Having problems translating 4.3 doc into code

[fpmladmin]

Hi, I am new to FpML – I have been using your website and working group draft of 4.3 version. I have issues finding out under what types to include elements that I choose – such as interestShortFallCap Can someone help me? Thank you, Alex

[fpmladmin]

Hi Alex, An FpML document is a representation of an ISDA agreement. Elements such as interestShortFallCap correspond to their respective provisions of a particular agreement. In the case of interestShortFallCap: it corresponds to the Interest Shortfall Cap provision (2003 ISDA Credit Derivatives Definitions) of a Credit Default Swap. In an FpML document its XPath is: /FpML/trade/creditDefaultSwap/protectionTerms/floatingAmountEvents/interestShortfall/interestShortfallCap. In deciding which elements can go under what type you really need to start at the root element and work outward. Regards, Robert

[Author]

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