FpML Issues Tracker
Interest Rate Derivatives
A FRA can contain (sensibly) either one or two indexTenor instances to define the underlying rate but the model allows an unbounded number to be accepted.
Either change the cardinality to 1..2 or change the grammar to 'indexTenor,indexTenor?'
This bug has existed since FpML 1.0
03/05/13 8:40 pm
Should we update the documentation of the element as first step?
09/02/13 3:22 pm
Agree the documentation should be updated, at least.
I would be in favour of changing the schema per Andrew’s suggestion. Such a change would be acceptable within the FpML-5 series, as it would not impact any conforming document (there is no reason to produce more than two instances of fra/indexTenor …).
09/09/13 1:31 pm
Agreement on the 2013-09-09 Standards Committee meeting to make this change in version 5.6.
05/16/19 6:46 am
This change has been committed to SVN. It will be fixed in the next release of version 5.11.
Leave an update
You must be logged in to post an update.