FpML Issues Tracker
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We should create and publish a new Zero Coupon Swap example that makes business sense.
This issue relates to http://www.fpml.org/ticket/1200/
10/14/20 1:12 pm
Action for firms to see whether they have any example we can use to publish it. Raise it to the Standards Committee if needed.
12/21/20 3:44 pm
We had a call today with Chris (LCH) and Harry (BNP) to discuss the three zero coupon examples provided by Chris. They are ready to be included in the repository.
12/23/20 1:51 am
The new examples provided by LCH have been added to the SVN Repository.
There are two new interest rate zc examples and one new inflation swap zc example.
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