Author: Admin

This note documents changes introduced between FpML Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-1-0-2000-09-25) and FpML Version 1.0 Trial Recommendation 12 March 2001 ( http://www.fpml.org/spec/2001/tr-fpml-1-0-2001-03-12). The FpML IRD Products Working Group, currently focusing on extending the FpML product definitions to include interest rate options, has made a number of changes to the FpML … Continued

The National has been reviewing the FpML Trial Recommendation with a view to the recommended standard and to extend the standard to meet additional requirements for the Bank. In undertaking this process we have have detected what we consider may be a minor omission, in the FRA definition. Currently, the FRA template does not provide … Continued

This e-mail outlines the changes introduced between: FpML Version 1.0 Last Call Working Draft 1 June 2000 ( http://www.fpml.org/spec/2000/wd-fpml-1-0-2000-06-01) and: FpML Version 1.0 Trial Recommendation 25 September 2000 ( http://www.fpml.org/spec/2000/tr-fpml-1-0-2000-09-25). DTD Changes ———– 1. The only changes to the DTD relate to the addition of optional id attributes to a number of elements. Changes Resulting … Continued

Hi there, I want to make you aware of typo errors on page 118. TreatedRate, UnadjustedDate and WeeklyRollConvention should be treatedRate, unadjustedDate and weeklyRollConvention to be conformant with the lowerCamelCase. Regards, Tim Mueller-Seydlitz

It is highly probable that if an FpML product definition is used internally with an organization the FpML may be embedded within some proprietary XML. In such cases it may prove desirable to be able to reference in to the FpML product definition. FpML 1.0 provides a basic reference mechanism based on the use of … Continued