FpML Issues Tracker

358: Remove uses of DateReference and replace with a direct link

April 5, 2007

assigned

Minor

Always

Modeling Task Force

FpML 6 (Build 1)

none

Admin

mgratacos

Summary

Remove all uses of DateReference and replace with a direct link.

Each direct link should have an eCore annotation.

Remove:

Reference to an identified date or a complex date structure.

The 5 uses to change to direct references are below (with their file name and line number) fpml-eq-shared.xsd(1115): fpml-shared.xsd(720): fpml-shared.xsd(725): fpml-shared.xsd(1901): fpml-shared.xsd(1936):

Notes:

  • matthew

    06/07/07 1:30 pm

    Agreed at AWG 2007-06-07 that Marc Gratacos will put this into the 5-0 branch now.

  • mgratacos

    06/13/07 8:57 am

    fpml-eq-shared.xsd(1115): The samples show that is relative to the tradeDate but there is no documentation about it.

    fpml-shared.xsd(720): The samples show that is relative to the tradeDate but there is no documentation about it.

    fpml-shared.xsd(725): The samples show that is relative to multiple targets: valuationDate (FinalValuationDate)or terminationDate.

  • matthew

    10/18/07 1:31 pm

    Reviewed at AWG on 18/10/2007. Noted this has been agreed and is just waiting to go into version 5.

  • matthew

    10/18/07 1:37 pm

    Agreed to refer to MTF.

  • mgratacos

    03/12/20 12:05 pm

    AWG 2020-03-05

    • We agreed to analyze different implementation options to solve this issue using commodity swaps and equity TRS as test cases.
      • Options include a choice between different targets or targets expressed within an enumerated list.
    • We will present this to the AWG for further discussion.
    • It will give us more information for a potential implementation in version 6.0
  • Leave an update

    You must be logged in to post an update.