June 18, 2018

FpML Cross Asset Class Product Working Group – Call for Participation

The FpML Standards Committee approved the start of a new working group which will further develop and maintain the FpML product architecture. The FpML Cross Asset Class Product Working Group will deal with open product questions for all asset classes. In addition the group will be responsible for any product model extensions.

The charter of the working group which outlines the mission and the scope can be found at: FpML-5-11-cross-asset-class-product-wg-charter-2018a.pdf. Some of the items the group will initially focus on include:

• Product maintenance and maintenance of the product reference data (coding schemes).

• Product-agnostic TRS framework (in collaboration with the AWG).

• Review of the product models for the CDM framework.

• Review of the interest rate products as part of the new 2019 interest rate definitions (replacing the 2006 definitions).

• Documentation for the 2006 IR definitions and 2014 Credit Definitions.

The kick-off meeting is planned mid July 2018.

 

To participate in the working group, please sign up at: http://www.fpml.org/join-working-groups (Click “Request” to be added to the “FpML-XAPWG: FpML Cross Asset Class Product Working Group”)

 

Working Group Chair – If you are interested in chairing the working group, or would like to recommend a colleague, please contact Karel Engelen (ISDA) at kengelen@isda.org.

 

For further questions, contact info@fpml.org.

The FpML Team