Processing FpML®

An Advanced FpML Training Course

Thursday, June 21, 2018

Member $850 U.S.

Non-Member $975 U.S.

Register for Processing FpML®

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Thursday, June 21, 2018


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 modelling. They should have some basic knowledge of Java, XML, and XML Schema. Familiarity with privately negotiated derivatives would be helpful but is not required.

Materials: The class will be equipped with laptops and software necessary to complete the course.

Course Instructor:
Marc Gratacos, Consultant at ISDA and Managing Partner, TradeHeader

8:15 AM Registration and Continental Breakfast

8:40 AM Welcoming Remarks and Course Overview Marc Gratacos

Marc Gratacos, Consultant at ISDA and Managing Partner, TradeHeader

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 re-use existing rules.

10:00 AM Morning Break

10:30 AM Implementing New Rules and Rule Sets

During this session the group will create a custom rule set by using a combination of standard and new rules to test in the validation application.

11:50 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 also learn how to validate party, trade, and security codes.

12:20 PM Luncheon

1:20 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 with their in-house extended schemas.

3:20 PM Afternoon Break

3:40 PM XML Beans

XMLBeans is a technology for accessing XML by binding it to Java types. This session will provide an introduction to XMLBeans and how to use it 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

This session will show participants how to create FpML documents using the Java objects and methods generated by XMLBeans. Participants will then develop documents and validate them.

5:00 PM Conference Concludes

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Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 808 9700. A map to the venue can be found here.You will be required to provide photo identification in order to enter the venue. Please ensure you present this at the ground floor reception or you may be refused entry.

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Marc Gratacos

Consultant at ISDA and Managing Partner


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For more information regarding conferences or exhibition opportunities, please contact the ISDA conference department at +1 212-901-6000  or e-mail