Added support for the "issuer" field (alongside partyReference) in the tradeIdentifier/partyTradeIdentifier block, to better support "Unique Swaps Identifiers" (USIs). Also, all Recordkeeping and Transparency examples have been updated to reflect this usage.
- Added the "withdrawal" event to allow for removal of a trade from a service such as a TR.
- Type change in notional amount to non-negative, to ensure that terminations will use a positive value.
- Changed "toBeCleared" and "toBeAllocated" to "intentToClear" etc. Now the intent to clear/allocate and the status of the clearing/allocation are separate fields going forward.
- Added support for multiple regulatory reporting jurisdictions via the reportingRegime structure, , in addition changed the regulatorRegistration to supervisorRegistration.
- Added a number of new coding schemes for new SDR-related fields [http://www.fpml.org/coding-scheme/set-of-schemes-1-9.xml]
- Adjusted the party-role scheme to include new values, in addition names were updated and obsolete names deleted.
- Updated examples where necessary to comply withe the new party role coding scheme values.
- Added support for providing identifiers for post-trade events.
- Allowed business events to include prior trade ID
- Added originating trade identifier
- Commodity Derivatives:
- To fully support Commodity products the fallowing additional values have been added to the existing enumerated lists.
- DeliveryDatesEnum: FourthNearby through EleventhNearby, ThirteenthNearby, FourteenthNearby, 1stNearbyWeek through 52ndtNearbyWeek
- DisruptionFallbacksEnum: AsSpecifiedInConfirmation
- MarketDisruptionEventsEnum: AsSpecifiedInConfirmation
- SpecifiedPriceEnum: Midpoint, WeightedAverage
- Added support for "spreadConversionFactor" and "spreadUnit" in the "spread" and "spreadStep" of the "floatingLeg". It is used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different
- Added support for Commodity Option Strip in the "CommodityFinancialOption.model->CommodityExercise".
- The change is breaking backward compatibility by adding a new container “exercisePeriod" to group "commencementDate" and "expirationDate" within "CommodityAmericanExercise".
- Refactored out commodityOption on commoditySwap into a separate product commoditySwaption.
- Deprecated commoditySwap structure within "CommodityOption-> CommodityPhysicalOption.model.
- A new commoditySwaption product has been created. The difference of the commoditySwaption with the original representation would be only in the product name (commoditySwaption vs. commodityOption), everything should be the same
- Rationale: The new model would be able to support cash settled commodities which the original model could not.
- In Generic product has been updated in all but the Confirmation view in the following way:
- Changed optionType to use a coding scheme rather than an enumeration
- Message Framework:
- Adjusted "serviceNotification" message to add a processing "step" and an update time.
- In Reporting view:
- Corrected the type of several "fromDateTime" and "toDateTime" fields in reports to xsd:dateTime.
- The following issues have been resolved:
View PDF for details on schema changes
View PDF for details on validation rules changes
View SCHEME DEFINITIONS for details on coding schemes changes