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This topic has 1 reply, 2 voices, and was last updated 9 years, 5 months ago by boryann.

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June 20, 2014 at 11:57 am #2187

newcomer_ts
Spectator

Anyone had any experience using Strategy in FpML e.g. Swaption Straddles?

July 1, 2015 at 3:46 pm #2271

boryann
Spectator

I assume swaption straddles are to be represented with populating a specific element available in swaptions structure: ../FpML/trade/swaption/swaptionStraddle and for capFloors by specifying capRateIndex and floorRateIndex on the same trade
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