FPL-FpML Collaboration Working Group
Joint working group with the ISDA / FpML FPL/FpML Collaboration Working Group. The goals for this group are to support interoperability between the FIX, FIXML, and FpML protocols. From the FPL perspective, the primary focus will be technical interoperability of FpML with the FIXML Schema representation of FIX, having achieved interoperability with FpML and the FIX tag=value protocol as part of the FIX 4.4 release. From the ISDA/FpML perspective the focus will be on performing a gap analysis of FIX business processes that are applicable to over-the-counter derivatives markets.
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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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