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Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.
A number of data elements defined in FpML are restricted to holding one of a limited set of possible values, e.g. currency, business centers, etc. Such restricted sets of values are frequently referred to as domains.
Domains in FpML that are expected to change over time are coded using a strategy that has been defined by the Architecture Working Group, referred to as 'Coding Schemes'.
Each Coding Scheme is associated with a URI. Coding Schemes can be categorized as one of the following:
* An external coding Scheme, which has a well-known URI. In this case the URI is assigned by an external body, and may or may not have its own versioning, date syntax and semantics.
* An external coding Scheme, which does not have a well-known URI. In this case FpML assigns a URI as a proxy to refer to the concept of the external Scheme. URI will not be versioned.
* An FpML-defined coding Scheme. In this case the Scheme is fully under FpML control and the URI will change reflecting newer versions and revisions as the scheme evolves and changes.
A coding scheme provides alternate identifiers for one identity. It is not used to identify things other than the identity of the thing that contains it.
The "codelist.zip" file contains the following coding Scheme XML files:
FpML Schemes (represented in XML)
================================
account-type
accruing-fee-type
action-type
algorithm-role
allocation-reporting-status
allocation-settlement-task-type
applicable-purpose
applicable-transaction-type
approval-type
asset-class
asset-measure
assignment-fee-rule
benchmark-rate
broker-confirmation-type
bullion-delivery-location
business-center
business-process
cashflow-type
cdx-index-annex-source
cftc-commodity-code - (The CFTC based code for Large Trader Position Reporting (Part 20) purposes)
cftc-commodity-reference-price - (Deleted. Replaced by The CFTC based code for Large Trader Position Reporting (Part 20) purposes is no longer supported by CFTC. Replaced with ISDA commodity-reference-price)
cftc-organization-type (status-working-draft)
clearance-system
clearing-exception-reason
clearing-status
collateral-arrangement
collateral-asset-definitions-1-0
collateral-dispute-resolution-method-reason
collateral-interest-response-reason
collateral-margin-call-response-reason
collateral-response-reason
collateral-retraction-reason
collateral-substitution-response-reason
collateral-type
collateralized-exposure-grouping
commodity-business-calendar
commodity-coal-product-source
commodity-coal-product-type
commodity-coal-quality-adjustments
commodity-coal-transportation-equipment
commodity-delivery-risk
commodity-environmental-tracking-system
commodity-expire-relative-to-event
commodity-floating-rate-index
commodity-frequency-type
commodity-fx-type
commodity-information-provider
commodity-market-disruption
commodity-market-disruption-fallback
commodity-metal-brand-manager
commodity-metal-brand-name
commodity-metal-product-type
commodity-metal-shape
commodity-oil-product-grade
commodity-oil-product-type
commodity-pay-relative-to-event
commodity-quantity-frequency
commodity-reference-price (starts with v-3-0 ISDA CRP)
commodity-reference-price-1-0 - (version 1-0 - not in use)
commodity-reference-price-2-0 - (Deprecated. Replaced by cftc-commodity-reference-price)
compounding-frequency
compression-type
confirmation-method
contractual-definitions
contractual-supplement
corporate-action
coupon-type
credit-approval-model
credit-document
credit-limit-check-reason
credit-limit-type
credit-matrix-transaction-type
credit-rating-agency
credit-seniority
credit-seniority-trading
credit-support-agreement-type
csa-dealer-status-entity-classification
csa-local-party-status-entity-classification
cut-name
currency-defaults (available only in value-added set-of schemes)
date-adjustment-type (status-working-draft)
day-count
day-count-fraction
declear-reason
delivery-method
derivative-calculation-method
designated-priority
determination-method
embedded-option-type
entity-classification
entity-classification-csa-dealer-status - (Deleted. Replaced by csa-dealer-status-entity-classification)
entity-classification-csa-local-party-status - (Deleted. Replaced by csa-local-party-status-entity-classification)
entity-classification-esma - (Deleted. Replaced by esma-entity-classification)
entity-classification-sec - (Deleted. Replaced by sec-entity-classification)
entity-type
equity-matrix-transaction-type
esma-currency-pair-classification
esma-entity-classification
esma-mifir-otc-classification
esma-mifir-short-sale
esma-mifir-trading-capacity
esma-mifir-trading-waiver
esma-reporting-boolean
esma-product-classification
event-status
event-type
exchange-date
execution-type
execution-venue-type
exposure-type
currency
facility-feature
facility-type
floating-rate-index
floating-rate-index-loan - (Deleted. Replaced by loan-floating-rate-index)
fx-template-terms
generic-exercise-style
governing-law
hedge-type
holding-posted-collateral
independent-amount-determination
independent-amount-eligibility
ineligible-party-reason-type- (status-working-draft)
inflation-index-description
inflation-index-source
inflation-main-publication
information-provider
initial-margin-interest-rate-terms
interpolation-method
lc-purpose
lc-type
legal-document-name
legal-document-publisher
legal-document-style
lender-classification
link-type
loan-floating-rate-index (Deprecated in FpML 5-12. Replaced by floating-rate-index + metadata field "InLoan")
loan-covenant-obligation-category-type (status-working-draft)
loan-covenant-obligation-metric-adjustment-type (status-working-draft)
loan-covenant-obligation-metric-type (status-working-draft)
loan-covenant-obligation-numerator-denominator-type (status-working-draft)
loan-covenant-obligation-task-type (status-working-draft)
loan-covenant-obligation-type (status-working-draft)
loan-legal-action-approval-status-type (status-working-draft)
loan-legal-action-status-type (status-working-draft)
loan-legal-action-type (status-working-draft)
loan-legal-action-task-type (status-working-draft)
local-jurisdiction
local-status
margin-quote-type
market-disruption
master-agreement-type
master-agreement-version
master-confirmation-annex-type
master-confirmation-type
matrix-type
mortgage-sector
no-settle-period-type
non-iso-currency
option-type
organization-characteristic
organization-type
org-type-category
originating-event
package-type
party-group-type
party-relationship-type
party-role
party-role-type
rate-administrator (available only in value-added set-of schemes)
person-role
perturbation-type
position-change-type
position-status
position-update-reason-code
pretrade-party-role
price-quote-units
pricing-context
pricing-input-type
pricing-model
product-taxonomy
product-type-simple
query-parameter-operator
quote-timing
reason-code
region
regulatory-corporate-sector
reporting-boolean
reporting-currency-type
reporting-level
reporting-purpose
reporting-regime
reporting-role
report-status
requested-action
requested-collateral-allocation-action
requested-withdrawal-action
resource-type
restructuring
scheduled-date-type
sec-entity-classification
service-advisory-category
service-processing-cycle
service-processing-event
service-processing-step
service-status
set-of-schemes (catalog of all schemes)
settled-entity-matrix-source
settlement-day
settlement-method
settlement-price-default-election
settlement-price-source
settlement-rate-option
sftr-action-type
sftr-credit-quality
spread-schedule-type
supervisory-body
tax-form-type
terminating-event
trade-cashflows-status
trade-settlement-task-type
trading-party-role
transaction-characteristic
transport-currency
unit-role
verification-method
verification-status
weather-data-provider
weather-index-reference-level
withdrawal-reason
withholding-tax-reason
External Schemes (represented in Specification, not in XML)
===========================================================
countryScheme - provides codes for country
creditRatingScheme - Contains a code representing the credit rating agencies
creditRatingNotationScheme - Contains a code representing the credit rating i.e., an evaluation of the credit worthiness of a debtor.
creditRatingScaleScheme - The scale, which can be used to qualify the exposure duration, e.g., long term, short term, ...
currencyScheme - provides codes for currency
debtTypeScheme - The debt, which provides the ability to distinguish between the type of debt, e.g., high yield, deposit, ...
entityIdScheme - qualifier for using entity identifiers
entityNameScheme - specifies entity names used
exchangeIdScheme - specifies a set of exchange identifiers
floatingRateIndexScheme - allows floating rate index code definitions - (represented in xml)
industryClassificationScheme - Contains a code representing the party's industry sector classification
instrumentIdScheme - specifies a set of instrument identifiers
interconnectionPointScheme - Identification of the border(s) or border point(s) of a transportation contract. Use the list of EIC codes for timelines for electricity (T Codes) or the list of EIC codes for measurement points for gas (Z Codes).
issuerIdScheme - provides code for identifying issuers of Unique Swap IDs (USIs), also known as Unique Transaction Identifiers. This code follows the CFTC's 10 character issuer identification system, which begins with 102 or 103 to identify CFTC vs. NFA issued organization identifiers.
partyIdScheme - provides codes for identification of parties
personIdScheme - scheme to Identify the type of person identifier. Alternatives: Identification of a person using a National Identity Number; Identification of a person using a Passport Number; Identification of a person using a concatenation of fields.
productTypeScheme - Identification using a CFI Code (Classification for Financial Instruments - ISO 10962). CFI, ESMA sub asset class and FISN are Alternative to ISDA product taxonomy
routingIdCodeScheme - The specification of the routing id code, which can be used to determine the coding convention for the settlement
timezoneLocationScheme - Specific geographic location codes for which the time number is the prevailing time.
weatherStationAirportScheme - A code identifying a Weather Station Airport (based on the the IATA standard) in ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT
weatherStationWBANScheme - A code identifying a Weather Station WBAN in ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT
weatherStationWMOScheme - A code identifying a Weather Index WMO in ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT
Additional Information
======================
The Coding Schemes follow the content model defined by the CodeList.xsd schema file.
The FpML coding Schemes have been validated using Xerces J v 2.4.1.
For more information about Code Lists, visit:
http://www.genericode.org/
http://www.idealliance.org/proceedings/xml04/abstracts/paper86.html