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FpML-VALU Sensitivity element does not carry enough information



See issue reported by Christian Nentwich on the issues list:

 

Sensitivities are reported in sensitivity sets as follows:

 

<sensitivity name="3M">119</sensitivity>

<sensitivity name="DEC03">120</sensitivity>

 

This meets the Pricing and Risk group's requirements of display the sensitivity in graphs, but is insufficient for processing - the name attribute needs microparsing and its content is unconstrained.

 

 

 

 

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