What market data is supported in this release of FpML?
This release of FpML supports the definition of exchange rates, and implied volatilities for FX Options. • The exchange rate definition includes an optional direction specifying bid, ask, or mid. • The implied volatility data is organized per currency pair with multiple tenors per currency pair. The support for market data will be extended in the next release to include other data such as zero curves, correlations, interest rates etc.
