Bonds and other non-derivative instruments

[paultabor1]

Hi all Proposed extensions to the FpML standard for bonds and other non-derivative instruments were posted on 24th January 2008 (http://www.fpml.org/documents/extensions.html). Has anyone done any further work in this area? I’m particularly interested in any further extensions which have been made to bond definitions to describe FRNs etc. Many thanks Paul

[mgratacos]

Hi Paul, We don’t have any additional coverage for the moment. We’ll probably update the extensions to reference FpML version 4.5. If you want to submit a proposal to cover FRNs, happy to add it as part of the extensions. Thanks, Marc

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