The following additions have been implemented since FpML 4.7:
- Commodity Derivatives:
- Added support for physically-settled options.
- Equity Derivatives:
- Added support for Pan Asia (Interdealer) Index Swap by adding the following elements:
- dividendValuationDates
- fPVFinalPriceElectionFallback
- specialDividends
- dividendPaymentDate (Lag)
- Also the 'ISDA2009IndexSwapPanAsiaInterdealer' value has been added to the Master Confirmation Annex Type Scheme
- Coding Schemes:
- The following schemes have been updated:
- BrokerConfirmationType
- ContractualSupplement
- CreditSeniority
- InflationIndexSource
- MasterConfirmationAnnexType
- MasterConfirmationType
- SettlementRateOption
- The following schemes have been added:
- CommodityExpireRelativeToEvent