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  • July 4, 2014 at 10:47 am in reply to: IRS Initial Stub + 1st Fixing Rate #2225
    jordibarcelo
    Spectator

    Hi, I think that if there is a stub, so the first calculation period is irregular, stubRate should be used. If the first calculation period is regular but you want to define a fixed rate different from the floating rate index, initialRate should be used. Best Regards, Marc tradeheader.com

    July 2, 2014 at 10:42 am in reply to: How to generate a merged fpml-main-4-2.xsd #2215
    jordibarcelo
    Spectator

    HI, You can find a Merged FpML schema since FpML 4.6 Working Draft – April 27, 2009. Otherwise, tools like Oxygen editor includes a Flatten Merge Schema function in order to merge all sub-schemas from the fpml-main to a single flatten schema XSD file. Best regards.

    July 2, 2014 at 10:08 am in reply to: date time value in FPML example #2214
    jordibarcelo
    Spectator

    Hi, This has been fixed in the Subversion Repository. It was published correctly in 5.5 Trial Recommendation. You can find this issue here: http://www.fpml.org/issues/view.php?id=1165 Best regards.

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