Commodity Options Use Cases

[vikaspansari]

Hello. Do you have any Commodity Option FPML example or use cases (say for asian commodity options)? I am trying to map commodity options in FPML and it appears quite different from Equity ->Feature-> Asian Feature. Thanks and regards.

[iyermakova]

Hello, Have a look at the example 41 (http://fpml.aws.isda.org/spec/fpml-5-6-3-tr-1/html/confirmation/fpml-5-6-examples-frame.html): – FpML File: com-ex41-oil-asian-barrier-option-strip.xml – Confirm: com-ex41-oil-asian-barrier-option-strip.pdf or send your confirm example to the FpML Commodities WG to review. Regards, Irina Yermakova

[pcstockman]

We have created a new example, number 46, which models a simple commodity option: no Asian feature, no multiple expirations, no floating strike, just a one-month financially settling option. It will be published in FpML 5-8. If you would like to see the .xml and example confirmation please email me at peter.c.stockman@deeprivergroup.com and I will send it to you directly.

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