Hi Team,
Could you please suggest how I can map the below attributes in FIXML.
Coupon Settlement Amount : The amount of the coupon that is being settled, only revelant to days when coupon is being settled.
Trade Fixing Flag : A flag to indicate that for trades requiring fixing, whether the trade has been fixed or not.
Margin Frequency : The number of day as determined in the collateral agreement with the client such as daily, weekly, monthly etc.
Regards,
Rahul
@rahulmohanraj: None of these trade attributes have appropriate tags defined in FIX. You may either define 3 new UDFs in the 20000-39999 range or extend the standard TransactionAttributeGrp component which appears in the TradeCaptureReport(AE) in the standard. In the latter case, assuming you assign values 400-402 to your items and you choose the Tenor datatype for Margin Frequency, it would map this way in FIXML:
<TxnAttrb Typ=“400” Val=“123456.78”/>
<TxnAttrb Typ=“401” Val=“Y”/>
<TxnAttrb Typ=“402” Val=“W1”/>
For this to validate against the FIXML schema you will need to extend the enumeration list for <TxnAttrb/Typ>.
I need to point out that the new TransactionAttributeGrp component added with EP254 does not allow user-defined values for TransactionAttributeType(2872). This field does not have a union datatype like “Reserved100Plus” that would allow this. Using UDFs in the 20000-39999 range is FIX compliant.