Marc
1. this continues to overload the meaning of Swap instead of creating a
derived type by extension
2. additionalTerms appears to be a catch all container
3. bondReference allows reference to only a single bond
3.1 multiple bonds are not supported
3.2 other asset classes are not supported
I had expected modelling "Asset Swap EXTENDS Swap HAS-A ... ( child
elements as required ) " similar to the following
<xsd:complexType name="AssetSwap">
<xsd:complexContent>
<xsd:extension base="Swap">
<xsd:sequence>
<xsd:element ref="underlyingAsset"
minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
example of underlying asset type derived to support multiple bonds as
follows
<xsd:complexType name="AssociatedBonds">
<xsd:annotation>
<xsd:documentation xml:lang="en">Type representing the Bonds
associated with a Swap</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<!-- etc, etc, rest of type -->
</xsd:complexType>
Regards
"Marc Gratacos" <MGratacos@xxxxxxxx>
09/06/2005 20:05
Please respond to astf
To: <astf@xxxxxxxxxxxxxxxxxxxx>, <ird@xxxxxxxxxxxxxxxxxxxxxx>
cc:
Subject: FpML-ASTF Asset Swap/Condition Precedent Bond representation
All,
I am attaching an image (Swap.jpg) showing the agreed schema
representation for supporting Asset Swaps. I am sending the updated schema
file as well.
Let me know your comments.
Best Regards,
-Marc
+1-212-901-6028
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Attachment:
Swap.jpg
Description: JPEG image
Attachment:
fpml-ird-4-2.xsd
Description: Binary data
Attachment:
ATT3502767.txt
Description: Text document
