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Lucio,
I started comparing the existing FpML Schema with the return swap components against CFDs examples. The conclusion so far is that the schema is capable of supporting CFDs. There is a minor issue with one basket example
but nothing that would prevent from using the existing structures.
I'd like to discuss this today, if possible.
Best Regards,
Marc
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Attachment:
CFD Analysis.xls
Description: CFD Analysis.xls