FpML Issues Tracker
closed
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Schema
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lyteck
Summary
fpml-pretrade-processes-5-5.xsd of http://fpml.aws.isda.org/FpML-5/pretrade defines complextype RequestLimitCheck.
When the producer of this message has valuations/measures for the trade (e.g. interest rate delta value of 1 basis point shift), it should be possible for them to communicate them in the same message to the consumer.
Suggest considering addition of the EventValuation.model from confirmation namespace, or directly use of an optional element of type BasicQuotation (which is already in the pretrade namespace) between the existing trade element and PartiesAndAccounts.model group inclusion.
Notes:
KeithWalters
05/09/13 8:08 pm
In the confirmation namespace, requestConsent offers EventValuation.model in its complextype, it would make sense to offer it similarly in pretrade requestLimitCheck
KeithWalters
06/13/13 3:43 pm
Any update?
lyteck
10/03/18 10:09 am
Keith: a thousand apologies for missing/not acknowledging your request. I tried to reach out to you by email earlier but I haven’t heard.
I am closing the issue for now. Please let me know if it is still an issue/official and I’ll make sure this is addressed in a timely fashion. The next version that is being worked on is version 5.11 (a first draft is being built, the Recommendation is planned mid-2019).
Please accept my apologies for a totally unacceptable response time. Feel free to reach out to me directly as well.
Regards,
Lyteck