FpML 5.0 Working Draft 2

FpML 5.0 Working Draft 2

February 05, 2008 - Build 2

Note: This is a prototype implementation of FpML 5.0 that supports the ‘views’ concept as described in the Architecture Specification 3.0 [link to http://www.fpml.org/spec/fpml-arch-3-0-wd-2/]. The schemas, examples, and specification are subject to change as a result of user’s feedback and further development from the FpML community.
Used for confirming the precise details of contracts and post-trade business events. It is intended to have similar characteristics to the FpML 1-4 product representation, i.e. a very detailed product representation capturing the details needed for a transaction confirmation.
Used for reporting the Pretrade Terms of derivative transactions. In addition this view also supports Credit Limit Check messages to support Clearing Certainty work flows.

Risk Reporting & Collateral

Used for reporting trading and business activities and positions (including as part of STP flows), as well as processes such as reconciliation. This view has a moderately loose product representation; it requires key economic information such as the notional, key dates, and parties, but leaves other information optional.

Errata List

View an errata document for this specification.

Master Schema

Master-Schema Technical Paper