International
Swaps and Derivatives Association, Inc. (ISDA®)
FpML®
Training Course
|
| 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 Morning Coffee |
|
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. |
| 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. |
| 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. |
| 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. |
12:00
PM |
Validation
An introduction to FpML validation rules and methods.
Pamela Field-Webber, Standards Consultant, Progress Software |
| 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 to the
standard.
• Interest
Rate Derivatives (1:30 PM to 2:20 PM)
Harry McAllister, Information Architect, Fixed Income Technology, BNP Paribas
•
Credit Derivatives (2:20 PM to 3:10 PM)
Marc Gratacos, FpML Consultant, ISDA |
3:10
PM |
Afternoon Break |
3:30
PM |
Messaging
A general overview of the FpML messaging framework and business process
descriptions. |
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. |
| 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. |
| 5:00
PM |
Conference
Concludes |
Agenda
is subject to change
Please click
here for the Conference Registration Form.
CONFERENCE
VENUE: Allen & Overy, One Bishops Square, London E1 6AD Phone:
+44 20 3088 0000.
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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