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Hi All, Has anybody came across a need for representing cash setteled commodity forwards? In 5.3 (and in 5.4) there is no way to do this or am I missing something 😮 5.4 has added general metal physical setteled commodity forward but nothing for cash settled forwards. Thanks -L-
L: In commodity FpML the only forwards which are represented by ‘commodityForward’ are physical metal forwards. All other forwards, both physical and financial, are represented using ‘commoditySwap’. Under ‘commoditySwap’ are ‘fixedLeg’, ‘floatingLeg’ and ‘weatherLeg’ all of which are cash settled. Peter Stockman, Co-Chair, FpML Commodity Product Working Group
