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  • in reply to: Knock (In and Out) #1766
    mshahid
    Spectator

    Thanks Irina for the response. I should have specified in my post the FpML version I’m using… that is 4.5 (recommended). In v4.5, I can see the type TriggerEvent is there, that has multiple schedules, triggerDate, trigger, and featurePayment. But I’m unable to map the following data elements from ISDA with FpML. – Knock-in Price – Knock-in Reference Security – Knock-in Determination Day(s) – Knock-in Valuation Time Even the example of v4.6 you mentioned does not contain the above elements. FYI; for 4.5, I was looking at the example eqd-ex07-barrier-knockout-rebate-long-form.xml for knock-out. So, I would appreciate if you could please guide me to identify the above elements.

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