FpML Issues Tracker

33: Credit Derivatives in FpML 4.1 LCWD

December 13, 2004

closed

Minor

Always

Request New Feature

hpegeron

benjlis

Summary

Morning,

I would like to find out whether Credit Default Swap Options are supported by FpML 4.1?

Thank you,

Karina Abayeva

Notes:

  • hpegeron

    04/13/05 6:03 pm

    Hi,

    Credit Default Swap Options are not supported in FpML version 4.1. However,
    they are in the Credit Derivatives Working Group charter so you can expect to
    be supported by FpML version 4.2.

    Best Regards,
    -Marc

  • mgratacos

    10/25/06 6:04 am

    CDS Options will be supported in version 4.3 second Working Draft.

  • matthew

    04/04/07 9:50 am

    CDS Options will be supported in version 4.3 third Working Draft. This is postponed because Andrew Parry is on vacation and Andrew is the primary author.

  • mgratacos

    05/29/07 2:12 pm

    CDS Options have been agreed by the Credit Derivatives Working Group and they will be published in FpML 4.3 Third Working Draft.

    • Leave an update

    You must be logged in to post an update.

    Report an Issue

    The FpML Issues Tracker is designed to facilitate public interaction in the standard.

    By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

    Report Issue