FpML Initial Design Tradeoffs - ibiblio - The Publics Library and 协议的初始设计的折衷ibiblio -公共图书馆和.pptVIP

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FpML Initial Design Tradeoffs - ibiblio - The Publics Library and 协议的初始设计的折衷ibiblio -公共图书馆和.ppt

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FpML Initial Design Tradeoffs - ibiblio - The Publics Library and 协议的初始设计的折衷ibiblio -公共图书馆和

Axel Kramer—axel@2 Fragment Art Research, Inc. What is FpML? “Financial Products Markup Language” XML-based language Representation of interest rate and foreign exchange derivatives and related information Initially: represent client view represent data, not messages Simple Interest Rate Swap Client View Why is this interesting? Currently labor-intensive manual process High transactional friction Leverage electronic processing: C2B, B2B inside B, inside C new kind of services Who is working on FpML? Driven by financial industry. Initially collaboration between J.P.Morgan and PriceWaterhouseCoopers. Shift to open process, broad support by market participants, vendors, and software companies. What is the current status? Initial working draft published: www.FpML.org Next steps: get organizational structure and process in place Initiate working groups Initiate prototypical implementations Why am I here? Talk about the “XML-How”… Present some of the issues Communicate tradeoffs that were made Solicit feedback Spark YOUR interest! Main Issues Objects Composition Validation References Objects—Goals Organize data with an object oriented point of view. Follow instance of a class/instance variables paradigm. “Interface-based” types of instance variables. Objects—Our choices Strict naming conventions to tell object and its state apart. Use of namespaces to keep classes apart (mostly). No reliance on positional information, except in named and anonymous collections. Objects —FpMLExamples …fragment out of fixed stream isfi:initialPrincipalPayment p:Payment xmlns:p=urn:fpml-Payment p:paymentDate d:AdjustableDate d:date1999-06-06/d:date d:businessDayConventionModifiedFollowing/d:businessDayConvention d:adjustmentsReferenceprimaryBusinessCenters/d:adjustmentsReference /d:AdjustableDate /p:paymentDate p:paymentAmount m:Money m:ccyUSD/m:ccy m:amount1000000/m:amount /m:Money /p:paymentAmount /p:Payment /isfi:initialPrincipalPayment