FpML Issues Tracker

1127: FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.

June 21, 2012

closed

Major

Always

FX

Admin

iyermakova

Summary

While reviewing a post on the forum [http://www.fpml.org/dev/modules/newbbex/viewtopic.php?topic_id=202&forum=4], found that the FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.

Attachments

  • d-fx_example_11.xml

    • Notes:

  • iyermakova

    07/03/12 12:51 pm

    FX WG reviewed the issue on June 28:
    – The short term solution in the current FpML model is to use ‘rateSource’ and add the http://www.fpml.org/coding-scheme/settlement-rate-option
    – In FpML 5-4, there will be more explicit support for the settlement rate option, disruption events and fallbacks in the long forms (FX NDF Long Form support is the process of being proposed)

  • iyermakova

    07/12/18 2:20 pm

    The issue is closed.

    The ability to specify settlement rate option and disruption events and fallbacks for FX Non-Deliverable Forward and Option was added in FpML 5.5 – [see http://www.fpml.org/spec/fpml-5-5-10-rec-3/ ]

    • Leave an update

    You must be logged in to post an update.

    Report an Issue

    The FpML Issues Tracker is designed to facilitate public interaction in the standard.

    By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

    Report Issue