FpML Issues Tracker

1271: Fx- Asian Feature

July 1, 2021

Normal

new

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

 

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