FpML Issues Tracker

1112: Reporting view : ‘valid’ collateral test cases triggering rule col-1

April 18, 2012

closed

Minor

Always

Validation Rules

Pcooke

danieldui

Summary

The following 2 supposedly valid test cases both trigger rule col-1.

col-ex03-MC1-request-margin-net-IM-antic-demand-2m-threshold.xml col-ex04-MC1-request-margin-netting-agreement.xml

Rule col-1 states :

Context: RequestMargin (complex type) If marginCallResult/variationMargin exists, if marginRequirement/variationMargin exists, and if marginCallResult/variationMargin/marginCallAmount/amount, marginRequirement/variationMargin/deliver/amount and marginRequirement/variationMargin/return/amount have the same-currency, the marginCallResult/variationMargin/marginCallAmount/amount must be the sum of the marginRequirement/variationMargin/deliver/amount and the marginRequirement/variationMargin/return/amount.

In the both the examples above, this is NOT true.

Attachments

  • Screen Shot 2012-04-18 at 14.59.54.png

    • Notes:

  • mgratacos

    05/10/13 9:39 am

    We updated the examples to make them valid from a validation rule perspective. It has been committed to the SVN repository revision number 10.162.

    We also found a bug in the implementation of rule col-1 of the FpML Toolkit. We’ll report that to Andrew Jacobs.

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