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General FpML Discussion › Technical & Implementation Questions › IR Fixing Event – in FPML

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  • August 6, 2009 at 11:33 am #1781
    amitmerla
    Spectator

    Is there a way to represent a Fixing event For IR derivatives in FPML?

    August 7, 2009 at 2:56 am #1782
    mgratacos
    Keymaster

    No support for rate fixing at the moment. You’d need to create an extension to support it. Regards, Marc

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