Templates for Total Return Swaps

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Imported from previous forum

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Hi,

We’re trying to identify whether there are any recognised standard templates for Total Return Swaps, in both fuly-funded and non fully-funded forms.

Are there industry-recognised standards?

Cheers,
Sam

3

[ original email was from Andrew Parry - andrew.p.parry@jpmchase.com ]
> Hi,

We’re trying to identify whether there are any recognised standard
templates for Total Return Swaps, in both fuly-funded and non fully-
funded forms.

Are there industry-recognised standards?

Cheers, Sam

Sam

In the OTC market place these products are defined by ISDA, and expressed in machine readable form as FpML

Regards

Andrew