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| Anonymous | Login | Signup for a new account | 2010-09-09 14:13 UTC |
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| ID | Category | Severity | Reproducibility | Date Submitted | Last Update | |||||||
| 0000815 | [FpML] Validation Rules | minor | always | 2008-09-12 22:53 | 2010-03-22 14:25 | |||||||
| Reporter | matthewdr | View Status | public | |||||||||
| Assigned To | danieldui | |||||||||||
| Priority | normal | Resolution | open | |||||||||
| Status | assigned | Target Version | 4.8 First Working Draft 2010-04-16 (build 1) | Product Version | 4.5 Working Draft - 2008-08-29 (build 1) | |||||||
| Summary | 0000815: fx-12 needs defining completely | |||||||||||
| Description |
The current fx-12 leaves a large amount to interpretation: " fx-12 (Mandatory) Context: FxAverageRateOption (complex type) [exists(averageRateObservationSchedule)] The values of observedRates/observationDate should match the calculated schedule dates derived from parameters defined within the averageRateObservationSchedule element and the business day calendar implied by fixingTime/businessCenter. " The rule must define: "match", "calculated schedule date", the derivation process in "derived", and the calculation in "implied". At the moment it is more of a comment than a rule. |
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(0002092) matthewdr (manager) 2008-12-09 14:37 |
Agreed to wait for the "financial date arithmetic paper". |
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Issue History |
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| Date Modified | Username | Field | Change |
| 2008-09-12 22:53 | matthewdr | New Issue | |
| 2008-12-09 14:37 | matthewdr | Note Added: 0002092 | |
| 2010-01-21 17:42 | lyteck | Target Version | => 4.8 First Working Draft (Publication Date TBA) |
| 2010-03-22 14:25 | fpmladmin | Assigned To | PamF-W => danieldui |