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RE: FpML-MWG40 tradeSide issue



Marc, 

I've got the following usage question around tradeSide, and was interested
in feedback. 

The expected usage as demonstrated in the published samples, is to point
from buyer/seller and payer/receiver to the relevant tradeSide which in
turn points to the relevant party. This is a usage change from the days
prior to tradeSide when buyer/seller and payer/receiver would point
directly to the relevant party. It also introduces some additional
complexity because of the additional level of indirection. 

It would seem that including the tradeSide elements in the message without
pointing directly to them, would still accomplish the same benefit without
the usage change and additional complexity. The usage would be as follows:
Point from buyer/seller and payer/receiver to the relevant party elements,
and include the tradeSide elements in the message for the purpose of
grouping the parties by role as they relate to a particular party who is
named as the creditor. 

Given the above, I would further question whether it would be sensible to
send only one tradeSide in a message which includes one side of the trade,
or whether it would always make sense to include two tradeSide elements
regardless. (This question would not apply with the tradeSide usage as
shown in the sample messages, since there would have to be two tradeSide
elements because there are two parties of the trade represented on the
message even when there is only one side of the trade that is being
submitted). 

Best Regards, 
Marc 



"Marc Gratacos" <MGratacos@xxxxxxxx> 


02/08/2006 10:55 AM 


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RE: FpML-MWG40 tradeSide issue

	





As I mentioned I suggest limiting the occurrence of tradeSide to 2 and
publish it in this third working draft. I don't see a strong reason for
not doing that. If someone comes up with a case needing more than 2
sides, we'll go back to maxOccurs=unbounded.

-----Original Message-----
From: Marc Gratacos [mailto:MGratacos@xxxxxxxx]
Sent: Thursday, January 26, 2006 9:35 AM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: RE: FpML-MWG40 tradeSide issue

Andrew,

I don't think so. Example 16 is a list of trades (I am attaching it).
Within each trade there are only two trade sides.

Best Regards,
-Marc
+1-212-901-6028


-----Original Message-----
From: andrew.p.parry@xxxxxxxxxxxx [mailto:andrew.p.parry@xxxxxxxxxxxx]
Sent: Friday, January 20, 2006 2:34 AM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: RE: FpML-MWG40 tradeSide issue

Marc

Note our own examples already show usage with trade side greater than 2
(
ie ) msg_ex16_fx_single_leg_roles_accounts.xml

Regards

Andrew Parry
+44 20 7325 1486
IBML Product Manager
http://ibml.jpmorgan.com





"Marc Gratacos" <MGratacos@xxxxxxxx>
19/01/2006 16:43
Please respond to mwg


To:     <mwg@xxxxxxxxxxxxxxxxxxxxxx>
cc:
Subject:        RE: FpML-MWG40 tradeSide issue 


What should do on this?

I personally think we should limit it to 2. I don't see a strong reason
for not doing that. If someone comes up with a case needing more than 2
sides, we'll go back to maxOccurs=unbounded.

What do other people think?

Best Regards,
-Marc
+1-212-901-6028

From: matthew.d.rawlings@xxxxxxxxxxxx
[mailto:matthew.d.rawlings@xxxxxxxxxxxx]
Sent: Thursday, January 12, 2006 3:38 PM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: RE: FpML-MWG40 tradeSide issue


Maybe we need to be clearer that additional fees aren't legs?



Matthew Rawlings
+44 791 539 7824



Brian Lynn <brian.lynn@xxxxxxxxxxxxxxxxxxx>
11/01/2006 20:37
Please respond to mwg

To:        mwg@xxxxxxxxxxxxxxxxxxxxxx
cc:        matthew.d.rawlings@xxxxxxxxxxxx
Subject:        RE: FpML-MWG40 tradeSide issue 



Usually a swap with three streams or more will still involve the same
two
sides.  On the other hand, sometimes there are additional fees or
payments
with a different party, and this might involve additional sides.
(Occasionally firms will represent these additional payments as
additional
streams, contradicting my first comment).  For this reason I think that
you can't necessarily constrain the number of sides, though it would be
reasonably rare that you would need more than two.

Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com
High-speed FpML matching, reconciliation, and validation:
http://fpml-mediator.com




From: Marc Gratacos [mailto:MGratacos@xxxxxxxx]
Sent: Wednesday, January 11, 2006 3:25 PM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Cc: matthew.d.rawlings@xxxxxxxxxxxx
Subject: FpML-MWG40 tradeSide issue

All,

See tradeSide issue reported by Matthew Rawlings:

"The cardinality of tradeSide under trade ( //trade/tradeSide), should
be
"0..2". Currently the cardinality is 0 to unlimited."
http://www.fpml.org/issues/view.php?id=158

Wouldn't be possible to have a swap with, for example, three or more
streams, each one having a different tradeSide?

Let me know your opinion on this.

Thanks a lot,
-Marc



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