FpML Issues Tracker

821: invalid-fx-45-01.xml does not exercise fx-45

September 15, 2008

closed

Minor

Always

Validation Rules

Admin

None

Summary

The validation rule sample invalid-fx-45-01.xml does not exercise rule fx-45.

The rule today is: " fx-45 (Mandatory) Context: FxAverageRateOption (complex type) [exists(fxOptionPremium)] buyerPartyReference/@href = fxOptionPremium/payerPartyReference/@href and sellerPartyReference/@href = fxOptionPremium/receiverPartyReference/@href. Test cases: [Invalid] "

The problem is that the sample is a Digital Option, not a FXAverageRateOption:

CITI10019 UBSW20019 2001-11-12 Double no touch

Notes:

  • andrew

    09/16/08 5:38 pm

    The mistake is a typo in the FX rule specification. The context for fx-45 should be FxDigitalOption.

    fx-44 applies the same test for FxAverageRateOption. Its text has been copied into fx-45.

  • matthewdr

    12/09/08 2:33 pm

    Agreed at the VWG for ISDA to change to FxDigitalOption.

    ”
    fx-45 (Mandatory)
    Context: FxDigitalOption(complex type)
    [exists(fxOptionPremium)]
    buyerPartyReference/@href = fxOptionPremium/payerPartyReference/@href and sellerPartyReference/@href = fxOptionPremium/receiverPartyReference/@href.
    Test cases: [Invalid]
    ”

  • lyteck

    12/09/08 5:29 pm

    fx-45 already corrected in issue 857 (821 seems duplicate)

  • matthewdr

    12/09/08 5:39 pm

    Closed after testing.

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