FpML Issues Tracker

1232: IRD-10 & IRD-11 Roll Conventions

February 19, 2016

closed

Minor

N/A

Validation Rules

PiyumiB

mgratacos

Summary

Hello,

I am creating a set of validation rules for Interest Rate Derivatives and my query is regarding IRD-10  and IRD-11. Can the two rules be ignored if the roll convention is not numerical?

Thank you for the clarification.

Notes:

  • mgratacos

    02/19/18 10:54 am

    Hi, yes, it can be ignored if it is not numerical. We discussed this in the last FpML Architecture Working Group Meeting. We agreed to add the precondition that the period should be M (for month) or Y (for year).

  • mgratacos

    05/16/18 12:34 pm

    Assigned to me since it was already discussed at the AWG.

  • mgratacos

    07/20/18 8:39 pm

    This has been committed to the SVN Repository. It will be published in FpML 5.11.

     

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