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FpML Discussion

Tagged: FpML convertion; 4.7; 5.3;4.6

This topic has 2 replies, 3 voices, and was last updated 5 years ago by Anonymous.

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July 2, 2019 at 6:10 am #16223

AndresTorre
Spectator

Hi,
Is there a quick way of converting FpML version 4.7 to any version 5? is there a schema that can parser both FpML versions, or the SwapsStreams at least?
Thanks
Andres

August 23, 2019 at 5:00 am #16511

mgratacos
Keymaster

Hi Andrés,

The product structure for interest rate swaps has not changed much between 4.7 and 5 so it should be a matter of updating the namespaces/version but the product structure should be the same.

Thanks,
Marc

December 3, 2019 at 4:28 pm #17457

Anonymous
Inactive

I have the same issue. We want to support 4.6 and 4.7 and we are using 4.7 xsd. Is it possible for both 4_6 and 4_7 fix messages to work?
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