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Why is there no Option Type tag (Put / Call) for an FX Option, but I do see one for Bond Option?

Hello, could you please clarify how the intermediateExchange amounts (small amounts of money transferred between the parties to compensate exchange rate fluctuations) are represented in the cashflow with mark-to-market condition? For instance, in Cross Currency instruments. Could you please provide some examples? Regards, Iuliia Sydorenko

Hello, Due to the LIBOR reform, could you please provide the FpML examples of IR swaps (preferable cross currency) with RFR indexes and with <cashflows> component that contains <paymentCalculationPeriod> elements? Such FpML examples are needed to understand what the <cashflows> component should look like for the swaps with RFR indexes. Best regards, Liudmyla  

Hi, Can you please advise why there is no tag for ‘settlementType’ in the complexType “FxOption”, even though it is present in complexType “BondOption”. I believe it is a standard requirement to denote if the settlement type is cash or physical. Thanks, Brian

Dear colleagues, Could you please clarify the following question: According to fpml schema ird-5-12, Is it possible that the <firstPeriodStartDate> element, which displays the backdated trade, will be included in only one leg (one swaptream) along with the <effectiveDate> element. In this case, the <firstPeriodStartDate> will be absent for the second leg, which will mean … Continued

Good day. I have a question regarding the application of “OIS Compounding.” in interest rate swaps. Specifically, when determining the rate for a Reset Date, it involves calculating the rate of return of a daily compound interest investment. This calculation is done in accordance with one of the following options: lookback, observationShift, or lockout. Within … Continued

Hello, Could you please clarify the question bellow. According to the fpml ird-5-12 scheme, can the <relativeEffectiveDate> structure be at the same time with the <terminationDate> structure in the same swap? This question arose because the fpml validator does not display an error on such a structure where we have <relativeEffectiveDate> and <terminationDate>. At the … Continued

ISDA Digital Assets definitions are not present in the contractualDefinitionsScheme. Proposed to add a code ISDA2023DigitalAsset to the scheme, which would also be consistent with current CDM code for the document.

Originally raised with ANNA DSB but referred to ISDA/FpML There is currently not an FpML Contract Specification for NorthAmericanSovereign so it is not possible to source a correct ISIN/UPI/CFI electronically which lead to error in CFTC  regulatory reporting. Can this be extended?  

We’d like to request a new value to the ContractualDefinitionsEnum to support the 2022 ISDA Verified Carbon Credit Transactions Definitions: https://www.isda.org/book/2022-isda-verified-carbon-credit-transaction-definitions/ Currently, the Contractual Definitions scheme doesn’t support the reference to the ISDA VCC transaction definitions: https://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml The new proposed value is ISDA2022VerifiedCarbonCredit in line with the existing values. The annotation of the value would … Continued