FpML Issues Tracker

217: fra/indexTenor cardinality is incorrect in FpML 4.x versus FpML 1.0/2.0

August 25, 2006

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)

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