FpML Issues Tracker

Summary

Hello,

Could you please clarify which version of ISDA definitions should be used when dealing with fpml-eq-shared-5-12 schema for Return Swap with a Bond underlyer.

The definitions of many elements of this schema refer to ISDA 2002 Equity Derivatives Definitions. Is it correct to consider this version of ISDA Equity Derivatives Definitions for other underlying components, particularly Bond? And which versions of ISDA definitions are appropriate for defining current schema elements with a Bond underlyer?

Regards,

Iuliia Sydorenko