International
Swaps and Derivatives Association, Inc. (ISDA®)
FpML®
Training Course
|
October
20, 2008
Global Financial Markets Conference Center
New York
|
|
| Description:
This is an introductory course covering a wide range of FpML
topics, including fundamentals and the basic structure of FpML, product
coverage for interest rate and credit derivatives, messaging, extensions,
validation, and change guidelines.
Prerequisites:
Course attendees should have some familiarity with privately
negotiated derivatives, especially the products covered in detail.
Attendees should have some exposure to computer systems analysis,
software design, interface design or data modeling. Some experience
with XML will be helpful but is not mandatory.
|
| 8:15
AM |
Registration and Continental Breakfast |
| 8:40
AM |
Welcoming Remarks and Course Overview
Marc Gratacos, FpML Consultant, ISDA |
| 8:50
AM |
What is Financial products Mark-up Language (FpML)?
This
session explains the purpose, mission and scope of FpML and touches
on the relation with XML and other XML standards.
Marc Gratacos, FpML Consultant, ISDA |
| 9:25
AM |
Let’s Try Some FpML – An FpML Sample Problem
To
demonstrate how FpML is constructed this session takes a simple trade
and translates it into FpML.
Marc Gratacos, FpML Consultant, ISDA |
| 10:00
AM |
Morning Break |
| 10:30
AM |
FpML’s Foundations
Review of general XML concepts and how these are applied in the FpML
architecture framework.
Lyteck Lynhiavu, FpML Technical Analyst, ISDA |
| 11:15
AM |
Top-Level and Shared Components
This
session describes the most common cross asset FpML building blocks
and looks at examples of how they are used.
Irina Yermakova, FpML Technical Analyst, ISDA |
12:00
PM |
Validation
An introduction to FpML validation rules and methods.
Lyteck Lynhiavu, FpML Technical Analyst, ISDA |
| 12:30
PM |
Luncheon |
| 1:30
PM |
Product Coverage
A detailed walk through of the Interest Rate and Credit Derivatives
product specifications, including the most recent additions in version
4.2.
• Interest
Rate Derivatives (1:30 PM to 2:20 PM)
•
Credit Derivatives (2:20 PM to 3:10 PM)
Guy Gurden, Product Development Manager, SwapsWire Limited (Interest Rate Derivatives)
Ben Lis, Head of Product Management & Integration, T-Zero (Credit Derivatives)
|
3:10
PM |
Afternoon Break |
3:30
PM |
Messaging
A general overview of the FpML messaging framework and business process
descriptions.
Marc Gratacos, FpML Consultant, ISDA |
4:00
PM |
Customizing FpML
This session reviews XML schema and how it is used in FpML. The session
will also look into ways to extend FpML and example extensions.
Irina Yermakova, FpML Technical Analyst, ISDA |
| 4:40
PM |
Change and Change Control
This session will discuss the FpML change guidelines, the different
types of versions and the changes that took place since version 1.0.
The session will conclude with enhancements considered for future
versions.
Karel Engelen, Policy Director and Head of FpML, ISDA
|
| 5:00
PM |
Conference
Concludes |
Agenda
is subject to change
Please click
here for the Conference Registration Form.
CONFERENCE
VENUE: Global Financial Markets Conference Center, 360 Madison Avenue,
17th Floor, New York, NY 10017 Telephone: (212) 901-6000
To
obtain more information, please contact the ISDA conference department
at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG
®
ISDA is a registered trademark of the International Swaps &
Derivatives Association, Inc.
® FpML is a
registered trademark of the International Swaps and Derivatives
Association, Inc.
Copyright ©
2004 - 2008 International Swaps and Derivatives Association, Inc.
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