1290: PricingStructureReference – Replace attributes with elements.

The complexTypes Payment and PaymentCalculationPeriod both have an @href attribute to reference a PricingStructure. Each attribute should be supplanted by an element of type PricingStructureReference, in the next major version of FpML. In FpML 5, it would be possible to add the element and mark the attribute as deprecated. Should we ?

1289: Deprecate Valuation/@definitionRef

The complexType Valuation has an attribute definitionRef which should be marked as deprecated, because Valuation already has an element valuationScenarioReference which does the same thing.

1286: Attributes SHOULD be associated with a global type

https://www.fpml.org/spec/fpml-arch-3-1-rec-5/html/index2.html#s2.3.3 Attributes SHOULD be associated with either a XML schema built-in type or and FpML defined simple type to allow the parser to validate document instances. Some attributes are missing types. contractTypeScheme creditSeniorityScheme deliveryTypeScheme initialMarginInterestRateTermsScheme linkTypeScheme href fpmlVersion The scheme attributes should have type=”NonEmptyURI”, as per the pattern other schemes. UnderlyerReference/@href should follow the pattern … Continued

1285: Support for CMS tenor spread for cap/floor and swap

XAPWG Thread [FpML-XAPWG] CMS representation (mockup for discussion) – FpML RE: [FpML-XAPWG] CMS representation (mockup for discussion) – FpML Waiting for Harry’s feedback. Thinks reset is being confused with the fixing date. Reset date is usually calculation period end date. Usually the fixing is determined a few days before the calculation period end date. Usually … Continued

1284: All elements MUST be associated with a globally defined type

FpML Architecture Specification 3.1#s2.3.5 All elements MUST be associated with a globally defined type 5-12 and 5-13-WD-1 have 5 elements which define local anonymous types They should reuse or convert to global named types. //xsd:simpleType[exists(parent::xsd:element)] RegulatoryWithdrawal/ withdrawalReason //xsd:complexType[exists(parent::xsd:element)] DayCount/ currencySpecificDayCount Rollover/ currentContracts, Rollover/ newContracts AdditionalData/ originalMessage