Hi, Can any one let us know how Fx Option Exercise events are handling in FpML 5.3 as part of Dodd Frank Initiative. Do we need to generate two FpML messages one for Parent Option which was exericed and the Child option which was created. For example European Vanilla on exercise will result in FX Trade and do we need to generate one FpML stating that Vanlla Option got exercised and second FpML stating that new FX Trade has been generated.
