FpML Issues Tracker

901: Digital CapFloor Proposal

December 31, 2008

closed

Feature

N/A

Interest Rate Derivatives

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:

  • philipleach

    12/31/08 12:13 pm

    Sorry this was raised as a duplicate of issue 900, as there was a db error on creation.

  • mgratacos

    01/24/20 6:45 am

    2020-01-23

    Check with FpML Cross Asset Working Group whether this is a priority. It’s not a priority within the AWG.

  • mgratacos

    07/02/20 11:04 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.

  • mgratacos

    09/28/20 10:41 am

    Closed this issue since it is a duplicate of issue 900 https://www.fpml.org/ticket/900/

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