FpML Issues Tracker
closed
Minor
Always
Interest Rate Derivatives
BrianLynn
h_mcallister
Summary
The BRL-CDI swap example in the IRD folder (#33) does not incorporate the futureValueNotional element, which makes it obsolete with respect to the ISDA 2009 BRL market practice document. Please update the example to correctly reflect current market practice.
Notes:
h_mcallister
10/01/13 4:04 pm