Forums

FpML Discussion

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #2212
    averildurkin
    Spectator

    HI, hoping someone can help me with how to setup my fpml message in terms of Dates. How system does not allow for the effective & termination date to be adjusted and therefore were going to use the “adjustedDate” field instead of the “unadjustedDate” field. However, we still need to have adjustments in placed for coupon payments and therefore thought that i should include “dateAdjustment” section. When i completed this and attempted to save the file it advised me that it was not a valid Element: Element is not allowed at this location under element . Reason: The following elements are expected at this location (see below)unadjustedDate> Annotations of type ‘AdjustableDate2’ (see below) A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments. Error location: dataDocument / trade / creditDefaultSwap / generalTerms / effectiveDate / adjustedDate Details: cvc-model-group: Element unexpected by type ‘AdjustableDate2’ of element . cvc-elt.5.2.1: The element is not valid with respect to the actual type definition ‘AdjustableDate2’. Can anyone advise if what i am trying to do is possible and if so which fields i should include. regards Averil

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.