FpML Issues Tracker

515: Document element entitlementCurrency

October 1, 2007

closed

Major

Always

Schema

apparry

mgratacos

Summary

Document element entitlementCurrency within OptionDenomination.model

Notes:

  • mgratacos

    02/24/20 11:35 am

    AWG 2020-02-20

    • We need to do more research on this issue looking at the ISDA Definitions in order to provide an annotation for entitlementCurrency.
    • A separate issue is that the model of bond options would need to be reviewed.

  • mgratacos

    03/05/20 12:15 pm

    AWG 2020-03-05

    The proposed annotation is:

    entitlementCurrency: currency of the relevant bonds to which one option relates. For Bond Options this element should be used to define the currency of the bonds instead of the currency element present in the Bond underlyer.

  • mgratacos

    03/13/20 6:13 am

    The proposed annotation has been added to the element. This has been committed to Subversion.

    • 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