FpML Issues Tracker

1306: portfolioName

June 12, 2023

closed

Tweak

Have not tried

Schema

XAPWG

MAZA

None

Summary

Good evening FpML experts.

I have a question about the portfolioName element, which is located in the dataDocument element (swaption instrument schema).

XPath://dataDocument/portfolio/partyPortfolioName/portfolioName

Plese help me with such questions regarding this element:

  1. Can this element be used as the name of the portfolio of the party on whose behalf the trade is being processed in the system?
  2. Should the attribute "href" in this element match the "href" attribute in the element onBehalfOf ?

 

Hope for your cooperation as usual.

Thank you in advance.

Best regards,

Maksym

Notes:

  • mgratacos

    06/23/23 10:03 am

    Hi,

    Trying to answer your questions:
    1. Yes, that’s right. It’s the name of the portfolio of the party on whose behalf the trade is being processed.

    2. I don’t think this is expected in standard FpML.

    We have used the portfolio structure inside DataDocument being used mostly in internal implementations. Be aware that there are separate Portfolio Reconciliation messages available in the Reporting that allow you to build up a portfolio of trades, send them for matching, get the matching results back, etc. They try to cover the full portfolio reconciliation process.

    Hope this helps.

  • MAZA

    09/12/23 2:45 am

    Thank you for clarification.

    Regards,

    Maksym

  • MAZA

    09/12/23 2:45 am

    closed.

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