ISDA is organizing an FpML virtual conference on July 9, 2020.
The half-day conference will provide a general introduction to FpML and then focus on the Interest Rate Derivatives coverage and how the new ISDA 2020 Interest Rate Definitions will impact FpML implementations.
FpML – an Introduction
During this session, the speakers will provide an overview of FpML’s scope, usage and governance and current focus and discuss how FpML relates to other standards. We will also demonstrate how FpML is constructed taking a simple trade and translating it into FpML.
The speakers will discuss the general FpML architecture, present the most common FpML building blocks and provide examples of how they are used. During the session we will touch on validation rules methods and tools.
Interest Rate Derivatives in FpML and the impact of the ISDA 2020 Interest Rate definitions – part 1
In this first part, we will provide an overview of the Interest Rate derivatives coverage in FpML with a focus on those parts that might be impacted by the upcoming changes in the ISDA 2020 Interest Rate Derivatives Definitions.
Interest Rate Derivatives in FpML and the impact of the ISDA 2020 Interest Rate definitions – part 2
In the second part, the panel will focus on the upcoming ISDA 2020 Interest Rate derivatives changes, their impact on the existing Interest Rate product models and how, and when we expect to cover this in FpML.
For details and registration, visit isda.org/events/FpML