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.
12/31/08 12:13 pm
Sorry this was raised as a duplicate of issue 900, as there was a db error on creation.
01/24/20 6:45 am
Check with FpML Cross Asset Working Group whether this is a priority. It’s not a priority within the AWG.
07/02/20 11:04 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.
09/28/20 10:41 am
Closed this issue since it is a duplicate of issue 900 https://www.fpml.org/ticket/900/
Leave an update
You must be logged in to post an update.