FpML Issues Tracker

27: FpML 2.0 Working Draft: Now Available

September 17, 2001

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Documentation

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Summary

Please see below a note from Steven Lord, Chair of the Interest Rate Product Working Group, regarding the publication of the FpML Version 2.0 Working Draft:

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FpML.org has published the FpML Version 2.0 Working Draft. This version extends the standard to include interest rate options (Swaptions, Caps/Floors) and extends the coverage of swaps (FX Resetables, Cancellables, Early Termination Provisions).

This version has not been released as a Last Call Working Draft and as such will be subject to change based on feedback received. It is anticipated that a Last Call Working Draft incorporating any feedback will be published in November 2001.

A copy of the standard can be obtained from: http://www.fpml.org/spec.

Steven

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