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FPL-FpML Collaboration Working Group
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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] |
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