Transition to HTTPS July 19 – Be advised that the FpML website has transitioned to secure HTTP on July 19. URLs are now forwarded to HTTPS automatically. Please make sure you update any internal implementation relying on HTTP URLs accordingly. For further information please email info@fpml.org
Is anyone supporting cross currency partial terminations using FpML. Does your message contain the notional being terminated for both legs of the swap? What version FpML supports this?
The termination/sizeChange structure allows to provide two notionals with different currencies. It is available in the latest versions of FpML for sure including 5.9-5.11 but let me check when it was first introduced.
