FpML-Com Deferred premium examples and questions

["Owen King" <Owen.King@xxxxxxxxxx>]

Hello all,

 

Following the discussion about deferred premiums at Friday's FpML commodity working group call , I wondered if anyone is able to provide any example confirms that include this arrangement?

 

Additionally, in order to propose a suitable update to the options schema I would be would be grateful for feedback regarding:

 

(a) Whether the Premium Payment Date(s) will always be the same as the Settlement Date(s) or whether there is a need to specify these separately, and

(b) Whether, in the context of a strip of options, the Premium per Unit is normally constant throughout the life of the option or whether it commonly varies between Calculation Periods.

 

Many thanks,

 

Owen King

+44 (0) 20 7071 0137

 

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