FpML Issues Tracker

1327: knownAmountSchedule section

August 30, 2023

closed

Major

N/A

Interest Rate Derivatives

5.13 Second Working Draft (Build 2)

XAPWG

Iuliia

None

Summary

Hello,

Could you please clarify is the <knownAmountSchedule> section from fpml-ird-5-12 only applicable for Zero Coupon transactions with payment frequency 1T? Or it can be presented for all types of transactions?

Regards,

Iuliia

Notes:

  • JasonPolis

    08/31/23 10:48 am

    XAPWG 2023-08-31:

    Yes. Only for Zero Coupons at 1T.

  • h_mcallister

    09/01/23 6:21 am

    Expanding on this: knownAmountSchedule is potentially useable for any swapStream with deterministic interest payments (i.e. fixed leg). By convention, it is only used in the case of zero-coupon swaps with a contractual bullet payment on the fixed leg.

  • jbaserba

    03/18/24 7:54 am

    Request for information solved. Marked as closed.

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