Equity and equity index future FpML representation

[Anonymous]

Hi, I was investigating how equity and equity index futures can be represented in FpML. I found equityForward schema which is useful for equity forwards. Is there any way to represent equity and equity index futures in FpML? Regards/Vijay

[andrew]

Traditionally FpML has not modelled securties transactions although this will hopelfully change shortly – There are new working groups being formed to look into this. The instrumentTradeDetails product can be used to represent a position but I for one would like to see it replaced with a more comprehensive set of models for securities products.

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