FpML Issues Tracker

Hi Rajesh,

could you please provide more specific example of the issue. You can attache an FpML message that using record-keeping process with the products which you said it did not work, so we can review it.

As I could not replicate your issue based on your description. Here what I did: I just used a Repo product representation in the “nonpublicExecutionReport” reporting message which is part of the  fpml-recordkeeping-processes-5-10.xsd process and it worked for me.

Thank you,

Irina Yermakova

Hi Rajesh,

I followed your steps… and it looks like a tool’s diagram representation limitation, rather than FpML.

You can check what products supported in a particular FpML view set with the following steps:

1. The sub-schemes with the supported products are “included” in the fpml-main.xsd

<xsd:annotation>
<xsd:documentation xml:lang=”en”>products</xsd:documentation>
</xsd:annotation>
<xsd:include schemaLocation=”fpml-generic-5-10.xsd” />
<xsd:include schemaLocation=”fpml-standard-5-10.xsd” />
<xsd:include schemaLocation=”fpml-ird-5-10.xsd” />
<xsd:include schemaLocation=”fpml-fx-5-10.xsd” />
<xsd:include schemaLocation=”fpml-fx-targets-5-10.xsd” />
<xsd:include schemaLocation=”fpml-fx-accruals-5-10.xsd” />
<xsd:include schemaLocation=”fpml-eqd-5-10.xsd” />
<xsd:include schemaLocation=”fpml-return-swaps-5-10.xsd” />
<xsd:include schemaLocation=”fpml-cd-5-10.xsd” />
<xsd:include schemaLocation=”fpml-bond-option-5-10.xsd” />
<xsd:include schemaLocation=”fpml-correlation-swaps-5-10.xsd” />
<xsd:include schemaLocation=”fpml-dividend-swaps-5-10.xsd” />
<xsd:include schemaLocation=”fpml-variance-swaps-5-10.xsd” />
<xsd:include schemaLocation=”fpml-volatility-swaps-5-10.xsd” />
<xsd:include schemaLocation=”fpml-com-5-10.xsd” />
<xsd:include schemaLocation=”fpml-repo-5-10.xsd” />

2. If you go to each of these sub-scheme, towards the end, you find list of the products.

For example, in the fpml-ird-5-10.xsd, you find the below products. As you can see they are all part of the “substitutionGroup=”product” and if you expand each of the products, you would see that they have base class “Product”. These two technics, will allow you to place all this product where you see the place holder “product”, just like in the “trade”.

—Head of the substitution group—

<xsd:element name=”product” type=”Product” abstract=”true”/>

—Product substitution group——

<xsd:element name=”bulletPayment” type=”BulletPayment” substitutionGroup=”product”/>
<xsd:element name=”capFloor” type=”CapFloor” substitutionGroup=”product”/>
</xsd:element>
<xsd:element name=”fra” type=”Fra” substitutionGroup=”product”/>
<xsd:element name=”swap” type=”Swap” substitutionGroup=”product”/>
<xsd:element name=”swaption” type=”Swaption” substitutionGroup=”product”/>

—– Head of the substitution group for IRS product variation ——

—— Product substitution group ——–

<xsd:element name=”rateCalculation” type=”Rate” abstract=”true”/>

<xsd:element name=”floatingRateCalculation” type=”FloatingRateCalculation” substitutionGroup=”rateCalculation”/>

<xsd:element name=”inflationRateCalculation” type=”InflationRateCalculation” substitutionGroup=”rateCalculation”/>

So, the FpML  recordkeeping view schema is not really missing the includes.

Hope this explains.

Regards,

Irina Yermakova