FpML Issues Tracker
closed
Block
Always
Schema
Admin
mgratacos
Summary
Please create an abstract supertype of Leg. All swap legs can extend "Leg".
This would make the model much clearer.
closed
Block
Always
Schema
Admin
mgratacos
Please create an abstract supertype of Leg. All swap legs can extend "Leg".
This would make the model much clearer.
Notes:
mgratacos
03/02/07 3:39 pm
There is a problem with FxLeg since it already extends Product type. It cannot extend Leg at the same time.
An optional id attribute of type xsd:ID cannot be placed in the abstract Leg type (to enforce consistency between legs) since there is a legIdentifier attribute of type xsd:Id within ReturnSwapLeg. This attribute should be removed in 5.0 and be replaced by an id attribute at the Leg type level.
mgratacos
03/02/07 6:27 pm
The proposal consists of the following changes:
*A Leg abstract type would be defined in shared:
A supertype of leg. All swap legs extend this type.
*The following types would be an extension of Leg:
InterestRateStream
FeeLeg
ReturnSwapLeg
Am I missing any construct?
I expect commodity swaps to be published already with the legs being an extension of Leg.
apparry
03/07/07 11:45 am
JPM supports this ( AJ, AP, MR, HMcA )
mgratacos
03/08/07 3:32 pm
Changes have been committed into the trunk.