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.