FpML Issues Tracker
5.13 Second Working Draft (Build 2)
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:
07/06/23 6:38 am
- HM: Requests that Accumulator’s components could span asset classes, rather than Equity specific.
There was work on FX accumulators in 2017 for FpML 5-10, with FX accruals and targets. Components should be capable of reuse.
- JB: Doesn’t have FX SMEs, but will reconsider the FX components.
- JB & HM to discuss making proposal more generic to span asset classes.
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