FpML Issues Tracker

1037: Credit default index option samples lack credible index reference information

February 7, 2011

closed

Minor

Always

Examples/Test Cases

Admin

mgratacos

Summary

The credit-derivatives sample set contains two examples of credit index options, cdx-index-option.xml and itraxx-index-option.xml.

In both samples, within the creditDefaultSwap option underlyer, generalTerms/indexReferenceInformation contains uninformative dummy values: the indexNameScheme has value "123" in one sample, "456" in the other. The indexIdScheme has value "CUSIP", and the indexId contains values "ExampleCUSIP3" and "ExampleCUSIP4" respectively.

These offer implementors very little guidance as to as to what to expect in a live messaging context, and should be replaced with credible values drawn from real-world messages.

Attachments

  • itraxx-index-option.xml

    • Notes:

  • mgratacos

    02/11/11 11:09 am

    Examples have been corrected. See attached.

  • mgratacos

    02/11/11 11:14 am

    This has been committed to the trunk (4.x) and 5.1 branch. It will be published in the recommendation for version 5.1.

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