We are pleased to announce the support for Collateral Management (Margin Call Process) in FpML 5.1 WD1.
The first working draft is now publicly available on the FpML website at www.FpML.org.
The FpML Schema, sample margin call messages and collateral documentation are available at http://www.fpml.org/spec/fpml-5-1-1-wd-1/. Specifically, you will find collateral support in the Reporting schema (and section 17 of the Reporting documentation).
Feel free to send feedback and questions to the mailing list or directly to Richard. Your feedback can help improve, refine and validate the model. The plan is to publish a second draft at the end of September with added support for substitution and interest processes.
Thank you all for your participation and contributions.
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