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Hi all Proposed extensions to the FpML standard for bonds and other non-derivative instruments were posted on 24th January 2008 (http://fpml.aws.isda.org/documents/extensions.html). Has anyone done any further work in this area? I’m particularly interested in any further extensions which have been made to bond definitions to describe FRNs etc. Many thanks Paul
Hi Paul, We don’t have any additional coverage for the moment. We’ll probably update the extensions to reference FpML version 4.5. If you want to submit a proposal to cover FRNs, happy to add it as part of the extensions. Thanks, Marc
