FpML Issues Tracker

1356: Relative dates structure for IRS

August 13, 2024

new

Major

Have not tried

Schema

none

Iuliia

None

Summary

Hello,

Could you please clarify the question bellow. According to the fpml ird-5-12 scheme, can the <relativeEffectiveDate> structure be at the same time with the <terminationDate> structure in the same swap? This question arose because the fpml validator does not display an error on such a structure where we have <relativeEffectiveDate> and <terminationDate>. At the same time, there is a description in the FpML documentation that there is a relative swap where only relative dates apply.

Thank you in advance.

Regards, Iuliia Sydorenko.

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