FpML Issues Tracker

1127: FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.

June 21, 2012

closed

Major

Always

FX

Admin

iyermakova

Summary

While reviewing a post on the forum [http://fpml.aws.isda.org/dev/modules/newbbex/viewtopic.php?topic_id=202&forum=4], found that the FpML lost the ability to specify the actual settlement rate option for FX Non-Deliverable Forward and Option.

Attachments

  • d-fx_example_11.xml

    • Notes:

  • iyermakova

    07/03/12 12:51 pm

    FX WG reviewed the issue on June 28:
    – The short term solution in the current FpML model is to use ‘rateSource’ and add the http://www.fpml.org/coding-scheme/settlement-rate-option
    – In FpML 5-4, there will be more explicit support for the settlement rate option, disruption events and fallbacks in the long forms (FX NDF Long Form support is the process of being proposed)

  • iyermakova

    07/12/18 2:20 pm

    The issue is closed.

    The ability to specify settlement rate option and disruption events and fallbacks for FX Non-Deliverable Forward and Option was added in FpML 5.5 – [see http://www.fpml.org/spec/fpml-5-5-10-rec-3/ ]

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