Added support for Netted Trade Cashflows messages. These messages have
been added to allow sending netted payments from multiple trades and fully
the support cashflow matching process.
Cross-Asset:
Made the instrumentId element optional for Cash underlyer by extending
Asset complex type directly (instead of IdentifiedAsset).
Credit Derivatives:
Added support for the "Fixed Settlement" provision for the new CDS
Matrix Recovery Lock Matrix Confirmation:
Within CashSettlementTerms, added a new optional element
"fixedSettlement" of type "xsd:boolean" to indicate whether fixed
settlement is Applicable or Not Applicable.
Equity Derivatives:
Added support for Fair Value Share Swap European Interdealer:
Within ExchangeIdentifier.model added a new element
'specifiedExchangeId' of type 'ExchangeId'.
Within ExtraordinaryEvents, added reference to the model group
'ExchangeIdentifier.model'.
Within 'DividendDateReferenceEnum' added a new value
'ExDividendPaymentDate'.
The 'ISDA2010FairValueShareSwapEuropeanInterdealer' value has
been added to the Master Confirmation Annex Type Scheme
Added support 2010 EMEA EM Option Interdealer.
Within AdditionalDisruptionEvents complex type added a new optional element 'foreignOwnershipEvent' of type 'Boolean'.
AdditionalDisruptionEvents were added to EquityOptionTransactionSupplement via a new optional element 'extraordinaryEvents' of type 'ExtraordinaryEvents'.
The 'ISDA2010EquityEMEAInterdealer' value has been added to the Master Confirmation Type Scheme
The 'ISDA2010IndexShareOptionEMEAInterdealer' value has been added to the Master Confirmation Annex Type Scheme
Interest Rate Derivatives:
Added support for new Supplement 23 to the 2006 ISDA Definitions, which
describes a new method for calculating the cash settlement amount for
cross-currency swaps in the event of early termination:
Within 'CashSettlement' complex type, added a new element
'crossCurrencyMethod' of type 'CrossCurrencyMethod'.
Corrected typo in the annotation of element settlementCurrency,
child of NonDeliverableSettlement.