FpML Issues Tracker

530: Eliminate the use of a leg substitution group in EQD and replace with specific products containing defined leg types.

December 7, 2007

closed

Major

Always

Modeling Task Force

Admin

apparry

Summary

Modeling change recommendation: Eliminate the use of a leg substitution group in EQD and replace with specific products containing defined leg types. General clean up of eqd-, eq-shared, return-swap files to ensure that products are defined consistently and in the right file.

Notes:

  • iyermakova

    12/07/07 8:48 pm

    Reviewed at Modeling Task Force on 11/30/2007. Assigned to EQD Working Group

  • iyermakova

    07/29/08 1:17 pm

    EQD WG has reviewed this recommendation and decided not to adopt it.

    The reasons:
    “We need to provide an extension mechanism which is visible at design time ( substitution ), as opposed to run time ( xsi:type ) to a select group that understand the technique, and can identify the types which can be used at run time

    A choice group is not extensible, and on extension it is part of the base class, which discourages use of FpML as a library”

  • lyteck

    08/04/08 3:07 pm

    The MTF decided not to pursue the issue further (8/01/08 meeting)

  • iyermakova

    08/06/08 1:25 pm

    As per MTF decision (8/01/08 meeting)

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