FpML Issues Tracker

1337: CreditDefaultSwap add calculationAgent element

November 7, 2023

closed

Tweak

Have not tried

Schema

none

MAZA

None

Summary

Good day,

 

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.

Thank you.

 

Best Regards, 

Maksym

Notes:

  • MAZA

    11/29/23 5:23 pm

    upd: found the element outside the creditDefaultSwap.

     

     

     

  • MAZA

    01/04/24 4:36 am

    upd: found the element outside the creditDefaultSwap. Ticket is no longer relevant.

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