FpML Issues Tracker

1271: Fx- Asian Feature

July 1, 2021

Normal

confirmed

Feature

Have not tried

FX

Yuva

None

Summary

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

 

Notes:

  • mgratacos

    02/20/22 5:37 am

    Minutes AWG 2022-02-10

    • This should be moved to the FpML Cross Asset Product Working Group. The feature is now available in the CDM model.
    • Action: Move this issue to the XAPWG.

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