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RE: FpML-VALU improve scheduledDate/assetReference model



For reasons we’ve discussed before I’m not too keen on this.  However, if we did go ahead with this, we should also have a case for references to basket constituents; this was originally one of the cases that we felt needed to be covered in DSWG, though to some extent we minimized this need in the short term by making other extensions to the basket constituent type. 

 

If we do this, it still doesn’t really solve the eCore annotation issue, as legs don’t all share the same abstract type…

 


From: prwg@xxxxxxxx [mailto:prwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Thursday, March 08, 2007 3:20 AM
To: prwg@xxxxxxxx
Cc: matthew@xxxxxxxxxxxxxxx
Subject: FpML-VALU improve scheduledDate/assetReference model

 

Hi all,

 

 

The assetReference element within scheduledDate can point to multiple places.

 

The current example that we have (based on the DSWG example for position reporting) shows pointers to trade and product leg (interest leg, equity leg,...). In order to improve the clarity of the model, I'd suggest creating a choice between legReference and tradeReference and deprecate the current assetReference element (leave it at the schema for backward compatibility reasons). This would clarify the targets of these pointers and the model for this structure.

 

Let me know your thoughts.

 

Best regards,

Marc

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