FpML Issues Tracker
closed
Minor
Have not tried
Validation Rules
IjDjurkin
danieldui
Summary
fx-51 says: English Description: Context: FxSwapLeg (complex type) If cashSettlement exists, then exchangeRate/forwardPoints must exist
However, the invalid test case for fx-51 "invalid-fx-51-01.xml" does not have a cashSettlement element, which is found only in complex type "FxOption", but not in "FxSwapLeg". The test case has element "nonDeliverableSettlement" instead, which is found in complex type "FxCoreDetails.model".
Therefore I am unable to get rule fx-51 to fire for the fx-51 invalid test case.
Please clarify.
Notes:
danieldui
10/23/12 2:32 pm
fx-51 (Mandatory)
English Description:
Context: FxSwapLeg (complex type)
If cashSettlement exists, then exchangeRate/forwardPoints must exist
XPath Description:
Context: FxSwapLeg
[exists(cashSettlement)]
exists(exchangeRate/forwardPoints)
fx-51 (Mandatory)
English Description:
Context: FxSwapLeg (complex type)
If nonDeliverableSettlement exists, then exchangeRate/forwardPoints must exist
XPath Description:
Context: FxSwapLeg
[exists(nonDeliverableSettlement)]
exists(exchangeRate/forwardPoints)
danieldui
10/23/12 2:33 pm
danieldui
12/18/12 1:33 pm
Checked the test case.
invalid-fx-51-01.xml is OK. It uses nonDeliverableSettlement.
We only need to update the rule.
danieldui
12/18/12 2:43 pm
ACTION: ISDA – update rule as proposed. No need to update test cases
mkoli
12/19/12 8:03 pm
Updated FX-51 to use nonDeliverableSettlement
danieldui
01/15/13 2:38 pm
Updated FX-51 to use nonDeliverableSettlement