Isda, FpML.org unveil trial recommendation for FpML 2.0
The International Swaps and Derivatives Association and FpML.org, scheduled to merge at the end of January, have published a trial recommendation for financial products markup language (FpML) Version 2.0.
Version 2.0 extends its product coverage to include interest rate options such as swaptions (American, Bermuda and European styles), and caps and floors. It also broadens the swap definition to include forex resettables, cancellables and early termination provisions.
When JP Morgan spin-off Cygnifi filed for Chapter 11 in
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