FpML Issues Tracker

1292: Represent Accumulators and Decumulators as products

March 15, 2023

Normal

new

Tweak

Have not tried

Equity Derivatives

paulBagnicki

None

Summary

This item is a proposal to represent Accumulators and Decumulators as products in their own right, with a product representation that has the specific attributes that would provide a rich/fuller picture of this product.

This was attempted by the EQD working group in 2015 but did not have reach a quorum:

https://www.fpml.org/mg_threads/dce272cf/

 

Leave an update

You must be logged in to post an update.