The following additions have been implemented since FpML 4.7 build:
- Commodity Derivatives:
- Added support for physically-settled options.
- Equity Derivatives:
- Added support for Pan Asia (Interdealer) Index Swap by adding the following elements:
- dividendValuationDates
- fPVFinalPriceElectionFallback
- specialDividends
- dividendPaymentDate (Lag)
- Also the 'ISDA2009IndexSwapPanAsiaInterdealer' value has been added to the Master Confirmation Annex Type Scheme
- Coding Schemes:
- The following schemes have been updated:
- InflationIndexSource
- SettlementRateOption
- MasterConfirmationAnnexType
- The following schemes have been added:
- CommodityExpireRelativeToEvent
- The following issues have been resolved:
View PDF for details on schema changes
View PDF for details on validation rules changes