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Hi, is there somewhere in FpML (4-x) to put an identifier to specify the credit default curve (or the currency of the credit default curve) to use for valuing a CDS? Thanks, Jon edit: sorry – think i am looking for FpML @xsi:type=”RequestValuationReport”/tradeValuationItem/valuationSet//*
Hi Jon, I don’t think there is any for the identifier. You could use the name of the valuation set, used to understand what it means. E.g., “EOD Values and Risks for Party A”. Regards, Marc
