Hello,I'm in the process of mapping the attached confirm to FpML. I'm not sure where the following reference obligation values should go:
Coupon: In the confirm this is defined as 1ML + 2.85%. This may be a bigger question as BondContent.model doesn't seem to support a coupon that is pegged to an index.
Initial Face Amount: This is different from Original Principal Amount.Applicable Percentage: This is a computed value that is dependent on the Initial Face Amount.
Reference Obligation Notional Amount: This is a computed value that is dependent on the Applicable Percentage.
In section 5 this confirm lists multiple Step-up provisions Does inclusion of the stepUpProvision element imply the the listed provisions?
In section 7 this confirm lists additional provisions. Is there a place to include these?
My apologies if I'm missing something obvious. Regards, Robert -- Robert Stowsky President & CEO Brook Path Partners, Inc. 60 State Street Suite 700 Boston, MA 02109 Tel: 617-988-2729 Ext. 00215 Web: http://www.brookpath.com
Attachment:
1-11-06 Deutsche - FHLT - 19599SDJ1 - 1 of 3.pdf
Description: Adobe PDF document