FpML Issues Tracker

1183: BRL swap example obsolete

September 5, 2013

closed

Minor

Always

Interest Rate Derivatives

BrianLynn

h_mcallister

Summary

The BRL-CDI swap example in the IRD folder (#33) does not incorporate the futureValueNotional element, which makes it obsolete with respect to the ISDA 2009 BRL market practice document. Please update the example to correctly reflect current market practice.

Attachments

  • ird-ex33-BRL-CDI-swap.revised.xml

    • Notes:

  • h_mcallister

    10/01/13 4:04 pm

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