Introduction

This document accompanies Java 1.2 release of the 'HandCoded Toolkit for FpML Processing' and describes the contents of the release area. The source code for this release is not included but is available from the SVN repository on SourceForge.

License

This toolkit is distributed under the terms if the 'Open Source License "OSL" Version 3.0'. A full copy of the license terms is included in the repository (click here to access) and must be distributed along with this file if you distribute this code to other parties.

Directory Structure

The ZIP file that contained this release expands into a number of files and sub-directories. The following briefly describes the purpose of each.

readme.html (The file you are reading)
license.txt

A copy of the license terms under which the toolkit is distributed.
handcoded.jar

This file contains all compiled Java class files for the toolkit and its demonstration applications.
example.bat

Running this file will execute a simple batch validation of a selection of FpML examples. Examples prior to FpML 4.2 contain some mistakes and a few will output error messages.
files

Contains an XML catalog file (and its associated schema) used to resolve DTD system identifiers and schema namespace URIs to physical file locations.

From release 1.2 the configuration of the business rules sets is controlled by the contents of the file rules.xml (and its associated schema rules.xsd).
- schemas
  
  Contains a subdirectory for each version of the FpML as well as the schema for digital signatures and the HandCoded extensions for 'RejectedDocuments'
- data
  
  A set of XML data files containing the scheme code values defined by FpML for each release and a set of additional definitions for currency and country codes.
- examples
  
  A copy of the FpML example file for each schema release. Some may contain mistakes as many have not been properly validated.
- test-cases
  
  A copy of the FpML validation test files for both valid and invalid case. It is important to note some valid test cases still generate errors, just not the one they are supposed to test.
lib

Contains a copy of the Xerces JAR images used by the example application. See the associated readme.txt file for version information.
doc

Contains the javadoc generated API descriptions for the programmer accessible classes and methods within the toolkit.

Example Applications

The toolkit is provided with a simple test application (implemented in the class demo.com.handcoded.fpml.Validate) that demonstrates its performance. Running the example batch file will process a small selection of FpML examples displaying the results to the screen.

At the end of the run the program calculates the average processing time for each file and displays the number of rules tested against each file as shown below.

>> files/examples/fpml4-0/ird_ex26_fxnotional_swap_with_cfs.xml
>> files/examples/fpml4-0/ird_ex27_inverse_floater.xml
>> files/examples/fpml4-0/ird_ex28_bullet_payments.xml
>> files/examples/fpml4-0/msg_ex01_request_confirmation.xml
>> files/examples/fpml4-0/msg_ex02_trade_confirmed.xml
>> files/examples/fpml4-0/msg_ex03_portfolio.xml
>> files/examples/fpml4-0/td_ex01_simple_term_deposit.xml
>> files/examples/fpml4-0/td_ex02_term_deposit_w_settlement_etc.xml
== Processed 91 files in 1391 milliseconds
== 65.42056074766356 files/sec checking 219 rules

The application responds to a number of command line options and can be configured to test the FpML defined rules (e.g. excludes HandCoded rules including scheme value checking) or to use a more streamlined XML parsing technique that only supports schema based instances from FpML 4.0 or later. The default configuration is to process both DTD and schema based instances which is less efficient.

Futures releases will add further demonstration applications

Support

If you find a problem using toolkit then please use the forum and bug reporting facilities on the SourceForge project site to record the issue.

Change History

Changes in 1.1:

Support for FpML 4.3 LCWD and 4.4 WD
Toolkit supports full ISO date/time/dateTime types with timezone offsets.

Changes in 1.2:

Support for FpML 4.4 and 5.0 WD
File based configuration for business rules.
The NodeIndex class has been enhanced to understand schema type information and inheritance by extension/restriction to make it easier to file matching elements.
Additional business rule sets for FX and greater scheme support