FpML Issues Tracker

357: AssetOrTermPointOrPricingStructureReference – points to multiple type

April 5, 2007





Modeling Task Force




Split AssetOrTermPointOrPricingStructureReference into a choice structure where each points at a single type.

Add an eCore annotation.

Reference to an underlying asset, term point or pricing structure (yield curve).


  • matthew

    10/18/07 1:37 pm

    At AWG 18/10/2007, agreed to refer to MTF.

  • mgratacos

    03/12/20 12:08 pm

    AWG 2020-03-05

    • We can use the analysis of issue 358 to recommend a solution for this issue since it is the same problem.
    • There are some internal implementations of Pricing and Risk.
    • The models can be used for mark to market information or sending portfolios of trades.
    • This issue is low priority.
  • mgratacos

    07/02/20 10:52 am

    AWG 2020-07-02

    Agreement to deprecate parameterReference and introduce a choice between assetReference / termPointReference / pricingStructureReference

  • mgratacos

    07/02/20 11:02 am

    The change has been committed to SVN. It will be published in the next release of FpML.

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