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General FpML Discussion Technical & Implementation Questions Inflation linked swap support in FpML

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    Anonymous
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    Hi, I need some help on FpML representation of inflation linked swaps. Do the ‘swapStream’ node has provision to support inflation linked swap leg details? e.g. Consider following swap Receive -> Returns of inflation linked bond ( LIBOR+10bp with inflation adjustment with UK-RPI Index) Pay -> 3% fixed How the receive leg can be represented in SwapStream schema? I tried with floatingRateCalculation and inflationRateCalculation node in swapStream. But these nodes are from subtitution group, so only one of them can be present in the leg. So, the question is how to represent such leg in FpML swap schema? Regards/Vijay

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