Total Return Swaps and Post Trade Events

[kevinacker]

Does version 4.2 of the specification for total return swaps support post trade events? If not does version 5 support them? Thanks!

[mgratacos]

Hi, What events are you looking for? Version 5 supports them as standalone event elements so you can put them inside most of the message types. Version 4.2 has distinct message types for each event. For example, there is a specific message for a RequestNovationConfirmation. Best Regards, Marc http://www.tradeheader.com

[Author]

Posts