FpML Version 4.4 Second Working Draft

ISDA has published a Second Working Draft for FpML Version 4.4.

This Working Draft is available on the FpML website in the Specifications section at: http://www.fpml.org/spec/2007/wd-fpml-4-4-2007-11-16/
The following is an overview of the changes compared with the First Working Draft for FpML Version 4.4, which was published in September.

Equity Derivatives:

• Added support for Options on Variance, Correlation, and Dividend Swaps.

- The following issues have been resolved:

1. http://www.fpml.org/issues/view.php?id=519
2. http://www.fpml.org/issues/view.php?id=517
3. http://www.fpml.org/issues/view.php?id=505
4. http://www.fpml.org/issues/view.php?id=494
5. http://www.fpml.org/issues/view.php?id=493
6. http://www.fpml.org/issues/view.php?id=483
7. http://www.fpml.org/issues/view.php?id=481
8. http://www.fpml.org/issues/view.php?id=480
9. http://www.fpml.org/issues/view.php?id=479
10. http://www.fpml.org/issues/view.php?id=468
11. http://www.fpml.org/issues/view.php?id=456
12. http://www.fpml.org/issues/view.php?id=455
13. http://www.fpml.org/issues/view.php?id=442
14. http://www.fpml.org/issues/view.php?id=440
15. http://www.fpml.org/issues/view.php?id=435
16. http://www.fpml.org/issues/view.php?id=431
17. http://www.fpml.org/issues/view.php?id=289
18. http://www.fpml.org/issues/view.php?id=288
19. http://www.fpml.org/issues/view.php?id=287
    

More information on the planned coverage in version 4.4 and future versions, together with the timing, can be found in the FpML roadmap: http://www.fpml.org/roadmap/roadmap.pdf

Please send your comments to us by filling in the form at http://www.fpml.org/issues

Karel Engelen
Head of FpML
ISDA