November 20, 2023
ISDA has republished the Recommendation for FpML version 5.5 (Build 14)
New York, November 20, 2023 - The International Swaps and Derivatives Association, Inc. (ISDA) has republished the Recommendation for Financial products Markup Language (FpML) version 5.5.
The FpML 5.5 Recommendation (REC 6) is available on the FpML website in the Specifications section at: https://www.fpml.org/spec/fpml-5-5-14-rec-6/
- Transparency View changes:
- [Transparency View] Element step (of type NonNegativeSchedule) made available in notionalSchedule/notionalStepSchedule/
- “step” was already available in Recordkeeping but is also needed for Public Price Dissemination (CFTC Part 43).See https://www.fpml.org/ticket/1335/
- Added example \transparency\products\rtrpt_ex43_irs_step.xml
- [Transparency View] Element step (of type NonNegativeSchedule) made available in notionalSchedule/notionalStepSchedule/
None.
Version Republication
- Please notice that ISDA is not planning to republish subsequent versions of FpML, e.g. 5-6, 5-7, ..., 5-12, with the changes introduced in this 5-5 REC 5 (build 14). Republishing all these versions would be labor intensive and increase the risk of introducing errors.
- The changes introduced in this version 5-5 REC 5 (Transparency and Pretrade views) will be propagated in the next version of FpML under development, i.e. 5-13.
- Please contact us at info@fpml.org should you have any questions or a need for these fields in subsequent versions.