FpML Issues Tracker
closed
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Coordination
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mgratacos
Summary
The definition of Interval contains a period element of type "PeriodEnum". One value of PeriodEnum is "T", which represents Term. The term that is being referred to is dependent upon the context in which it is referred to.
This Committee has assigned those parts of the shchema not owned by a WG.
The definition of Term should state clearly which date field is the start of the term and which date field is the end of the term. That way the term will always be known when the value "T" is used.
The contexts using Interval are: 1. FloatingRateIndex.model 2. ForecastRateIndex 3. TimeDimension 4. Deposit 5. RateIndex 6. SimpleCreditDefaultSwap 7. SimpleFra 8. SimpleIRSwap 9. BondCalculation.model
Also, CalculationPeriodFrequency is a sub-type of Interval and requires the definition for: 10. PeriodicDates
Also, Offset is a sub-type of Interval and requires the definition for: 11. DateOffset 12. RelativeDateOffset 13. CommodityProduct.model
In each case the schema should contain a reference to both the initial and final date of the Term.