FpML Issues Tracker

1343: Request FpML examples for TRS with bond single uderlyer

January 15, 2024

new

Tweak

Have not tried

Examples/Test Cases

none

Liudmyla

None

Summary

Hello,

Could you please provide us with the FpML examples for Total return swap instrument with bond single uderlyer ?

Thank you in advance.

Best regards,

Liudmyla

 

 

Notes:

  • mgratacos

    05/06/24 1:16 pm

    AWG 2024-04-25: the FpML Cross Asset Product WG is working on the inflation linked bond TRS. We would also need a sample of a bond TRS that is not inflation-linked.

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