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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>
http://global-emarkets.com

High-speed FpML matching, reconciliation, and validation:

 <http://fpml-mediator.com> 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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