[mgratacos]

They are called Retracted messages in 5.x versions. The contract messages are now executionAdvice messages so ContractCancelled is now executionAdviceRetracted. Hope this helps. Marc [url=http://www.tradeheader.com]www.tradeheader.com[/url]

[mgratacos]

Hola Esther, There are several places that you should look at: 1. I’d recommend start reading the Interest Rates Section (Section 6) of the Specifications http://www.fpml.org/spec/fpml-5-3-5-tr-1/html/confirmation/index.html 2. It useful to look at the Swap examples, section 19 of the Specifications -> Description of Examples -> Section 2 Interest Rate Derivative Examples. Each example contains a business description and how it is represented. 3. There is an FpML User’s Guide that may be a good starting point too: http://www.isda.org/publications/usrguidefpml.aspx. I think there will be a new version available covering version 4 of FpML on the ISDA website very soon. 4. The FpML Editor Viewer is a tool to create FpML examples that may be useful. It is free for all ISDA members http://www.fpml.org/tools/editor/index.html Hope this helps. Regards/Salutacions, Marc http://www.tradeheader.com

[mgratacos]

Hello, XMLBeans supports XML Schema substitution groups but it is not very clean. An example using the FpML product bulletPayment: BulletPayment bp = BulletPayment.Factory.newInstance(); … [building the whole product structure]… trade.setProduct(bp); XmlCursor cursor = trade.getProduct().newCursor(); cursor.setName(new QName(“http://www.fpml.org/FpML-5/confirmation”,”bulletPayment”)); cursor.removeAttribute(new QName (“http://www.w3.org/2001/XMLSchema-instance”,”type”)); cursor.dispose(); Hope this helps. Marc http://www.tradeheader.com

[mgratacos]

Hi Andy, For deposits you should use the termDeposit FpML product. This is a “first-class” product such as swap or creditDefaultSwap, etc. It is contained within the fpml-fx.xsd (if I remember correctly). You should not use the instrumentTradeDetails. instrumentTradeDetails is to support security transactions such as the ones related to an physical settlement of an option, for example. I am not sure I understand the second part of your question. I think the ISDA Taxonomy refers to OTC derivatives products only. The products you are referring are security products (bond, loans), not OTC, so not in the scope of the taxonomy. Hope this helps. Regards, Marc tradeheader.com

[mgratacos]

This is a bug. I reported it as an issue http://fpml.org/issues/view.php?id=1094 Thanks for reporting this. Best Regards, Marc

[mgratacos]

Thanks for pointing this Gary. I’ve raised an issue [url=http://www.fpml.org/issues/view.php?id=1090]http://www.fpml.org/issues/view.php?id=1090[/url] to keep track of it. Regards and thanks again, Marc

[mgratacos]

In my view it is implicit so you don’t need to specify the spread again. The same applies to the floating rate index. If it is the same in the stubs as in the regular periods (same index and tenor) you don’t need to specify it in the stubs. Regards, Marc

[mgratacos]

There isn’t a single file that contains all credit derivatives components. fpml-cd.xsd contains most of the credit derivatives structures but it uses shared components that may be defined in fpml-shared.xsd or fpml-doc.xsd, etc. There is a single entry point in FpML to validate all your messages and that’s the fpml-main.xsd file. Hope this helps. Marc

[mgratacos]

New issue raised http://www.fpml.org/issues/view.php?id=1079

[mgratacos]

Submitted issue http://www.fpml.org/issues/view.php?id=1078

[mgratacos]

Submitted issue http://www.fpml.org/issues/view.php?id=1078

[mgratacos]

They are not supported by the core FpML but you should take a look at the FpML Security Extensions developed by JPMorgan http://www.fpml.org/documents/extensions.html They have support for exchange traded equity options with an index underlyer. In the zip package with the examples there is an example of an exchange traded equity option product (Option.TradeCreated.xml). Hope this helps.

[mgratacos]

Hi Alex, I think it represents the enhanced coupon. Best Regards, Marc

[mgratacos]

I’ve used XMLBeans http://xmlbeans.apache.org/ and it works. Regards, Marc

[mgratacos]

As starting point, there is a presentation describing the changes introduced in version 5.0 (compared to versions 4.x) available at http://www.fpml.org/news/industryupdates.html (FpML Version 5 WD 4 Changes Call – February 4, 2010) Regards, Marc

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