[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: FpML-VALU40 request to change cashFlowType element/type



Brian,

 

I did change the type to CashflowType making it consistent with the developments in cash flow matching. I didn’t change the element name though, since that would break backward compatibility with 4.1 and I wasn’t sure whether this would need Standards Committee approval.

 

Let me know your thoughts.

 

Best Regards,

-Marc

+1-212-901-6028


From: Marc Gratacos [mailto:MGratacos@xxxxxxxx]
Sent: Thursday, January 26, 2006 6:14 PM
To: valuation@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 request to change cashFlowType element/type

 

Related to the work we have done in the Business Process Working Group for cash flow matching, we have defined an element and a type called cashflowType and CashflowType respectively. We have also defined a scheme of values (see attached).

 

The existing valuation-base subschema contains a cashFlowType element and a CashFlowType type.  Would be possible to change this element name to cashflow and reuse the type that we have created for cash flow matching (named CashflowType)?

 

This will make the current valuation-base element and type more consistent with the elements and types in the interest rate subschema that were defined a long time ago.

 

 

<xsd:element name="cashFlowType" type="CashFlowType" minOccurs="0">

                        <xsd:annotation>

                                    <xsd:documentation xml:lang="en">For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee etc.</xsd:documentation>

                        </xsd:annotation>

            </xsd:element>

 

Best Regards,

-Marc

+1-212-901-6028