Total Return Swap and Asset Swap

[mhsarker]

I was not able to find “Total Return Swap” and “Asset Swap” implemented in Fpml-4.1/4.2 schema It will be appreciated if anybody can shed some light on it. Regards, Mahbubul

[mgratacos]

The Asset Swap representation is supported since version 4.2 but it’s using the ‘swap’ product element adding an optional reference to a Bond underlyer. Look at section 5.2 of the Specification. The Total Return Swap representation is supported explicitly since version 4.2 also. It’s using the ‘returnSwap’ product element. Look at section 9 of the Specification. Hope this helps. Regards, -Marc

[mhsarker]

Thanks much for the confirmation.

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