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This topic has 2 replies, 2 voices, and was last updated 12 years, 7 months ago by nikhilpv.

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March 8, 2012 at 9:41 am #1989

nikhilpv
Member

Hi All, Could any one please explain me what is the difference between the below given fields in FpML 5.2 message “Events_model.executionAdviceGroup3.trade.creditDefaultSwap.feeLeg.initialPayment.paymentAmount.CalculationAmount” and “Events_model.executionAdviceGroup3.trade.creditDefaultSwap.feeLeg.initialPayment.paymentAmount.Money”. I could see the fields “amount” and “currency” under both these fields mentioned above. So got confused that under which field I have to map my source field “paymentamount”?

March 16, 2012 at 1:49 pm #1993

iyermakova
Spectator

Hi nikhilpv, You may be looking at FpML extensions? In FpML 5.2, -/executionAdvice/trade/creditDefaultSwap/feeLeg/initialPayment/ component specifies a single fixed payment and contains only payer/receiver model, dates, and paymentAmount of Money type. It does not contain calculationAmount. Regards, Irina Yermakova

April 2, 2012 at 2:05 am #2001

nikhilpv
Member

Thanks Irina…
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