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FpML Discussion

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  • #1752
    curtia2
    Spectator

    Hi, We are curerntly using FpML 4.2 and thus we covered most of our trades products. There are a few types: Corporate Action , Money Market, Simple Transfer, Repos, Loans, Cash, which we need to represent in a FpML compatible format. Are there schema definitions for these? Thanks, Ana Curticapean

    #1753
    mgratacos
    Keymaster

    Hi Ana, Corporate action is not available. There are a set of extensions available on the FpML website http://www.fpml.org/documents/extensions.html, which would cover some of the products you are listing (e.g. repos). FpML has a bulletPayment product, which I think corresponds to your Simple Transfer. There is also a deposit product. You could create some extensions to include what FpML or the extensions don’t cover. Let me know if you need some guidance on that. Kind Regards, Marc

    #1755
    curtia2
    Spectator

    Thanks for the reply. Bullet Payment structure covers Simple Cash Flow and Simple Transfer trades here, nicely. If I put together a Corporate Action extension, would you mind looking at it? Ana

    #1756
    mgratacos
    Keymaster

    Happy to take a look at it. Kind Regards, Marc

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