FpML Issues Tracker

1307: Request for CrossCurrency Basis and FixedFixed examples

June 13, 2023

new

Tweak

N/A

Architecture

XAPWG

Liudmyla

None

Summary

Hello,

Could you please provide with the FpML examples for InterestRate:CrossCurrency:Basis and InterestRate:CrossCurrency:FixedFixed product types? Also, could you please provide with the FpML examples for InterestRate:CrossCurrency:Basis product type with OIS index where reset frequency is equal to 1D?

Best regards,

Liudmyla

 

Notes:

  • JasonPolis

    07/06/23 6:38 am

    • Members kindly requested to provide further examples.

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