FpML Issues Tracker
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