Documentation on Schedule

[mshahid]

I would like to generate the english like value from the “schedule” type (for example “1st of each month”). I would appreciate if you could please provide the documentation / user manual on “schedule” type how the values of sub elements would be used to generate the english like value. The elements of schedule are: – frequency – frequencyType – weekNumber – dayOfWeek – startDate and endDate Also, is there a complete user / developer manual available describing all the FpML elements and how they should be used together? Please note here I’m not talking about the architecture document. Appreciate for the response.

[iyermakova]

You can express some English like values with AveragingSchedule type in 4-5, //First Monday of each month for example Out 2002-11-11 2003-11-11 1 M 1 MON but not 1-st day of the month. This became possible with addition of averagingPeriodFrequency in 4-6 WD-3. Out 2002-11-11 2003-11-11 1 M //1-st day of the month 1 However, if you using 4-5, you can create your own extension, adding RollConventionEnum that holds the required for that values, or CalculationPeriodFrequency (averagingPeriodFrequency) similar as it is done in 4-6-WD-3. As far as I know, there is no complete user / developer manual describing all the FpML elements and their usage for the moment in the market. However, you have a lot of options: – the web-based FpML specification can provide you with description and usage of some of the elements from the technical and business prospective. It also includes Oxygen-generated FpML schema documentation based on the FpML schemas elements annotations which get improved with each release. http://www.fpml.org/spec/latest.php – the FpML Users Guide may be a good starting point as well http://www.isda.org/publications/usrguidefpml.aspx – ISDA also offers FpML training courses in New York and London. http://www.fpml.org/index.html – It is also possible to watch/buy the introductory course online https://www.isdadocs.org/conf/shopondemand/fpml.asp – You can always join the FpML working groups to create your proposals, provide your feedback on proposed solutions, etc. http://www.fpml.org/wgroup/index.html – There is also the FpML Editor/Viewer tool available that might help you with your paper to FpML mapping. The tool also allows FpML trades to be created from scratch, loaded from a local file, or loaded from the World Wide Web – http://www.fpml.org/tools/editor/index.html Regards, Irina Yermakova

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