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 Tuesday, December 20, 2005
FpML and financial derivatives
Tuesday, December 20, 2005 11:14:11 PM (台北標準時間, UTC+08:00) ( Finance Glossary | Quant's Life )

FpML (Financial product Markup Language) is a good choice to store and to process financial derivatives. Current specification 4.2 Working Draft has defined the following produts:

  • Interest Rate Swap (plain vanilla IRS, quanto swap)
  • Interest Rate Option (caps/floors/collars)
  • Credit Default Swap
  • Equity Forward
  • Equity Option (European, American, Bermuda, Exotic)
  • Equity Swap
  • Asset Swap
  • Forward Rate Agreement (FRA)
  • FX Average Rate Option
  • FX Barrier Option
  • FX Digital Option
  • FX Simple Option
  • FX Swap
  • Swaption

For more information, you can go to FpML Website.

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