FpML Issues Tracker

1281: PremiumAmount

November 4, 2022

Urgent

new

Tweak

Always

Schema

MAZA

None

Summary

Good afternoon,

In the example "2.17 Example 9a - European Swaption, Physical Settlement, Explicit Underlying Effective Date" (see the code extract bellow), it is provided the tag <paymentType>PremiumAmount</paymentType> which do not have domain values and do not say explicitly what premium type can be nestled inside. Is it possible to nestle Swaption`s Spot or Forward premium inside?

<paymentAmount> <currency>EUR</currency> <amount>5000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2018-09-19</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> <paymentType>PremiumAmount</paymentType> </premium> <europeanExercise> <expirationDate> <adjustableDate> <unadjustedDate id="expirationDate-64209470-695">2019-09-17</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters>

Thank you in advance. Hope for asap answer.

Best regards,

Maksym

 

 

 

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