Product Summary
Product Summary
The following table contains a summary of the products covered in FpML and the FpML versions they were introduced in:
| Asset Class | Product | Variants | Since |
|---|---|---|---|
| n/a | genericProduct (nonSchemaProduct in 5.0 and 5.1) | (to represent an OTC derivative transaction whose economics are not fully described using an FpML schema.) | 5.0 |
| -"- | strategy | 3.0 | |
| IRD | bulletPayment | 2.0 | |
| -"- | capFloor | 2.0 | |
| -"- | fra | 1.0 | |
| -"- | swap | break clauses (cancelable, extendible, early termination), asset swap (since 4.2), inflation swap (since 4.2), Brazilian swaps (since 4.4) | 1.0 |
| -"- | swaption | (American, European, Bermuda, Cash/Physical) | 2.0 |
| FX | fxSingleLeg | (Spot, Forwards/Non-Deliverable Forwards) | 3.0 |
| -"- | fxSwap | 3.0 | |
| -"- | fxOption (fxSimpleOption in 3.x/4.x) | Knock-in and Knock-out Option, Average Rate Option, Barrier Option | 3.0 |
| -"- | fxDigitalOption | Dual Digital Option | 3.0 |
| -"- | termDeposit | Dual Currency Deposit | 4.0 |
| CD | creditDefaultSwap | CDS index (since 4.1), CDS basket (since 4.2), Loan CDS (since 4.3), CDS on Mortgage (since 4.3) | 4.0 |
| -"- | creditDefaultSwapOption | 4.3 | |
| EQD | returnSwap (equitySwap in 4.x) | -"- | 4.0** |
| -"- | equitySwapTransactionSupplement | 4.1 | |
| -"- | equityForward | 4.1 | |
| -"- | equityOption | various option features/exercise types | 3.0* |
| -"- | equityOptionTransactionSupplement | 4.1 | |
| -"- | brokerEquityOption | 4.1 | |
| -"- | correlationSwap | 4.3** | |
| -"- | dividendSwapTransactionSupplement | 4.3 | |
| -"- | varianceSwap | 4.3** | |
| -"- | varianceSwapTransactionSupplement | 4.4 | |
| -"- | varianceOptionTransactionSupplement | 4.6 | |
| Bond Options | bondOption | convertible bond options | 4.3 |
| Commodities | commoditySwap | Physically-settled trades (since 4.6) | 4.5 |
| -"- | commodityOption | Physically-settled options (since 4.8) | 4.5 |
| -"- | commodityForward | 4.6 |
* Indicates that the product was first present in this version, however, the structure was changed substantially in 4.1. New Implementations are strongly advised to use 4.1 for this product.
**Indicates that the product was first present in this version as equitySwap, however, the structure was changed substantially in 4.1 and specially 4.2, when it was renamed returnSwap. New implementations are strongly advised to use 4.2 for this product.
