FpML Issues Tracker

Summary

FpML uses a deficient identification scheme for ISO currency codes - the URI does not mention which version of the ISO 4217 standard is being used.

This means that the example trades containing pre-euro currencies such as DEM are valid prior to the Euro conversion, but invalid after, because ISO 4217 no longer contains these currencies.

For IS0 4217 this could be rectified by embedding the edition date of the ISO 4217 standard, e.g. http://www.fpml.org/ext/iso4217/2001-08-15

James Battle Ironbark Limited FpML Protocol Specialist