https://github.com/slachiewicz/fpml-toolkit2

https://github.com/slachiewicz/fpml-toolkit2

Last synced: 11 months ago
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• Host: GitHub
• URL: https://github.com/slachiewicz/fpml-toolkit2
• Owner: slachiewicz
• License: osl-3.0
• Created: 2021-11-14T02:59:27.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2023-12-04T08:07:14.000Z (over 2 years ago)
• Last Synced: 2025-07-14T00:09:41.176Z (11 months ago)
• Language: Java
• Size: 7.57 MB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 2
• Metadata Files:
  • Readme: readme.htm
  • License: license.txt

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README

          


    HandCoded Toolkit for Java - Release Notes

    

    

    

    

    

    


        Toolkit for FpML Processing


            Java Open Source Release 1.8.1

    


        November, 2015

    


        Copyright (C),2006-2015 HandCoded Software Ltd.


            All rights reserved.

    


    

    


        Introduction

    


        This document accompanies Java 1.8.1 release of the 'HandCoded Toolkit for FpML Processing'

        and describes the contents of the release area. The source code for this release

        is not included but is available from the SVN repository on SourceForge.

    


        License

    


        This toolkit is distributed under the terms if the 'Open Source License "OSL" 

        Version 3.0'. A full copy of the license terms is included in the repository (click

        here to access) and must be distributed

        along with this file if you distribute this code to other parties.

    


        Directory Structure

    


        The ZIP file that contained this release expands into a number of files and sub-directories.

        The following briefly describes the purpose of each.

    

    


        
readme.html (The file you are reading) 

        
license.txt


            


            A copy of the license terms under which the toolkit is distributed. 

        
handcoded.jar


            


            This file contains all compiled Java class files for the toolkit and its demonstration

            applications. 

        
Validate*.bat


            


            Running these files will execute a simple batch validation of a selection of FpML

            examples. Some of the example file distributed with FpML contain some mistakes and

            will output error messages. 

        
Classify*.bat


            


            Running these files will execute a simple program that uses the classification tools

            within the toolkit to identify the financial product within the example files.

        
files-core & files-fpml

            


            Contains an XML catalog file (and its associated schema) used to resolve DTD system

            identifiers/schema namespace URIs to physical file locations and the business rule

            configuration file.

			


                
schemas


                    


                    Contains a subdirectory for each version of the FpML as well as the schema for digital

                    signatures. 

                
data


                    


                    A set of XML data files containing the scheme code values defined by FpML for each

                    release and a set of additional definitions for currency and country codes. 

                
examples


                    


                    A copy of the FpML example file for each schema release. Some may contain mistakes

                    as many have not been properly validated. 

                
test-cases


                    


                    A copy of the FpML validation test files for both valid and invalid case. It is

                    important to note some valid test cases still generate errors, just not the one

                    they are supposed to test.

            

        

        
lib


            


            Contains a copy of the Xerces JAR images used by the example application. See the

            associated readme.txt file for version information.

		

	

	


		Example Applications

	


		The toolkit is accompanied by some simple test scripts that demonstrates its functionality

		and performance.

	


		Validation

	


		The validation scripts (e.g. Validate5-9.bat, etc.) use a simple application (implemented

		as the class demo.com.handcoded.fpml.Validate) to process one or more XML files.

		Running one of the example batch files will process a small selection of FpML examples

		displaying the results to the screen.

	


		At the end of the run the program calculates the average processing time for

		each file and displays the number of rules tested against each file as shown below.

	
>> files-fpml\examples\fpml5-9\confirmation\products\securities\sec-ex001-trade-execution-future.xml

>> files-fpml\examples\fpml5-9\confirmation\products\securities\sec-ex002-trade-execution-exchange-traded-option.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex01-variance-swap-index.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex02-variance-swap-single-stock.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex03-conditional-variance-swap.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex04-dispersion-variance-swap.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex05-dispersion-variance-swap-transaction-supplement.xml

>> files-fpml\examples\fpml5-9\confirmation\products\variance-swaps\eqvs-ex06-variance-option-transaction-supplement.xml

>> files-fpml\examples\fpml5-9\confirmation\products\volatility-swaps\eqvls-ex01-volatility-swap-index-matrix.xml

scheme-31 /requestConfirmation/trade/documentation/masterAgreement/masterAgreementType An unrecognized scheme URI has been used as a qualifier [http://dtcc.com/coding-scheme/master-agreement-type]

>> files-fpml\examples\fpml5-9\confirmation\products\volatility-swaps\eqvls-ex02-volatility-swap-index-mca.xml

== Processed 454 files in 1812 milliseconds

== 250.55187637969095 files/sec checking 480 rules

	


		The application responds to a number of command line options and can be configured

		to test the FpML defined rules (e.g. excludes HandCoded rules including scheme value

		checking) or to use a more streamlined XML parsing technique that only supports

		schema based instances from FpML 4.0 or later. The default configuration is to process

		both DTD and schema based instances which is less efficient.

	


		Futures releases will add further demonstration applications.

	


		Support

	


		If you find a problem using toolkit then please use the forum and bug reporting

		facilities on the SourceForge

			project site to record the issue.

	


		Change History

	


		Changes in 1.1:

	


		
Support for FpML 4.3 LCWD and 4.4 WD

		
Toolkit supports full ISO date/time/dateTime types with time zone offsets.

	

	


		Changes in 1.2:

	


		
Support for FpML 4.4 and 5.0 WD

		
File based configuration for business rules.

		
The NodeIndex class has been enhanced to understand schema type information and

			inheritance by extension/restriction to make it easier to file matching elements.

		
Additional business rule sets for FX, Business Process, Pricing/Risk and references

		
Additional scheme support (including canonical scheme URI changes) 

	

	


		Changes in 1.3:

	


		
Support for FpML 4.5 and 4.6

		
Numerous little fixes

	

	


		Changes in 1.4:

	


		
Support for FpML 4.7 and 5.0 LCWD

		
File handling updated to allow schemas to be within a JAR file for web applications.

	

	


		Changes in 1.5:

	


		
Support for FpML 4.8, 4.9 and 5.1

		
Release meta data has been moved from Java code into an XML data file

		
The Java and C# rule sets have been partially resynchronised.

	

	


		Changes in 1.5.2:

	


		
Support for FpML 5.2 and 5.3

		
Classification has been removed from the open source version of the toolkit.

	

	


		Changes in 1.6:

	


		
Resynchronisation with the C# code base.

		
Lots of improvements to the rules and test files.

	

	


		Changes in 1.6.2:

	


		
Support for FpML 5.4

		
A configuration file has been added to define the default schema set for applications.

	

	


		Changes in 1.7:

	


		
FpML 5.4 materials updated

		
The scheme rule set has been extended to cover more code values.

		
The rule sets for Java and C# have been synchronised.

		
The download ZIP is now password protected. The password is available after registration.

	

	


		Changes in 1.7.1:

	


		
FpML 5.4 materials updated and 5.5 added

	

	


		Changes in 1.7.2:

	


		
FpML 5.5 materials updated and a few minor rule fixes.

	

	


		Changes in 1.7.3:

	

	


		
All of the FpML 5.1 thru 5.6 materials have been refreshed with the latest

		public files.

		
Some internal changes have been made to allow 4.9 to 5.x document conversion to be

		added in a future release.

	

	


		Changes in 1.8:

	

	


		
The materials for FpML 5.6 have been refreshed and versions 5.7 and 5.8 have

		been added.

		
Some new methods have been added to the class library to support other

		HandCoded developments and a number of typos have been fixed.

		
A new experimental trunk area has been added to the repository to allow the code

		to be exported as Maven style Java project. SVN externals are used to

		build the Maven directory structure without duplicating the code base.

		
XInclude is enabled while loading schema meta-data so each schema can

		have its data in a separate file.

	

	


		Changes in 1.8.1:

	

	


		
The materials for FpML 5.9 have been added.