[mgratacos]

Hi, The FpML Securities Working Group is currently working on adding Repos to FpML version 5.8. Charter of the FpML Securities Working Group: http://www.fpml.org/wgroup/securitieswg/securitieswgcharter.html You can join the working group at: http://www.fpml.org/lists/?p=subscribe&id=38 Best Regards, Marc tradeheader.com

[mgratacos]

Hi Averil, I don’t think there is a notion of tenor for credit indices. All credit indices settle quarterly and that’s implicit in the definition of the index. In the indexReferenceInformation block you can include the series of the index (version), annex, etc. but no tenor. I guess that if you really need to capture the tenor, you’d need to extend the IndexReferenceInformation type. Best Regards, Marc

[mgratacos]

Hi, You can use the party and account structures to represent the fund and the account of the fund. The fund would be represented using the party element while the fund account would be represented using the account element. See snippet below. Within the account structure you can express who is the beneficiary of the account or who the party is that serves that account. … IMGRUS6S INVEST MGR BROKUS33 BROKER 33 CUSTUS3T Custodian FUND100 98765 Hope this helps. Regards, Marc http://www.tradeheader.com

[mgratacos]

What do you mean by floating offset? Regards, Marc

[mgratacos]

No, there isn’t a comment field. You’ll need to extend FpML if you want to use it internally. Since in most of the cases FpML exchanges the legal transaction information, comment fields open a door for overwriting the legal details of the contract and that may cause issues… Regards, Marc http://www.tradeheader.com

[mgratacos]

Hello, I don’t think there is an example of a basis swap (float-float) but if you take the case of a vanilla swap (fixed-float) and you replace the fixed swapStream by a floating swapStream, the result should be a float-float swap. You can use an existing examples as basis http://www.fpml.org/spec/fpml-5-7-4-tr-1/html/confirmation/fpml-5-7-examples-frame.html

[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

[mgratacos]

Instead of using id attributes to contain the information about roles, you should use the structure partyTradeInformation/relatedParty. Id attributes are meant for linking the structures, not to contain business information. ClearingFirm TradeSource ClearingOrganization FpML roles are available at http://www.fpml.org/coding-scheme/party-role-3-3.xml Regarding the accounts, at level 2, the clearing firm would be the beneficiaryParty, right? Also you can add the AccountName to add descriptive information of the account. Hope this helps. Marc http://www.tradeheader.com

[mgratacos]

You can take a look at: http://www.fpml.org/spec/coding-scheme/index.html (section 5.71) or http://www.fpml.org/coding-scheme/floating-rate-index-2-6.xml (xml fortmat) It provides the standard list of floating rate indices. Hope this helps. Marc tradeheader.com

[mgratacos]

I agree that each institution has its own payment type but a simple standard list provided by FpML that can be used for the paymentTypeScheme is available at http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml Best Regards, Marc http://www.tradeheader.com

[mgratacos]

NonNegativeAmountSchedule means that the notional could be 0 or positive. There may be the need for a system to represent a swap with 0 notional, for example after a post-trade event has been applied, for example a full termination. There are systems that after a full termination, the trade is changed to a 0 notional trade. Best Regards, Marc

[mgratacos]

NonNegativeAmountSchedule means that the notional could be 0 or positive. There may be the need for a system to represent a swap with 0 notional, for example after a post-trade event has been applied, for example a full termination. There are systems that after a full termination, the trade is changed to a 0 notional trade. Best Regards, Marc

[mgratacos]

The problem I found with binder is that they are tied to specific version. Marc

[mgratacos]

Thanks for reporting this. We are looking into the issue. I logged it into the issue tracking system http://www.fpml.org/issues/view.php?id=1165 Thanks and Regards, Marc

[mgratacos]

By the way, you may find this spreadsheet I created useful: [url=http://www.fpml.org/documents/groupdocs/FpMLMessagingMapping.xls]http://www.fpml.org/documents/groupdocs/FpMLMessagingMapping.xls[/url] Marc [url=http://www.tradeheader.com]tradeheader.com[/url]

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