FpML Issues Tracker
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Examples/Test Cases
5.13 Second Working Draft (Build 2)
XAPWG
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.
MAZA
06/15/23 10:14 am
Ok. Thanks you very much.
If any other question will arise regarding OIS examples I will create open new tickets.
Regards,
Maksym
mgratacos
07/18/23 10:54 am
The two proposed examples have been added to the SVN repository for publication in 5.13 WD2
jbaserba
03/18/24 11:33 am
Published as part of FpML 5.13 Working Draft 2 on July 31st 2023:
https://www.fpml.org/spec/fpml-5-13-2-wd-2/html/confirmation/index.html
Marked as closed.