FpML Issues Tracker

531: Refactor FX option products into a single product

December 7, 2007

closed

Major

Always

Modeling Task Force

Admin

iyermakova

Summary

Modeling change recommendation: Refactor FX option products into a single product with a variety of features, based on the new generic option model.

Notes:

  • iyermakova

    12/07/07 8:59 pm

    Reviewed at Modeling Task Force on 11/30/2007. Assigned to FX Working Group

  • mgratacos

    04/22/10 4:57 pm

    The FX Working Group has been relaunched. It will tackle the options redesign.

  • iyermakova

    11/02/10 1:42 pm

    This has been addressed in the new FX redesigned model that will be published with FpML-5-1-2-WD-2. In the new model FX Simple Option, FX Barrier Option and FX Averaging Option were refactored into a new generic option model with barrier and asian features.

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