FpML 5.0 Working Draft 2

FpML 5.0 Working Draft 2

February 05, 2008 - Build 2

Note: This is a prototype implementation of FpML 5.0 that supports the ‘views’ concept as described in the Architecture Specification 3.0 [link to http://www.fpml.org/spec/fpml-arch-3-0-wd-2/]. The schemas, examples, and specification are subject to change as a result of user’s feedback and further development from the FpML community.

Used for confirming the precise details of contracts and post-trade business events. It is intended to have similar characteristics to the FpML 1-4 product representation, i.e. a very detailed product representation capturing the details needed for a transaction confirmation.
Used for reporting the Pretrade Terms of derivative transactions. In addition this view also supports Credit Limit Check messages to support Clearing Certainty work flows.

Risk Reporting

Used for reporting trading and business activities and positions (including as part of STP flows), as well as processes such as reconciliation. This view has a moderately loose product representation; it requires key economic information such as the notional, key dates, and parties, but leaves other information optional.

Errata List

View an errata document for this specification.

Master Schema

Master-Schema Technical Paper