FpML Issues Tracker

1278: Request for additional examples OIS

October 12, 2022

Urgent

new

Tweak

Have not tried

Examples/Test Cases

MAZA

None

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

 

 

 

 

 

FpML 5.12 Recommendation - Examples (Confirmation View)

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