FpML Issues Tracker
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
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.
02/05/23 3:00 am
Assigned to XAPWG Cross Asset Class Product Working Group – FpML
02/15/23 7:05 am
- How do we distinguish contractual terms vs derived terms ?
- Also an issue in CDM, which we should look at together.
Some of the same content has different names for the same concepts in different asset classes.
- averaging in relation to strike price, averaging out in relation to valuation.
- FX world models FX strike and FX rate.
- having it self contained in relevant area makes it easier to find. Doesn’t expect model to change as constrained by existing design.
02/17/23 11:45 am
assigned to XAPWG
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