FpML Issues Tracker

1008: Element appears to have the wrong type

May 6, 2010

closed

Major

N/A

Schema

Admin

mgratacos

Summary

In the complex type 'FormulaTerm' the element 'partialDerivativeReference' is of type 'PricingParameterDerivativeReference' whilst in the type 'WeightedPartialDerivative' the same element name has type 'PricingStructureReference'.

Either the type is wrong or the element is misnamed in the second case.

Have not checked previous version to see how long this inconsistency has existed.

Attachments

  • fpml-riskdef.xsd

    • Notes:

  • mgratacos

    01/18/11 6:01 pm

    This was changed between versions 4.1 and 4.2. In version 4.1 both partialDerivativeReference were of type PartialDerivativeReference:



    A reference to a partial derivative definition.


    In version 4.2 both elements changed their type as they are currently, PricingParameterDerivativeReference and PricingStructureReference.

  • mgratacos

    01/19/11 10:21 am

    The element partialDerivative (within ComputedDerivative.model) is of type PricingParameterDerivative. Based on that, I think the element partialDerivativeReference within WeightedPartialDerivative should be of type PricingParameterDerivativeReference instead of PricingStructureReference. This would solve the inconsistency.

  • mgratacos

    01/20/11 3:24 pm

    This has been fixed in the svn repositories (4.9 and 5.1). The element partialDerivativeReference within WeightedPartialDerivative is now of type PricingParameterDerivativeReference instead of PricingStructureReference.

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