FpML Issues Tracker
Urgent
assigned
Tweak
Have not tried
Examples/Test Cases
MAZA
mgratacos
Summary
Could you please provide additional FpML examples for Fixed/Floating Overnight Interest Rate Swap (OIS) ? It is only two examples provided on the site:
2.12 Example 7 - Fixed/Floating Overnight Interest Rate Swap (OIS)
2.13 Example 7a - Fixed/Floating Overnight Interest Rate Swap (OIS)
Regards, Maksym
Notes:
JasonPolis
03/01/23 11:50 am
XAPWG is reviewing some proposed examples:
MAZA
03/20/23 1:24 pm
Thank you for adding new examples.
Regards,
Maksym
JasonPolis
04/05/23 8:16 am
No objections raised at XAPWG on 2023-03-29, so will proceed to add these to next FPML working draft.