FpML Issues Tracker
closed
Major
Always
Validation Rules
Admin
danieldui
Summary
The preconditions on this rule can be combined from
[exists(variationMargin)] [count(heldCollateral) eq 2]
to
[count(variationMargin/heldCollateral) eq 2]
As with earlier direction rules we should probable stop partied being both the poster and the holder.
Notes:
danieldui
12/04/12 4:17 pm
ACTION: ISDA – Update rule as suggested.
mkoli
12/18/12 2:13 pm
available in 5.5wd1