Product Summary
Product Summary
View product coverage for different versions: FpML 5 Product List
The following table contains a summary of the products covered in FpML and the FpML versions they were introduced in:
Asset Class: N/A
Product
Variants
Since
Strategy
3.0
genericProduct (nonSchemaProduct in 5.0 and 5.1)
(to represent an OTC derivative transaction whose economics are not fully described using an FpML schema.)
5.0
Asset Class: IRD
Product
Variants
Since
bulletPayment
2.0
capFloor
2.0
fra
1.0
swap
break clauses (cancelable, extendible, early termination), asset swap (since 4.2), inflation swap (since 4.2) Brazilian swap (since 4.4)
1.0
swaption
American, European, Bermuda, Cash/Physical
2.0
Asset Class: FX
Product
Variants
Since
fxSingleLeg
Spot, Forward, Non-Deliverable Forwards
3.0
fxSwap
3.0
fxOption (fxSimpleOption in 3.x/4.x)
Knock-in and knock-out options, Side averaging rate option*, barrier option*
3.0
fxDigitalOption*
3.0
termDeposit*
Dual Currency Deposit
4.0
Asset Class: CD
Product
Variants
Since
creditDefaultSwap
CDS index (since 4.1), CDS Basket (since 4.2), Loan CDS (since 4.3), CDS on Mortgage (since 4.3)
4.0
creditDefaultSwapOption
4.3
Asset Class: EQD
Product
Variants
Since
equityOption*
various option features/exercise types
3.0
equityOptionTransactionSupplement
4.1
brokerEquityOption*
4.1
equityForward
4.1
returnSwap (formerly equitySwap)
4.0
equitySwapTransactionSupplement
4.1
ividendSwapTransactionSupplement
4.3
varianceSwap*
4.3
varianceSwapTransactionSupplement
4.3
varianceOptionTransactionSupplement
4.6
correlationSwap
4.3
Asset Class: Bond Options
Product
Variants
Since
bondOption
bond, convertible bond
4.3
Asset Class: Commodities
Product
Variants
Since
commoditySwap
financially and physically settled (4.6)
4.5
commodityForward
bullion
4.6
commodityOption
financially-settled, forwards
4.8
commoditySwaption
physically-settled options (formerly in the commodityOption from 4.8 until 5.2)
5.3
* Product not supported in the Transparency view of version 5.
(The following equity products should be modeled as follows in the transparency view:
– equityOption -> use equityOptionTransactionSupplement
– brokerEquityOption -> use equityOptionTransactionSupplement
– varianceSwap -> use varianceSwapTransactionSupplement)