FpML Issues Tracker

1278: Request for additional examples OIS

October 12, 2022

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

 

 

 

 

 

FpML 5.12 Recommendation - Examples (Confirmation View)

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.

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