FpML (Financial Product Mark up
Language) is an effort by http://www.fpml.org
to enable e-commerce activities in the field of financial derivatives.
FpML 3.0 beans are now available. FpML 3.0 covers fx, interest
rate and equity derivatives. The javadocs can be viewed
on-line or downloaded below.
bulletPayment
capFloor
fra
swap
swaption
fxSingleLeg
fxSwap
fxSimpleOption
fxBarrierOption
fxDigitalOption
fxAverageRateOption
equityOption
strategy
FpML 3.0 contains all the instruments
in a sophisticated object-relational model, with different packages
for schemes, shared, fx, equity and interest rate derivatives.
The objects have been created using JGenerator.
All the beans can be persisted using either Files, Jdbc, JDO
or EJB. There is also an XML/beans layer that parses and formats
FpML.
There is an 'Open
FpML Standard Document' in draft form (MSWord) you can down
load which will give a good idea about the code that is generated.
The FpML XML and object-relational model can easily be extended
using JGenerator; for example to create a more complete reference
database for the scheme objects, or properties to the instruments.
An on-line
Applet is available that allows you to parse 8 FpML 1.0
examples. When the Applet comes up you can select an example
FpML and then browse through the objects that have been created.
Remember you are browsing through the objects and not the XML.
Please contact us of you wish
to consider using FpML 3.0 in a project you are undertaking.
