Imported from previous forum
We have tried mapping otc fx options to the trade capture report, without much success. Has anyone mapped over the counter FX options as opposed to exchange trade options using the trade capture report?
Are OTC FX options covered under the specification of FIX 4.4?
[ original email was from Robert Stowsky - rstowsky@brookpath.com ]
The GTC approved a proposal for using FpML for OTC Interest Rate Swaps in the execution report: http://www.fixprotocol.org/documents/1349/FIXFpML%20Proposal.doc. You should be able to apply the same approach for OTC FX Options in the trade capture report.
We have tried mapping otc fx options to the trade capture report,
without much success. Has anyone mapped over the counter FX options as
opposed to exchange trade options using the trade capture report?Are OTC FX options covered under the specification of FIX 4.4?