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I was not able to find “Total Return Swap” and “Asset Swap” implemented in Fpml-4.1/4.2 schema It will be appreciated if anybody can shed some light on it. Regards, Mahbubul
The Asset Swap representation is supported since version 4.2 but it’s using the ‘swap’ product element adding an optional reference to a Bond underlyer. Look at section 5.2 of the Specification. The Total Return Swap representation is supported explicitly since version 4.2 also. It’s using the ‘returnSwap’ product element. Look at section 9 of the Specification. Hope this helps. Regards, -Marc
