Product Summary
Product Summary
The following table contains a summary of the products covered in FpML and the FpML versions they were introduced in:
| Asset Class | Product | Variants | Since |
|---|---|---|---|
| n/a | strategy | 3.0 | |
| IRD | swap | break clauses (cancelable, extendible, early termination), asset swap (since 4.2), inflation swap (since 4.2), Brazilian swaps (since 4.4) | 1.0 |
| fra | 1.0 | ||
| bulletPayment | 2.0 | ||
| capFloor | 2.0 | ||
| swaption | (American, European, Bermuda, Cash/Physical) | 2.0 | |
| FX | fxSingleLeg | (Forwards, Non-Deliverable Forwards) | 3.0 |
| fxSwap | 3.0 | ||
| fxSimpleOption | knock-in and knock-out options | 3.0 | |
| fxAverageRateOption | 3.0 | ||
| fxBarrierOption | dual and window barrier options | 3.0 | |
| fxDigitalOption | dual digital option | 3.0 | |
| termDeposit | 3.0 | ||
| CD | creditDefaultSwap | CDS index (since 4.1), CDS basket (since 4.2), Loan CDS (since 4.3), CDS on Mortgage (since 4.3), CDS option (since 4.3) | 4.0 |
| Equities - EQD | equityOption | various option features/exercise types | 3.0* |
| brokerEquityOption | 4.1 | ||
| equityOptionTransactionSupplement | 4.1 | ||
| Equities - EQS | equitySwap | variance swap (since 4.1), total return swap (since 4.2), correlation swap (since 4.3) | 4.0** |
| equitySwapTransactionSupplement | 4.1 | ||
| dividendSwapTransactionSupplement | 4.3 | ||
| varianceSwapTransactionSupplement | 4.4 | ||
| Equities - EQF | equityForward | 4.1 | |
| Bond Options | bondOption | convertible bond options | 4.3 |
| Commodities | commoditySwap | Physically-settled trades (since 4.6) | 4.5 |
| commodityOption | 4.5 | ||
| commodityForward | 4.6 |
* Indicates that the product was first present in this version, however, the structure was changed substantially in 4.1. New Implementations are strongly advised to use 4.1 for this product.
**Indicates that the product was first present in this version as equitySwap, however, the structure was changed substantially in 4.1 and specially 4.2, when it was renamed returnSwap. New implementations are strongly advised to use 4.2 for this product.
