FpML Issues Tracker

Contrarily to other types of options, FX Options are considered to be put and call simultaneously (when you buy a currency you are necessarily selling another currency). Therefore the implementation uses elements <putCurrencyAmount> (for the currency you have the right to sell) and <callCurrencyAmount> (for the currency you have the right to buy). The option as a whole does not have an option type tag because they are always put and call at the same time (note that both put and call amounts are mandatory).