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General FpML Discussion Proposals & Extensions Exchange Traded Equity Index Option

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  • #1957
    venkatesan11
    Participant

    Hi, I have a question. Is FPML 5.0 version (Including extended products) support exchange traded equity index option. Whether Equity Derivative Option product support this? Thanks in advance. Cheers, Venkat

    #1958
    mgratacos
    Keymaster

    They are not supported by the core FpML but you should take a look at the FpML Security Extensions developed by JPMorgan http://www.fpml.org/documents/extensions.html They have support for exchange traded equity options with an index underlyer. In the zip package with the examples there is an example of an exchange traded equity option product (Option.TradeCreated.xml). Hope this helps.

    #1964
    venkatesan11
    Participant

    Thank you very much.

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