FpML Issues Tracker
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Could you please clarify if the presence of the <paymentDaysOffset> element in the cross-currency IRS has an impact on the dates <cashflows>/<principalExchange>/<unadjustedPrincipalExchangeDate> or <cashflows>/<principalExchange>/<adjustedPrincipalExchangeDate>? Or these dates are the Effective date for the initial exchange and the Termination date for the Final exchange and the <paymentDaysOffset> element (if it is present in a <swapStream>) doesn't have an impact on these dates?
Could you please provide us with the example for ross-currency IRS with <paymentDaysOffset> and <cashflows> elements?
08/31/23 10:30 am
The offset is not intended to apply to the exchange dates,
08/31/23 10:32 am
Some people want the flexibility to change the exchange dates.
In these cases the dates can be specified in:
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