FpML Issues Tracker
closed
Major
Always
Schema
ggurden
mgratacos
Summary
The fra/indexTenor content model cardinality is incorrect in FpML 4.x versus FpML 1.0/2.0.
In FpML 1.0/2.0 the fra/indexTenor cardinality is 'one or more' but in FpML 4.x it is 'zero or one'.
The 'one or more' cardinality is the correct one since it's possible to have linear interpolation between 2 different index tenors on a FRA.
This should be corrected in all 4.x schemas.
Notes:
mgratacos
09/01/06 6:50 am
It has been corrected in 4.0 Recommendation and 4.1 Recommendation.
mgratacos
09/22/06 6:59 am
This will be fixed in the republication of the Trial Recommendation (4.2 TR 2006-09-28)