FpML Issues Tracker

1361: Mark-To-Market Cashflow Examples

October 24, 2024

new

Major

Have not tried

Examples/Test Cases

5.13 Fourth Working Draft (Build 4)

XAPWG

Iuliia

None

Summary

Hello,

could you please clarify how the intermediateExchange amounts (small amounts of money transferred between the parties to compensate exchange rate fluctuations) are represented in the cashflow with mark-to-market condition? For instance, in Cross Currency instruments.

Could you please provide some examples?

Regards,

Iuliia Sydorenko

Notes:

  • jbaserba

    09/05/25 5:24 am

    Assigned to XAPWG for discussion

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