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  • February 5, 2014 at 5:41 am in reply to: Range Accrual Swap (IR) Representation via FPML #2177
    SAMIRSHEIKH
    Participant

    Hi guys, Does anyone know the status of FPML development for range accruals? Or is there an xsd schema someone has defined that he/she is willing to share. I am in the process of developing one very soon and it will be good to know what other people are doing and maybe we can create something that we can send to Harry and IR derivatives working group for review? Thanks

    March 7, 2013 at 10:45 am in reply to: Range Accrual Swap (IR) Representation via FPML #2091
    SAMIRSHEIKH
    Participant

    Hi Harry, We are in the process of creating FPMLs for IR range accruals. Do you have any update on the status of having standardized FPMLs for these? Thanks

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