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Lyteck Yes, “only” is a word to look
for in rules. I think that ird-23 and ird-24 should be reworded to use
“if-and-only-if”. A few other points:
Context: InterestRateStream (complex type) cashSettlement/cashSettlementPaymentDate must exist
Condition: isParametric (context: InterestRateStream) If cashflows does not exist, or cashflows/cashflowsMatchParameters
I
suggest rewording Rule-6 as: ird-6 (Mandatory) Context: InterestRateStream (complex type) paymentDates/firstPaymentDate > calculationPeriodDates/effectiveDate/unadjustedDate.
Should it not be as follows? ird-35 (Mandatory) Context: PaymentDates (complex type) firstPaymentDate < lastRegularPaymentDate. Regards -daniel From:
We would like to add these topics
for discussion to the next agenda: 1. Terminology a.
“If and only
if” ird-1,7, shared-1,15
http://www.fpml.org/issues/view.php?id=740
o
Isn’t this the
same as “if” from an implementation perspective? o
Is function iif()
bringing clarity b.
“Should only
exist if” ird-23,24 o
“Should”
vs. “Must” o
Isn’t this the
same as “if and only if”? c.
Use of mathematical
expressions o
“>=” vs.
“greater than or equal to” d.
“If…
then… else” ird-10,11
http://www.fpml.org/issues/view.php?id=697 2. Should
functions be shared across asset classes? -
E.g., SameCurrency,
same-currency() http://www.fpml.org/issues/view.php?id=744
3. Component
ordering ln-7,8,9
http://www.fpml.org/issues/view.php?id=743
-
E.g., [n]th and [n+1]th
element
http://www.fpml.org/issues/view.php?id=766
Please find attached HTML
renditions of the validation rules* in \trunk\src\validation (4.5). Feel free
to share any thoughts through this forum before the next meeting. Thanks, Lyteck * FYI - Below is a summary of the
validation rules that we upgraded to conform to the new specifications. They
fall into two categories: (a) validation rules tracked as issues in Mantis or
(b) waiting to be noticed and upgraded a.
Logged
as issues: The following 34 issues below
(related to the implementation of the new validation specs) have been fixed in
\trunk (FpML 4.5): -
http://www.fpml.org/issues/view.php?id=616
cd-1 (update) -
http://www.fpml.org/issues/view.php?id=698
eqd-3 (updated) -
http://www.fpml.org/issues/view.php?id=672
eqd-2, eqd-4, eqd-12,
eqd-13, eqd-14 (update) http://www.fpml.org/issues/view.php?id=672
eqd-2b, eqd-4b, eqd-12b, eqd-13b,
eqd-14b (new) -
http://www.fpml.org/issues/view.php?id=699
eqd-6 (updated) -
http://www.fpml.org/issues/view.php?id=700
eqd-15 (updated) -
http://www.fpml.org/issues/view.php?id=683
eqd-19 (updated) -
http://www.fpml.org/issues/view.php?id=684
eqd-20 (updated) -
http://www.fpml.org/issues/view.php?id=685
eqd-23 (updated), eqd-30 (new), (pending: eqd-31, 32) -
http://www.fpml.org/issues/view.php?id=686
eqd-25 (updated) -
http://www.fpml.org/issues/view.php?id=701
eqd-28 (updated) -
http://www.fpml.org/issues/view.php?id=702
eqd-29 (updated) -
http://www.fpml.org/issues/view.php?id=759
shared-4 (updated) -
http://www.fpml.org/issues/view.php?id=559
shared-5 (updated) -
http://www.fpml.org/issues/view.php?id=758
shared-6 (updated) -
http://www.fpml.org/issues/view.php?id=757
shared-7 (updated) -
http://www.fpml.org/issues/view.php?id=756
shared-9 (updated) -
http://www.fpml.org/issues/view.php?id=716
shared-18 (new) -
http://www.fpml.org/issues/view.php?id=717
shared-19 (new) -
http://www.fpml.org/issues/view.php?id=719
shared-20 (new) -
http://www.fpml.org/issues/view.php?id=720
shared-21 (new) -
http://www.fpml.org/issues/view.php?id=721
shared-22 (new) -
http://www.fpml.org/issues/view.php?id=722
shared-23 (new) -
http://www.fpml.org/issues/view.php?id=723
shared-24 (new) -
http://www.fpml.org/issues/view.php?id=724
shared-25 (new) -
http://www.fpml.org/issues/view.php?id=613
ird-5 (update) -
http://www.fpml.org/issues/view.php?id=614
ird-6 (update) -
http://www.fpml.org/issues/view.php?id=695
ird-25 (new) -
http://www.fpml.org/issues/view.php?id=696
ird-29 (new) -
http://www.fpml.org/issues/view.php?id=715
ird-48 (new) -
http://www.fpml.org/issues/view.php?id=689
ird-57 (new) (reopened
by Harry/ TBILL question) -
http://www.fpml.org/issues/view.php?id=690
ird-58 (new) (reopened
by Harry/ TBILL question) -
http://www.fpml.org/issues/view.php?id=734
ln-2 (update) -
http://www.fpml.org/issues/view.php?id=745
ln-7, ln-8, ln-9 (update) -
http://www.fpml.org/issues/view.php?id=585
all (precondition -> condition) b.
Not
logged as issues: A second wave of
changes was applied as a result of reviewing all the other rules (not logged as
issues but requiring refactoring to conform to the new specs. The following 70
rules contained "if" statements now refactored using local <condition>s: -
CD:
cd-1b, cd-2, cd-5, cd-8, cd-9, cd-10, cd-12, cd-13, cd-14, cd-15, cd-16, cd-17,
cd-18, cd-25, cd-26, cd-27, cd-28, cd-29, cd-30, cd-31, cd-32, cd-33, cd-34,
cd-39, cd-41, cd-42, cd-43 -
IRD:
ird-9, ird-10, ird-11, ird-35, ird-36, ird-46, ird-47 -
LOAN:
ln-4, ln-5, ln-10, ln-11, ln-12, ln-14, ln-15, ln-16, ln-17, ln-18, ln-19,
ln-22, ln-24, ln-26, ln-27, ln-28, ln-30, ln-31 -
FX:
fx-2, fx-3, fx-8, fx-9, fx-12, fx-13, fx-14, fx-15, fx-16, fx-20, fx-21, fx-22,
fx-26, fx-29, fx-30, fx-44, fx-45 -
REPO:
repo-1 **************************************************************************************************************************
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