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Technical & Implementation Questions

This topic has 1 reply, 2 voices, and was last updated 16 years, 6 months ago by mgratacos.

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August 6, 2009 at 11:33 am #1781

amitmerla
Spectator

Is there a way to represent a Fixing event For IR derivatives in FPML?

August 7, 2009 at 2:56 am #1782

mgratacos
Keymaster

No support for rate fixing at the moment. You’d need to create an extension to support it. Regards, Marc
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