FpML Issues Tracker
closed
Minor
Always
Equity Derivatives
Admin
apparry
Summary
eqd-3 is missing an else clause. The problem is that this causes eqd-3 to sometimes fail to produce a result.
The rule today is: " Context: EquityAmericanExercise (complex type) eqd-3 (Mandatory) If latestExerciseTimeType is equal to SpecificTime then latestExerciseTime must be present. "
The proposed solution is to add the condition to the context: " Context: EquityAmericanExercise (complex type) [latestExerciseTimeType="SpecificTime"] eqd-3 (Mandatory) latestExerciseTime exists. "
Notes:
mgratacos
05/16/08 1:38 pm
EQDWG 2008-05-16: suggested approach by Matthew matches business logic.
matthewdr
06/06/08 1:53 pm
Discussed at EQDWG. VWG decisions has happened and this is waiting for implementation from ISDA.
mgratacos
06/06/08 1:54 pm
EQDWG: waiting for implementation.
lyteck
07/10/08 4:12 pm
implemented as proposed.
matthewdr
08/12/08 5:25 pm
Accepting resolution upon review.