FpML Issues Tracker

1360: Request of FpML examples of IRS with RFR indexes and with cashflows/paymentCalculationPeriod component

October 22, 2024

new

Tweak

Have not tried

Architecture

none

Liudmyla

None

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

 

Leave an update

You must be logged in to post an update.

Report an Issue

The FpML Issues Tracker is designed to facilitate public interaction in the standard.

By registering you will be able to submit corrections and comments, generate reports, and view the complete issues archive for FpML.

Report Issue