FpML Issues Tracker

1278: Request for additional examples OIS

October 12, 2022

closed

Tweak

Have not tried

Examples/Test Cases

5.13 Second Working Draft (Build 2)

XAPWG

MAZA

mgratacos

Summary

Could you please provide additional FpML examples for Fixed/Floating Overnight Interest Rate Swap (OIS) ? It is only two examples provided on the site:

2.12 Example 7 - Fixed/Floating Overnight Interest Rate Swap (OIS)

2.13 Example 7a - Fixed/Floating Overnight Interest Rate Swap (OIS)

Regards, Maksym

 

 

 

 

 

FpML 5.12 Recommendation - Examples (Confirmation View)

Notes:

  • JasonPolis

    03/01/23 11:50 am

    XAPWG is reviewing some proposed examples:

     

  • MAZA

    03/20/23 1:24 pm

    Thank you for adding new examples.

    Regards,

    Maksym

  • JasonPolis

    04/05/23 8:16 am

    No objections raised at XAPWG on 2023-03-29, so will proceed to add these to next FPML working draft.

  • MAZA

    06/15/23 10:14 am

    Ok. Thanks you very much.

    If any other question will arise regarding OIS examples I will create open new tickets.

    Regards,

    Maksym

     

  • mgratacos

    07/18/23 10:54 am

    The two proposed examples have been added to the SVN repository for publication in 5.13 WD2

  • jbaserba

    03/18/24 11:33 am

    Published as part of FpML 5.13 Working Draft 2 on July 31st 2023:

    https://www.fpml.org/spec/fpml-5-13-2-wd-2/html/confirmation/index.html

    Marked as closed.

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