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Good afternoon, We have a real current need to support ‘Futures’ as a product type in FpML. We have used FpML as the core of our DB schema for our existing TradeSTP product. We already support FpML FX cash and FX option instruments for our clients, and are currently undertaking a contract and in order to support Futures and were about to embark on extending the FpML specification inhouse, so that Futures could be slotted in at the Product level of a Trade. Before I went down this path, I was just wondering if there was any existing proposed solution for the support of Futures as a FpML product, or should I just follow the published guidlines for FpML extension? thanks, Richard
Richard I have already written Futures and Options, which has already been accepted as an unofficial extension for FpML, and is only unofficial because ISDA were not fully comfortable extending to exchange traded derivatives, login to FpML.org and download, contact Marc and Irina if you have any problems locating the extension http://www.fpml.org/spec/login.php Regards Andrew
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