| "Lyteck Lynhiavu"
<LLynhiavu@xxxxxxxx>
Sent by: valwg@xxxxxxxx 05/06/2008 17:54
|
|
| "Lyteck Lynhiavu"
<LLynhiavu@xxxxxxxx> Sent by: valwg@xxxxxxxx 04/06/2008 22:01
|
|
| cd-3 (Mandatory) | |
| Context: Trade (complex type) [ISDA1999] [the element documentation/contractualSupplement exists] | |
| The content of documentation/contractualTermsSupplement/type must not begin with the string ISDA2003Credit | |
|
|
As it stands today, many rules can be grouped under one Context. E.g.,
Context: Trade contains cd-1, cd-1b, cd-2, cd-3… If I read correctly,
rules with the same context would not be grouped together anymore. please
confirm (this impacts the XSL to transform the rules)
Context: Trade (complex type)
cd-1 (Mandatory)
Preconditions: SingleName
tradeHeader/tradeDate must be before creditDefaultSwap/generalTerms/effectiveDate/unadjustedDate.
Test cases: [Valid]
[Invalid]
cd-1b (Mandatory)
Preconditions: CreditIndex
If creditDefaultSwap/generalTerms/effectiveDate/unadjustedDate
is present, tradeHeader/tradeDate
must be equal or after creditDefaultSwap/generalTerms/effectiveDate/unadjustedDate.
Test cases: [Valid]
[Valid]
[Invalid]
Question 2: how would a function be represented within a rule
definition? Could you give an example for say function same-currency
(example from section 4.x.3).
Thanks, Lyteck
From: valwg@xxxxxxxx [mailto:valwg@xxxxxxxx] On Behalf Of mark.a.addison@xxxxxxxxxxxx
Sent: Thursday, May 29, 2008 10:50 AM
To: valwg@xxxxxxxx
Subject: FpML-VAL Proposal for Validation Rule Specification
Matthew Rawlings and I have worked on the attached proposal, which has
been reviewed by Marc Gratacos.
The general idea is to improve the rule by defining a set of principles
and guidelines for writing rules and a standard format/notation for representing
the rules.
The motivation is to ensure the rule are precise and that the terminology
used to express the rules is mutually consistent.
Please can you review the document and provide any feedback. It is hoped
this will improve the quality of validation rules and hopefully cut down
on the number of issues.
Best Regards,
Mark.
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Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities. [attachment "NewValidationRulesSpec_test.zip" deleted by Mark A Addison/JPMCHASE]
Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.