International
Swaps and Derivatives Association, Inc. (ISDA®)
Processing
FpML®
An Advanced FpML Training Course
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October 22, 2008
Global Financial Markets Conference Center
New York
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| Description:
This is a hands-on training course focused on processing and validating
FpML. Participants will learn the necessary concepts on how to process
and validate FpML and they will apply them by doing practical exercises
binding FpML to Java and creating an extensible validation engine
based on open-source technology. The course can be taken following
on from the Extending FpML Advanced Training Course or as a standalone
course for people with prior FpML experience.
Prerequisites: Attendees should
have some exposure to computer systems analysis, software design,
interface design or data modeling. They should have some basic knowledge
of Java, XML and XML Schema. Familiarity with privately negotiated
derivatives would be helpful but is not required.
Requirements
for Course: To participate in the class you will need to
bring a laptop equipped with a Microsoft Windows XP Operating System,
the latest version of java, the Microsoft office suite (excel, word,
power point), USB ports, and a mouse. You will need to have administrative
rights on the computer so that two programs can be installed on
site.
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Course Instructor: Marc Gratacos, FpML Consultant, ISDA
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8:15
AM |
Registration and Continental Breakfast
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| 8:40
AM |
Welcoming Remarks and Course Overview |
| 8:50
AM |
Validating FpML – The FpML Toolkit
During
this session the group will review why FpML validation is necessary.
Participants will learn the structure and scope of an open source
validation engine (FpML Toolkit). An overview of the different tools
that will be used during the day will be provided. |
| 9:10
AM |
Building a Simple Validation Application
During
this session the group will create a simple application using the
FpML Toolkit’s parsing and validation facilities to output the
validation results. |
| 9:30
AM |
Rules and Rule Sets: Theory
This session will provide a step by step review of how validation
rules, rule sets and preconditions are implemented in the FpML Toolkit.
Participants will learn how to create new rules and rule sets, as
well as how to reuse existing rules. |
| 10:00
AM |
Morning Break |
| 10:30
AM |
Implementing New Rules and Rules Sets
During this session the group will create a custom rule set and populate it with a mixture of standard and new rules then try it out in the validation application.
|
| 12:20
PM |
Luncheon |
1:20
AM |
Validating Scheme Based Values
During this session the group will learn how to validate code values
based on a scheme list using the FpML Toolkit. Classes such as Schemes
and SchemeManager will be introduced. Participants will learn
how to validate party, trade, and security codes. |
| 2:00
PM |
Using the FpML Toolkit with an Extended Schema
This session will provide a detailed walk through of how
to expand the coverage of the FpML Toolkit. Participants will learn
how to extend the tool to use their in-house extended schemas. |
3:20
PM |
Afternoon Break |
3:40
PM |
XML Beans
An introduction to a data binding open source tool called XMLBeans and how to use it together with FpML. Participants will learn how to generate a library of Java objects from the FpML Schema. |
4:00
PM |
Creating an FpML Document with XMLBeans
A walk through of how to create FpML documents using the Java objects and methods generated by XMLBeans. Participants will develop documents and validate them. |
| 5:00
PM |
Conference
Concludes |
Agenda
is subject to change
Please click
here for the Conference Registration Form.
CONFERENCE
VENUE: Global Financial Markets Conference Center, 360 Madison Avenue,
17th Floor, New York, NY 10017 Telephone: (212) 901-6000
To
obtain more information, please contact the ISDA conference department
at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG
®
ISDA is a registered trademark of the International Swaps &
Derivatives Association, Inc.
® FpML is a
registered trademark of the International Swaps and Derivatives
Association, Inc.
Copyright ©
2006-2008 International Swaps and Derivatives Association, Inc.
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