FpML Issues Tracker
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I have the following question regarding the calculation agent in the CreditDefaultSwap scheme.
As you know, starting with ISDA 1999 and ending in 2014, the term calculationAgent, which takes part in many important processes, was often referred to.
In FpML version 5.12 (confirmation), there is no such element for creditDefaultSwap.
In contrast, in swaps and swaptions, such an element exists as a separate. I think it is reasonable to consider adding such an element to the CreditDefaultSwap scheme.
11/29/23 5:23 pm
upd: found the element outside the creditDefaultSwap.
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