FpML Issues Tracker
closed
Minor
N/A
Validation Rules
Admin
None
Summary
"numberOfValuationDates" value is in addition to calculating it from valuationDates (periodicDates or adjustableDates. There should be a business validation rule to make sure the values are match.
Notes:
iyermakova
04/07/09 4:17 pm
iyermakova
05/11/09 2:36 pm
“Here are the XPATH locations for the below elements.
1)numberOfValuationDates=FpML.trade.equityOptionTransactionSupplement.equityExercise.equityValuation.numberOfValuationDates
2)period=FpML.trade.equityOptionTransactionSupplement.equityExercise.equityValuation.valuationDates.periodicDates.calculationPeriodFrequency.period
3)StartDate=FpML.trade.equityOptionTransactionSupplement.equityExercise.equityValuation.valuationDates.periodicDates.calculationStartDate.adjustableDate.unadjustedDate
4)EndDate
FpML.trade.equityOptionTransactionSupplement.equityExercise.equityValuation.valuationDates.periodicDates.calculationEndDate.adjustableDate.unadjustedDate
In addition we require one more condition
If valuationDates is represented in adjustableDates(Not periodicDates, periodicDates indicates Frequency representation, “D”,”M”,”Y” etc) then
5) numberOfValuationDates= Number of unadjustedDate elements in adjustableDates element. (adjustableDates.unadjustedDate)
Thanks,
Sreedhar.”
matthewdr
06/09/09 1:59 pm
Discussed at the VWG. Irina agreed to help Sreedhar write this out precisely and has already sent a proposal. With Irina to chase down.
matthewdr
07/28/09 1:13 pm
Discussed at the VWG today. Irina confirmed they’re not yet complete as she is waiting for responses from DTCC.
iyermakova
07/28/09 2:50 pm
mgratacos
08/11/09 2:06 pm
Val WG: check with Coord Committee on the introduction of this element.
mgratacos
10/27/09 3:38 pm
mgratacos
10/27/09 3:39 pm
The numberOfValuationDates is necessary (confirmed by the EQDWG) but implementation of the validation rule is too complex.