ISDA publishes FpML 5.13 Fourth Working Draft (build 4)

NEW YORK, August 15, 2024 - The International Swaps and Derivatives Association, Inc. (ISDA) published the Fourth Working Draft for Financial products Markup Language (FpML) version 5.13.

The FpML 5.13 draft is available on the FpML website in the Specifications section at: https://www.fpml.org/spec/fpml-5-13-4-wd-4/ 

Changes compared to FpML 5.13 Third Working Draft (build #3) published November 20, 2023:

• [Confirmation View]
• Added support for Interest Rates Total Return Swap Product
• See examples in \confirmation\products\interest-rate-derivatives\ird-ex60, ird-ex61, ird-ex62
• Added Support for Accumulator / Decumulator Product
• See Confirmation/fpml-accumulator.xsd. Examples to be provided in following draft.
• Added Basis Swap Examples
• Including Cross Currency and Fixed Fixed Basis Swaps
• See examples in \confirmation\products\interest-rate-derivatives\ird-ex70 to ird-ex75
• Ongoing Review of Examples
• Interest Rates examples added: \confirmation\products\interest-rate-derivatives\ ird-ex51a-rfr, ird-ex52a-rfr
• Equity Derivatives example added: \confirmation\products\equity-swaps\ trs-ex01a

Please provide feedback to info@fpml.org.