FpML Issues Tracker

159: IRD types that overlap

January 19, 2006

closed

Minor

Always

Modeling Task Force

Admin

mgratacos

Summary

In going through the latest IRD schema I noticed some new types that appear to at least partly overlap with existing types.

These include:

MainPublication SettlementRateSource

These somewhat overlap with SettlementPriceSource.

They should probably all be moved into shared and reviewed for consistency by the coordination committee.

Notes:

  • mgratacos

    10/25/06 8:36 am

    MainPublication and SettlementRateSource have been moved into fpml-shared.

  • mgratacos

    11/20/06 7:47 am



    A type to define the main publication source.








    A type describing the method for obtaining a settlement rate.




    The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.




    A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.





    The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
    Quelle fr den Abrechnungspreis (z.B. eine Reuters-Seite, Prezzo di Riferimento, usw.).






  • matthew

    04/04/07 10:05 am

    This is expected to change in 5.x series. – Marc Gratcos + Matthew Rawlings

  • matthew

    03/14/08 7:57 am

    Passed to MTF based on latest criteria for MTF issues.

  • mgratacos

    06/23/20 12:03 pm

    AWG 2020-06-18

    • The model follows ISDA legal terminology. That’s the reason for some of the differences across product models.
    • Agreement to close this issue.

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