Please note that the FpML website will be down for maintenance from 6-8pm, New York time, on December 7, 2023. For further information email info@fpml.org
Hello
Using the xequestConfirmation,
– we can use OptionExercise message to represent the exercize on an option
But we don’t anything to represent the exercise on a forward
(equity forward, bond forward, commodity forward)
Could you advise ?
Is there a plan for a forwardExercise message ?
I think you would use the optionExercise event since event it is a forward product, you are exercising the option component embedded within it (in case it has it).