FPL-FpML Collaboration Working Group

PUBLIC ARCHIVE

Credit Event Notice Automation (Credit Event Notice Automation -CENv22.zip, 258KB)
[21 November 2007]
FpML 4.2 Business Process Architecture (FpML_BP_3.pdf, 3.0MB)
[10 April 2007]
FpML Conference Presentation (FpML_Conf_RStowsky.pdf, 56KB)
Presentation by Robert Stowsky of Brook Path Partners on the FIX-FpML Collaboration made at the ISDA/FpML Conference held in London on December 9, 2004.
[15 April 2005]
TradeWeb Proposal to include FpML within FIX mesages for Interest Rate Swaps (FIXFpML Proposal.doc, 189KB)
Proposal to include FpML (XML document) within FIX messages (via EncodedSecurityDesc(351) in the FIX <Instrument> block). Attributes that do not have FIX equivalents appear only in the FpML Content - calendars, day conventions, payment & calculation adjustments, termination provisions (not shown), etc. The example provided by Thomson-TradeWeb is a sample FIX Execution Report for Interest Rate Swaps. [Amended 18-Mar, 2005 to include GTC feedback and proposed spec changes]
[19 March 2005]
Working Group Charter (FIX-FpML-Charter20040408.pdf, 28KB)
[8 April 2004]