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1318rollConvention for relativeDatesJul 14, 202307/14/2023Nonenew
1316Brazilian swaps discrepancy between bilateral and cleared transactionsJul 06, 202307/06/2023Nonenew
1315Examples of EBA portfolio benchmarking for FRTBJul 05, 202307/06/2023JasonPolisnew
1313tradeId in partyTradeIdentifier (PartyAndAccountReferences.model)Jun 30, 202307/03/2023Nonenew
1312expirationTime and earliestExerciseTimeJun 29, 202306/29/2023Nonenew
1311predeterminedClearingOrganizationPartyReference AND mutuallyAgreedClearinghouseJun 29, 202306/29/2023Nonenew
1310Cashflow for Cross-Currency Fixed/Float Swap with Mark-to-Market ConditionJun 26, 202306/26/2023Nonenew
1309ANNA DSB request CRP Coding Schemes in advance.Jun 21, 202307/17/2023JasonPolisresolved
1308Autocallable Equity DerivativesJun 21, 202307/05/2023Nonenew
1307Request for CrossCurrency Basis and FixedFixed examplesJun 13, 202307/06/2023Nonenew
1306portfolioNameJun 12, 202306/23/2023Nonenew
1305onBehalfOfJun 12, 202306/30/2023Nonenew
1304Validation rule ird-1 for the example with structureMay 29, 202307/06/2023Noneresolved
1303Which compounding method for spread is used when structure is applied?May 29, 202306/21/2023Noneresolved
1302productIdMay 29, 202306/29/2023JasonPolisfeedback
1300relativeEffectiveDate, relativeTerminationDateMay 22, 202306/15/2023Nonenew
1299different notional amounts IRSfixed/floatMay 22, 202306/15/2023Nonenew
1298bermuda exercise date via relativeDatesApr 19, 202306/09/2023Noneresolved
1297DRR test pack should be published in the FpML Recordkeeping ViewApr 05, 202306/15/2023mgratacosresolved
1296Commodity Reference Price code list updatesMar 30, 202306/15/2023lyteckassigned
1294adjustedDates bermudaExerciseMar 20, 202306/15/2023JasonPolisassigned
1292Represent Accumulators and Decumulators as productsMar 15, 202307/06/2023John.Boothassigned
1291Clarify FormulaComponent/@nameMar 06, 202306/15/2023Nonenew
1290PricingStructureReference – Replace attributes with elements.Mar 06, 202306/15/2023Nonenew
1289Deprecate Valuation/@definitionRefMar 06, 202306/09/2023mgratacosresolved
1288RateReference should be based on ReferenceMar 06, 202306/09/2023mgratacosresolved
1287Calculation Parameters Section with Reset Dates SectionMar 03, 202306/15/2023BrianLynnresolved
1286Attributes SHOULD be associated with a global typeFeb 22, 202306/09/2023mgratacosresolved
1285Support for CMS tenor spread for cap/floor and swapFeb 15, 202306/15/2023h_mcallisterassigned
1284All elements MUST be associated with a globally defined typeFeb 06, 202306/09/2023mgratacosresolved
1282dateRelativeTo href=”europeanExercise0″ / inside of relevantUnderlyingDateNov 16, 202206/15/2023mgratacosassigned
1281PremiumAmountNov 04, 202206/15/2023JasonPolisfeedback
1278Request for additional examples OISOct 12, 202207/18/2023mgratacosresolved
1271Fx- Asian FeatureJul 01, 202106/15/2023John.Boothassigned
1097String components of Address have insufficently restrictive typesMar 21, 201206/15/2023mgratacosconfirmed
1031Interpolated stub rate definition is too complexNov 15, 201006/15/2023h_mcallisterassigned
1027Normalizing FpML Settlement Information across all FpML products and processesNov 03, 201006/15/2023mgratacosassigned
1026Normalizing all FpML payment typesNov 02, 201006/15/2023mgratacosassigned
997Refactor ExerciseProcedure typeDec 30, 200906/15/2023mgratacosconfirmed
942CD ConditionsJun 10, 200906/15/2023andrewassigned
904Business Day Convention – NotApplicableJan 09, 200906/15/2023mgratacosconfirmed
900Digital CapFloor ProposalDec 31, 200806/15/2023h_mcallisterassigned
760[fixingDates] should have [relativeDates] not [relativeDate]Jun 16, 200806/15/2023Noneassigned
541IRD swaption model use the new generic option modelJan 07, 200806/15/2023h_mcallisterassigned
540Short form products are modeled differently in different areasJan 07, 200806/15/2023Noneassigned
539equityOption model should use the new generic option modelJan 04, 200806/15/2023Noneassigned
527Consolidate singlePayment and initialPayment into one type with multiple cardinality and explicit directionality.Dec 07, 200706/15/2023benjlisassigned
526Standardize payment and premium structures.Dec 07, 200706/15/2023mgratacosassigned
390Provide the ability to unmatchJul 12, 200706/15/2023mgratacosassigned
358Remove uses of DateReference and replace with a direct linkApr 05, 200706/15/2023mgratacosassigned
295Factor exerciseFeb 07, 200706/15/2023Noneassigned
282Add an identifier base typeFeb 01, 200706/15/2023mgratacosassigned
254paymentAmount should be renamed amountOct 31, 200606/15/2023mgratacosassigned
240Version Identification: Guidelines are needed.Oct 18, 200606/15/2023BrianLynnassigned

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Recent Open Issues

July 14, 2023

rollConvention for relativeDates
July 6, 2023

Brazilian swaps discrepancy between bilateral and cleared transactions
July 5, 2023

Examples of EBA portfolio benchmarking for FRTB
June 30, 2023

tradeId in partyTradeIdentifier (PartyAndAccountReferences.model)
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