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Good afternoon, I am a new user in FpML World and I was wondering if anyone could help me to get started. My first job is extract all the information of a given swap xml. Is there any information available about this topic? Kindly regards, Esther Delgado
Hola Esther, There are several places that you should look at: 1. I’d recommend start reading the Interest Rates Section (Section 6) of the Specifications http://fpml.aws.isda.org/spec/fpml-5-3-5-tr-1/html/confirmation/index.html 2. It useful to look at the Swap examples, section 19 of the Specifications -> Description of Examples -> Section 2 Interest Rate Derivative Examples. Each example contains a business description and how it is represented. 3. There is an FpML User’s Guide that may be a good starting point too: http://www.isda.org/publications/usrguidefpml.aspx. I think there will be a new version available covering version 4 of FpML on the ISDA website very soon. 4. The FpML Editor Viewer is a tool to create FpML examples that may be useful. It is free for all ISDA members http://fpml.aws.isda.org/tools/editor/index.html Hope this helps. Regards/Salutacions, Marc http://www.tradeheader.com
