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
Hi Amit, There is an example of a zero coupon swap in the current specifications. If you look at version 4.6, there is an interest rate derivatives folder containing the ird-ex32-zero-coupon-swap.xml example. Example that shows a zero coupon swap with the following characteristics: * Floating vs fixed interest streams * Single term payment on both streams at termination date * Periodic compounding allowed on the floating rate stream * Periodic compounding also allowed on the fixed rate stream It is also available online at: http://fpml.aws.isda.org/spec/fpml-4-6-3-wd-3/xml/interest-rate-derivatives/ird-ex32-zero-coupon-swap.xml Best regards, Marc
