Credit Default Swap – FpML 5.2

[nikhilpv]

Hi All, Could any one please explain me what is the difference between the below given fields in FpML 5.2 message “Events_model.executionAdviceGroup3.trade.creditDefaultSwap.feeLeg.initialPayment.paymentAmount.CalculationAmount” and “Events_model.executionAdviceGroup3.trade.creditDefaultSwap.feeLeg.initialPayment.paymentAmount.Money”. I could see the fields “amount” and “currency” under both these fields mentioned above. So got confused that under which field I have to map my source field “paymentamount”?

[iyermakova]

Hi nikhilpv, You may be looking at FpML extensions? In FpML 5.2, -/executionAdvice/trade/creditDefaultSwap/feeLeg/initialPayment/ component specifies a single fixed payment and contains only payer/receiver model, dates, and paymentAmount of Money type. It does not contain calculationAmount. Regards, Irina Yermakova

[nikhilpv]

Thanks Irina…

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