FpML Issues Tracker
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Liudmyla
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Summary
Hello,
Due to the LIBOR reform, could you please provide the FpML examples of IR swaps (preferable cross currency) with RFR indexes and with <cashflows> component that contains <paymentCalculationPeriod> elements? Such FpML examples are needed to understand what the <cashflows> component should look like for the swaps with RFR indexes.
Best regards,
Liudmyla