This provided more clarity and allowed for easier combination of the different options into a single trade. Combining these together with swaptions into a single component was considered but rejected in favor of identifying the different option types with their own components. These include cancelable, extendible swaps and early termination provisions. The additionalPayment component is identical to the otherPartyPayment component shown above.įpML also supports option related features. There can also be additionalPayment elements that contain fees. Details of payment flows are defined within swapStreams which each contain their own independent parameters. Within an FpML swap there is no concept of a swap header. A swapStream contains the elements required to define an individual swap leg. A swap component contains one or more instances of the swapStream component, zero or more instances of the additionalPayment component together with an optional cancelableProvision component,an optional extendibleProvision component and an optional earlyTerminationProvision component.
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