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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

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