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
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.