Please note that the FpML website will be down for maintenance from 6-8pm, New York time, on December 7, 2023. For further information email info@fpml.org
Hi Amit, There is an example of a zero coupon swap in the current specifications. If you look at version 4.6, there is an interest rate derivatives folder containing the ird-ex32-zero-coupon-swap.xml example. Example that shows a zero coupon swap with the following characteristics: * Floating vs fixed interest streams * Single term payment on both streams at termination date * Periodic compounding allowed on the floating rate stream * Periodic compounding also allowed on the fixed rate stream It is also available online at: http://www.fpml.org/spec/fpml-4-6-3-wd-3/xml/interest-rate-derivatives/ird-ex32-zero-coupon-swap.xml Best regards, Marc
