FpML Issues Tracker

Status

assigned

Severity

Feature

Reproducibility

N/A

XAPWG Thread

Waiting for Harry’s feedback. Thinks reset is being confused with the fixing date. Reset date is usually calculation period end date. Usually the fixing is determined a few days before the calculation period end date. Usually using parameters NY -2D prior to reset date. Thinks it can be done today.

You must be logged in to post an update.

The FpML Issues Tracker is designed to facilitate public interaction in the standard.

By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

knownAmountSchedule section in Cross Currency fixed/floating IR Swap

businessCenterScheme – Descriptions need updating to additionally reference 2021 ISDA Definitions where applicable

observationShift (SetInAdvance, Standard, FixingDate)

First Period Start Date in a backdated trade (Example 37)