Good afternoon, In the example “2.17 Example 9a – European Swaption, Physical Settlement, Explicit Underlying Effective Date” (see the code extract bellow), it is provided the tag <paymentType>PremiumAmount</paymentType> which do not have domain values and do not say explicitly what premium type can be nestled inside. Is it possible to nestle Swaption`s Spot or Forward premium … Continued
Hi, we would like to request a new business center for Guayaquil, Ecuador. The proposed code would be ECGU. Thanks, Marc
Hi, could you please clarify why in the example 2.61 Example 53 – XCCY Swap based on OIS, FpML version 5.12 with floating rate index SOFR-OIS-COMPOUND the reset frequency is 3M? As far as known there is not a process or series of “resets” for the floating side of an OIS as there is for the … Continued
Could you please provide additional FpML examples for Fixed/Floating Overnight Interest Rate Swap (OIS) ? It is only two examples provided on the site: 2.12 Example 7 – Fixed/Floating Overnight Interest Rate Swap (OIS) 2.13 Example 7a – Fixed/Floating Overnight Interest Rate Swap (OIS) Regards, Maksym FpML 5.12 Recommendation – Examples … Continued
In Examples 2.11 Example 6a – Fixed/Floating Cross Currency Interest Rate Swap and 2.60 Example 52 – XCCY Swap with a Fallback in version FpML 5.12, the FpML code for fixing legs specifies the compounding method. At the same time, payment frequency and calculation period frequency coincide, respectively, there is no sense in using the compounding method. … Continued
In the fpml repo model, how do we distinguish between a repo and a reverse repo trade. what would be the ISDA product type for Repo and Reverse repo
The newly added business centre of Yaoundé (capital of Cameroon) is currently assigned the code `CFYA`, description: Yaounde, Central African Republic. At least the description should say: Yaounde, Cameroon. Potentially, the code should be corrected to `CMYA` if the ISO 3166-1 rule applies here.
In the current ISDA 2021 Interest Rate Definitions publication process, the version number is a critical part of the process. New versions of the Defs will replace the publication of the supplements to the Defs. We propose to add a new contractualDefinitionsVersion element inside the documentation element and create a choice between the existing contractualTermsSupplement … Continued
The short sale coding scheme value NTAV does not correspond to the standard used for reporting defined by ESMA’s transaction reporting validation rules. See rule 192, field short selling indicator: https://www.esma.europa.eu/document/transaction-reporting-validation-rules-2021-update
Currently in FX Asian feature, there is no way to represent schedule for strike (especially average strike option or double average option) But in Equity derivatives – Asian features, this feature is available. Please could you extend the equity -Asian feature to fx Asian feature Thanks