FpML Issues Tracker

179: Is quotableProduct going to be extended by any product types other than quotableFxLeg?

May 25, 2006

closed

Feature

N/A

Request New Feature

vera_kolton

mgratacos

Summary

Could someone advise me on the following: I need an ability to model CreditDefaultSwap as a quotable product for the negoitiation process. Is there any way to do it aside from customizing the FpML schema?

Please advise, your help is greatly appreciated! -Vera

Notes:

  • mgratacos

    06/06/06 4:31 am

    Hi Vera,

    FpML has focused so far on the post trade processes. So the short-term term solution is that you’ll have to extend FpML to do that. However, if you have a specific proposal with a model for a quotable CDS, we could discuss it within a working group and include it as part of the standard.

    Marc Gratacos

  • mgratacos

    10/25/06 6:02 am

    This is currently not a priority for Credit Derivatives Working Group, which is focused on CDS Options and CDS on Mortgages.

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