FpML Issues Tracker

323: floatingRateIndex and indexTenor should be contained within a model group

March 2, 2007

closed

Minor

Always

Schema

Admin

mgratacos

Summary

A model group (FloatingRateIndex.model) would keep consistency between types using the floatingRateIndex and the indexTenor elements (floatingRateCalculation, Fra,...) and it would facilitate extensions.

Notes:

  • ggurden

    03/02/07 3:22 pm

    Note however the content model of these 2 elements is deliberately different in different contexts. So within floatingRateCalculation indexTenor is optional. Within fra it is mandatory and can occur 1 or 2 times.

  • mgratacos

    03/02/07 3:35 pm

    Thanks, Guy. The use case I have is more related to be able to reuse the construct of floatingRateCalculation for people extending the rateCalculation component to model structured products. It won’t be used in the fra.

  • mgratacos

    03/05/07 4:54 pm

    A FloatingRateIndex.model has been created:






    The ISDA Designated Maturity, i.e. the tenor of the floating rate.



    FloatingRate references this new group.

    • Leave an update

    You must be logged in to post an update.

    Report an Issue

    The FpML Issues Tracker is designed to facilitate public interaction in the standard.

    By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

    Report Issue