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General FpML Discussion Technical & Implementation Questions Equity – Cash Settled Index Option

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  • #1761
    mshahid
    Spectator

    I’m trying to map the “Equity – Cash Settled Index Option Transaction” with the FpML for Confirm generation. Is there a mapping or example already done for this product with FpML? If yes; I would appreciate for the example or mapping file. If no mapping is done, which Class of FpML is best suited to start from… should I use equityOptionTransactionSupplement OR equityOption? As you know ISDA document “Confirmation-EDD” already specifies all the data elements required for this transaction. But I’m unable to find the data elements mapping with the FpML. Thanks in advance.

    #1762
    iyermakova
    Spectator

    There a many examples for Cash Settled Index Option Transaction in FpML, in long form (equityOption) and short form (equityOptionTransactionSupplement) http://www.fpml.org/spec/fpml-4-6-3-wd-3/html/fpml-4-6-examples-frame.html Take a look at 6-Equity Options Examples. Kind Regards, Irina Yermakova

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