FpML Issues Tracker

Summary

The existing DayCountFractionEnum enumeration allows only 8 different day count bases to be selected from. A group of hedge funds developing an FpML data feed specification requires at least 38 day count bases to be allowed. (see attachment).

With the existing enumeration, it is almost impossible to extend this type in place. Therefore, we request that one of the following be done, in preference order: 1) turn this type back to a scheme (best choice), and ideally add the requested values to the scheme list. 2) keep it as an enum, but provide an extension mechanism, e.g. by allowing a specific pattern to be used for extensions (e.g. *:*) 3) add the listed values to the enumeration.

This group views this enhancement as critical to their use of FpML.