FpML Issues Tracker

357: AssetOrTermPointOrPricingStructureReference – points to multiple type

April 5, 2007

closed

Minor

Always

Modeling Task Force

Admin

mgratacos

Summary

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).

Notes:

  • 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.

    • Leave an update

    You must be logged in to post an update.

    Report an Issue

    The FpML Issues Tracker is designed to facilitate public interaction in the standard.

    By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

    Report Issue