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Proposals & Extensions

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March 2, 2009 at 2:25 pm #1728

mboudiaf
Spectator

Hello Did any one think about an extension of this product : FVA on swaptions? Thanks for help Miloud

March 9, 2009 at 12:04 pm #1731

mgratacos
Keymaster

Dear Miloud, FpML currently doesn’t support FVAs on swaptions and we haven’t received a proposal so far but we are happy to consider one to include it as part of the standard. Best regards, Marc
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