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FpML-FIX [fpmlwg@xxxxxxxxxxxxxxx] [Fwd: CME FIXML/FpML Sample]



Title: CME FIXML/FpML Sample

From: Robert Stowsky [mailto:rstowsky@xxxxxxxxxxxxx]
Sent: Friday, December 08, 2006 8:24 AM
To: fpmlwg@xxxxxxxxxxxxxxx
Subject: [fpmlwg@xxxxxxxxxxxxxxx] [Fwd: CME FIXML/FpML Sample]

 

From Matt Simpson:




Guys

Here is a sample message which represents CME’s plans carrying an FpML definition in a FIXML message. In this case, a strip of Eurodollar futures has been substituted for an interest rate swap. The IRS definition is carried in the message as a reference to the original/underlying deal. You can share this with the working group.

<<CME_IRS_Substitution_Example.xml>>



 
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Attachment: CME_IRS_Substitution_Example.xml
Description: CME_IRS_Substitution_Example.xml