In addition to the changes describe above, the following additions have been implemented since FpML 4.4:
- Commercial Loan:
- Added support for Letter of Credit balance notice, Letter of Credit cancellation notice, Letter of Credit issuance notice, and Rollover notice.
- Commodity Derivatives:
- Added support for commodity underlyer, commodity swaps, and commodity options.
- Validation Rules:
- Syntax for validation rules has been updated based on the new validation rule specification.
- Interest Rate Derivatives:
- Added NDS clause for supporting a schedule of valuation dates.
- Coding Schemes:
- Commodity Frequency Type scheme has been added.
- Commodity Market Disruption Fallback scheme has been added.
- Commodity Market Disruption scheme has been added.
- Quantity Unit scheme has been added.
- Price Quote Units scheme has been updated.