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FpML-VALU40 example - dswg integration




From: Marc Gratacos [mailto:MGratacos@xxxxxxxx]
Sent: Tuesday, September 06, 2005 11:45 AM
To: Marc Gratacos
Subject: [fpml-coord] example - dswg integration

 

All,

 

As mentioned in today’s call I am attaching the DSWG 0.6.2 example converted into FpML 4.2. The commented out sections are extensions that have been identified in the issues list but haven’t been incorporated into FpML yet. These include:

  • TRS extensions – assigned to Equity Derivatives Working Group.
  • FX rates in valuations – assigned to Pricing and Risk Working Group.

 

Best Regards,

-Marc

+1-212-901-6028

 

Attachment: dswg_example_good_v50.xml
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Attachment: ATT597827.txt
Description: Text document