FpML Issues Tracker
closed
Minor
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Documentation
rmasridtcc
mgratacos
Summary
The fxSpotRateSource.primaryRateSource.rateSourcePageHeading element does not have documentation on how to use it or any sample messages that use it. Furthermore, two Reuters FX screen shots are attached below and the Equity FpML WG could not identify which field on the screen shot would map to the rateSourcePageHeading.
Notes:
mgratacos
09/07/07 8:34 am
ggurden
09/25/07 4:34 pm
The rateSourcePageHeading element was carried over from Rates. It was an optional element introduced to allow more granular identification of a rate on a screen page where multiple rates existed. For example, some ISDA-defined Floating Rate Option descriptions in the ISDA 2000/2006 Defs include mention of a page heading. An example would be the definition of USD-TBILL-H.15 in the 2006 ISDA Defs. It says “USD-TBILL-H.15” means that the rate for a Reset Date on which United States Treasury bills are auctioned will be the rate for that day which appears on either the Reuters Screen USAUCTION10 Page or the Reuters Screen USAUCTION11 Page opposite the Designated Maturity under the heading “INVEST RATE”.
In most instances the rateSourcePageHeading element would not be applicable and would be omitted.
mgratacos
09/25/07 4:48 pm
Thanks, Guy. I propose we use Guy’s response to update the annotation of the element and close this issue.
mgratacos
09/25/07 8:45 pm
The annotation of the element has been updated using Guy’s explanation: