Product Summary
Product Summary
View product coverage for different versions: FpML 5 Product List
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 | genericProduct (nonSchemaProduct in 5.0 and 5.1) | (to represent an OTC derivative transaction whose economics are not fully described using an FpML schema.) | 5.0 |
| -"- | strategy | 3.0 | |
| IRD | bulletPayment | 2.0 | |
| -"- | capFloor | 2.0 | |
| -"- | fra | 1.0 | |
| -"- | swap | break clauses (cancelable, extendible, early termination), asset swap (since 4.2), inflation swap (since 4.2), Brazilian swaps (since 4.4) | 1.0 |
| -"- | swaption | (American, European, Bermuda, Cash/Physical) | 2.0 |
| FX | fxSingleLeg | (Spot, Forwards/Non-Deliverable Forwards) | 3.0 |
| -"- | fxSwap | 3.0 | |
| -"- | fxOption (fxSimpleOption in 3.x/4.x) | Knock-in and Knock-out Option, Average Rate Option, Barrier Option | 3.0 |
| -"- | fxDigitalOption | Dual Digital Option | 3.0 |
| -"- | termDeposit | Dual Currency Deposit | 4.0 |
| -"- | fxFlexibleForward | 5.5 | |
| CD | creditDefaultSwap | CDS index (since 4.1), CDS basket (since 4.2), Loan CDS (since 4.3), CDS on Mortgage (since 4.3) | 4.0 |
| -"- | creditDefaultSwapOption | 4.3 | |
| EQD | returnSwap (equitySwap in 4.x) | -"- | 4.0** |
| -"- | equitySwapTransactionSupplement | 4.1 | |
| -"- | equityForward | 4.1 | |
| -"- | equityOption | various option features/exercise types | 3.0* |
| -"- | equityOptionTransactionSupplement | 4.1 | |
| -"- | brokerEquityOption | 4.1 | |
| -"- | correlationSwap | 4.3** | |
| -"- | dividendSwapTransactionSupplement | 4.3 | |
| -"- | varianceSwap | 4.3** | |
| -"- | varianceSwapTransactionSupplement | 4.4 | |
| -"- | varianceOptionTransactionSupplement | 4.6 | |
| Bond Options | bondOption | convertible bond options | 4.3 |
| Commodities | commoditySwap | Physically-settled trades (since 4.6) | 4.5 |
| -"- | commodityOption | Physically-settled options (since 4.8) | 4.5 |
| -"- | commodityForward | 4.6 | |
| -"- | commodityOption | Physically-settled options | 4.8 |
| -"- | Barrier Option | 5.6 | |
| -"- | commodityDigitalOption | 5.6 | |
| -"- | commodityBasketOption | 5.6 | |
| -"- | CommodityPerformanceSwap | (Commodity Return Swap and Commodity Variance Swap) | 5.7 |
* Indicates that the product was first present in this version, however, the structure was changed substantially in 4.1.
**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.
