Calculation on FPML

Question

I am new to FPML, and our system is new to swap trading and handling. The FPML examples show that there are lot of fields where we can also enter the formulas for its calculations. We are saving these FPML xmls with the information directly into our system. I have been looking for tools that could help with the whole process of incorporating FPML, and have found tools like handcoded that help in validation of the XML. But am unable to find one that could help ease the process of calculations, something that completes the XML before it enters the system.

Answer 1

You still shown as student and that why I assume its part of your homework. Thats why I like to give you a starting point.

Look at this posting and use the tag #FpML #Python for some more information.

And it would be helpful to see the part of source code you speak about. I assume you speak about fpml-valuation-xsd and related xml.