Presentation on theme: "CompatibL Technologies FpML Cashflows Engine for ISDA."— Presentation transcript:
CompatibL Technologies FpML Cashflows Engine for ISDA
Company Overview n Launched in 2003 as NumeriX spinoff l Alexander Sokol is co-founder of NumeriX n Independently owned and operated today n 100+ staff as of Q1 2009 n Custom development services and software, focus on trading and risk management n Company has been involved in FpML related projects for its customers, primarily for IRD FpML.
FpML Cashflows Engine n Class library for generating swap cashflows from FpML definitions n CompatibL proposes to provide software to ISDA members under a free license for commercial use l License terms modeled on Sun license agreement for Java language l Other license formats can be considered n Reasonable amount of free support is included in free license
Technical details n Integration APIs included to connect to internal reference data sources (holidays database, conventions) n Released with FpML 4.* and 5.0 support l New versions will be added as they are finalized n Initially released as C# library l Java and C++ versions will be added if there is sufficient interest
Attachments n Overview document which we propose to include with the package n A copy of the Sun Java license as a sample