Second Recommendation of FpML Version 4.7

ISDA has published a Second Recommendation for FpML Version 4.7.

The revised Recommendation (build 7), which was approved by the Standards Committee on March 08, 2010 to fully support EU (Client) Index Swaps in version 4.7, is available on the FpML website at: http://www.fpml.org/spec/fpml-4-7-7-rec-2

The following is an overview of the changes compared with the FpML 4.7 First Recommendation which was published on February 02, 2010:

•   Equity Derivatives:
  • Within "InterpolationPeriodEnum" simple type, added “Final” and “AnyPeriod” values.

More information on the coverage and timing of future versions 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. 

The FpML Team