This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee's work on best practices for using FIX for CDS and IRS electronic trading.
The extensions provide the ability for execution venues and dealers to identify the different time periods relevant to quote/negotiation models.
Update History
[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.
| Total Files | 3 |
| File Size | 2.35 MB |
| Create Date | June 20, 2017 |