FpML Financial products Markup Language
Standard XML ISDA pour OTC derivatives.
Définition
FpML 5.x couvre interest rate derivatives (IRS, OIS, swaps), credit (CDS, CDX), equity derivatives, FX derivatives, commodity, structured products. Schemas XSD téléchargeables sur fpml.org. Utilisé par MarkitSERV (DTCC), CME ClearPort, LCH SwapClear, Eurex Clearing. Format de soumission EMIR Reporting via TR (DTCC GTR, REGIS-TR, UnaVista).
Origine
ISDA (International Swaps and Derivatives Association), FpML 1.0 1999, 5.0 2010, 5.12 2024.
Usage
Standard de facto OTC derivatives reporting et confirmation. Évolution vers ISDA CDM (Common Domain Model) pour DLT et smart contracts.