MDDL and the Quest for a Market Data Standard

Elsevier UK Jobcode:QMS Chapter:Index-H6839 31-7-2007 9:21a.m. Page:298 Trimsize:165

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298 Index

Market Data Definition Language (MDDL)

(Continued)

covered-warrants example 140, 143–5

CPI example 129

creation 29–30, 204

debt securities 30–2, 35–6, 72, 140–50

derivatives 30–2, 85–9, 150–4, 169–71,

200–1, 209

development stages 30–2

Documentation Suite 206–8, 212

domains 31–2, 36–8, 208–9

draft versions 30–2

equities 30–2, 35–6, 80, 85, 140–2,

164–7, 209–10

evolution 20–1, 29–33, 180–1, 203–4,

205–6

examples 30–2, 37, 71–108, 140–58,

160–93, 200–1, 209–10, 220–1

extensions 12, 16, 30, 63–4, 65–8, 78–80,

96–7, 99–103, 114, 129–36

final versions 30–2

financial-instrument types 136

FIX 157–65, 188–9, 218

FIXml 166–7, 188–9

Floating Rate Notes 140–1, 147, 154–5

FpML 26, 29–30, 63, 99, 152, 169–71

future prospects 2, 12

general-pricing examples 85–90

headers 59–61, 65–9, 79–84, 100–3

hierarchical structure 36–7, 61, 152,

154, 209

historical-pricing examples 90–2

index tracker bonds 148–52

index-linked securities 140–1, 146–7

interbank-rates example 126–30, 147

ISO 19312 comparisons 176–9

ISO 20022 168, 179–82, 203–4, 208

issuance examples 71–84

LIBOR example 130, 147

London Market Systems 205–6, 212

major releases 30–2

mapping exercises 205–13

MDML 29–30

MiFID reporting requirements 122–4

minor releases 30–2

mission statement 2

MT564 transformation 134–6

naming conventions 64–6

OAGIS 64, 190–3

opportunities 18

payload concepts 1–2, 183–93

polymorphism concepts 63–4

pricing examples 71, 73, 80–108

properties 35–43, 51–2, 57, 61–3

purposes 2, 11–13, 24, 29–30, 71–2

real-life examples 71–108, 206

reconciliation examples 97–102

regulatory adherence 110–24

RIXML comparisons 172

roll-out policy 16, 30–2, 156

schemas 3, 12, 17, 23, 33, 44–5, 58–61,

65–8, 195–201, 215–16

search facilities 206–7

SOAP 184–8

special-dividends example 131–6

strengths 11–13, 15–18, 19–20, 24, 30–3,

110–11

structural issues 3, 11–12, 33, 35–7, 61,

152, 154

structured products 148–52

subclasses 36–7, 38, 129–36, 208–9

terms 3, 11–12, 17, 29–30, 64, 72,

112–18, 120–4, 127, 133–55, 206–7,

209–13

time and sales examples 96, 97

top-of-book examples 92–4, 162

trade-reporting examples 95, 96

user-driven dangers 12

uses 2, 11–13, 15–18, 24, 30–3, 71–105,

195–202, 207–8

versions 16, 29–32, 33, 36, 43, 72, 80,

85, 89, 98, 124, 145, 146, 153,

179–80, 185, 209

W3C data types 33, 40–3, 68, 185

web services 18, 187, 215–16

workings 35–69

wrappers 59, 61, 68–9, 75, 186–88

XBRL 171–2, 216

zero-coupon bonds 140, 142–5, 148