Package

EP161 CFTC Parts 43/45 Phase 1 – Credit Default and Interest Rate Swaps

This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part 43 and Part 45 rules. Phase 1 covers extensions to support Credit Default Swaps and Interest Rate Swaps. The Dodd-Frank Act’s 17 CFR Part...