FpML Issues Tracker

1016: basketAmount

August 4, 2010

closed

Minor

Always

Equity Derivatives

Admin

apparry

Summary

FpML supports Basket Amount, yet we can't find this in the ISDA 2002 Equity Master Definitions, nor in the ISDA Confirmations templates.

We have never seen this in ISDA documentation or otherwise, we weight on basket percentage ( relative weight ) or open units ( absolute weight ), both of which are stable expression.

We propose the Basket Amount to be deprecated and removed in the next major version.

Notes:

  • mgratacos

    07/05/11 2:45 pm

    Agreement with Andrew Parry (chair EQDWG) that we should deprecate the basketAmount element.

  • mgratacos

    07/05/11 4:06 pm

    The basketAmount element has been deprecated in trunk (version 4.10) and 5.2 branch.

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