Forward Voltility Agreement on swaption

[mboudiaf]

Hello Did any one think about an extension of this product : FVA on swaptions? Thanks for help Miloud

[mgratacos]

Dear Miloud, FpML currently doesn’t support FVAs on swaptions and we haven’t received a proposal so far but we are happy to consider one to include it as part of the standard. Best regards, Marc

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