FpML Issues Tracker
Interest Rate Derivatives
Attached is a proposal for changes to support digital Caps and Floors.
Included in the zip file are :
- Proposal Document - Amended schema (fpml-ird-4-5.xsd). - Example instance document.
03/09/09 5:42 pm
Attached Philip’s zip, as sent to the IRD-WG distribution list
03/18/09 12:34 pm
Please see attached alternative proposal on digital cap/floors (DigitalCapFloor.BNPParibas.zip). The zip contains:
– proposal document
– schema materials (directory xml)
– examples (xml/interest-rate-derivatives)
The new schema components are all contained in the file fpml-digitalRateCalculation-4-5.xsd, imported by fpml-ird-4-5.xsd. To view the schema changes in context, please see fpml-ird-4-5.xsd, complex types Calculation & Cashflows.
07/02/20 11:05 am
The focus of the FpML Cross Asset WG is the 2020 Interest Rate Definitions but after that Digital Cap Floors are the next item to be discussed within the group.
02/15/23 11:08 am
DigitalCapFloorProposal.BNPParibas.zip appears to be empty.
XAPWG waiting for proposal.
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