FpML Issues Tracker
assigned
Feature
N/A
Interest Rate Derivatives
XAPWG
philipleach
h_mcallister
Summary
Attached is a proposal for changes to support digital Caps and Floors.
Included in the zip file are :
- Proposal Document - Amended schema (fpml-ird-4-5.xsd). - Example instance document.
Notes:
h_mcallister
03/09/09 5:42 pm
Attached Philip’s zip, as sent to the IRD-WG distribution list
h_mcallister
03/18/09 12:34 pm
Please see attached alternative proposal on digital cap/floors (DigitalCapFloor.BNPParibas.zip). The zip contains:
– proposal document
– schema materials (directory xml)
– examples (xml/interest-rate-derivatives)
The new schema components are all contained in the file fpml-digitalRateCalculation-4-5.xsd, imported by fpml-ird-4-5.xsd. To view the schema changes in context, please see fpml-ird-4-5.xsd, complex types Calculation & Cashflows.
mgratacos
07/02/20 11:05 am
AWG 2020-07-02
The focus of the FpML Cross Asset WG is the 2020 Interest Rate Definitions but after that Digital Cap Floors are the next item to be discussed within the group.
JasonPolis
02/15/23 11:08 am
DigitalCapFloorProposal.BNPParibas.zip appears to be empty.
XAPWG waiting for proposal.