FpML Issues Tracker

Summary

My initial feedback on 4.0 LCWD is some of the examples aren't valid:

eqd40_ex06_barrier_knockout_rebate.xml /FpML/trade/equityOption/equityExercise/equityValuation/futuresPriceValuationApp licable This contains an EOL and 9 spaces before the valid value of false.

ird_ex02_stub_amort_swap.xml /FpML/trade/swap/swapStream/calculationPeriodDates/firstRegularPeriodStartDate For both swapStreams this contains an EOL and 9 spaces before the valid date.

ird_ex05_long_stub_swap.xml /FpML/trade/swap/swapStream/calculationPeriodDates/firstRegularPeriodStartDate Again same problems for both dates.

ird_ex06_xccy_swap.xml /FpML/trade/swap/swapStream/cashflows/principalExchange/adjustedPrincipalExchang eDate Again the same problems.

ird_ex13_euro_swaption_cash_with_cfs.xml /FpML/trade/swaption/swaptionAdjustedDates/exerciseEvent/adjustedRelevantSwapEff ectiveDate Again the same problems with the date.

ird_ex18_opt_berm_term_swap.xml /FpML/trade/swap/earlyTerminationProvision/optionalEarlyTermination/optionalEarl yTerminationAdjustedDates/earlyTerminationEvent/adjustedEarlyTerminationDate /FpML/trade/swap/earlyTerminationProvision/optionalEarlyTermination/optionalEarl yTerminationAdjustedDates/earlyTerminationEvent/adjustedCashSettlementValuationD ate Again, the same problems with the date.

ird_ex26_fxnotional_swap_with_cfs.xml /FpML/trade/swap/swapStream/cashflows/paymentCalculationPeriod/calculationPeriod /fxLinkedNotionalAmount/adjustedFxSpotFixingDate There are many problems with the dates.

With one exception all these are problems with dates. What surprises me is that most dates are fine but these aren't.

How are the examples validated before release? Do the examples form part of the official specification release?

I have a working implementation based on this release. I'll provide the other feedback separately so as not to muddy the waters.

I continue to appreciate all the hard work people put into this. It will help us move forward. Thanks - Matthew