Equity Total Return Swap
Posted on 2nd July 2024 Users wishing to generate or retrieve a UPI for an Equity Total Return Swap are advised to use the Price Return Basic
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Posted on 2nd July 2024 Users wishing to generate or retrieve a UPI for an Equity Total Return Swap are advised to use the Price Return Basic
The UPI Service supports the use of alternative identifiers for equity and fixed income underliers. For other underliers, e.g., indices and reference rates underliers, the UPI
UPIs can be created for OTC derivatives based on a custom basket underlier. However, in accordance with the ISO 4914 (UPI), identifiers for the individual assets
Question: In order to avoid duplicate identifiers, when generating or retrieving an OTC ISIN, should the user enter the Unadjusted or Adjusted Expiry Date? Answer: In
The Bank of International Settlement – Triennial Central Bank Survey September 2016 was used to determine the classification of G8 currency pairs as FXMJ, Non-G8 currency
The DSB requires the entry of underlying Reference Rates based on the entries in the current version of the FpML Coding Scheme (e.g.: “USD-SOFR-COMPOUND”). In order
All OTC Derivative Products that have an Interest Rate as an underlying are required to include a Term Of Contract within their definition. In order to
The DSB Product Committee recommends that the Settlement Date is used to populate the Expiry Date attribute when generating / retrieving an FX Forward or Non-Deliverable
An FRA accrual runs from an Effective Date to a Termination Date, but the FRA actually settles and expires on the Effective Date. For this reason,
The FX Swap template is designed to allow two underlying FX Forward ISINs (based on the same currency pair) to be specified in the generation of
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