FpML Issues Tracker

1204: dividendLeg/dividendPeriod/fixedStrike is too strict

October 13, 2014

closed

Crash

Always

Schema

Admin

mgratacos

Summary

In some trades, we've seen dividend swaps with a dividendLeg/dividendPeriod/fixedStrike equal to 0. Making the fixedStrike as a PositiveDecimal is too strict. It should be changed to NonNegativeDecimal.

Notes:

  • mgratacos

    03/08/18 10:07 am

    Discussed at the AWG 2018-03-08. We would need a business case before we make the change.

  • mgratacos

    07/21/18 6:05 am

    We won’t change the model until we have a business case for this.

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