[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FpML-ASTF FW: FpML-IRD40 IRD WG - Proposal



All,

 

The attached proposal includes additions to the standard from the IRDWG
for version 4.2 (not published yet). Some of these changes were mentioned
in the mailing list.

 

See page 7-10 - Relative Swap with the addition of the stubPeriodType
element.

See page 13 - Condition Precedent Bond Reference with the addition of the
additionalTerms element (which includes a bond element).

 

Regards,

-Marc

 

  _____  

From: steven.lord@xxxxxxx [mailto:steven.lord@xxxxxxx] 
Sent: Monday, November 01, 2004 11:11 AM
To: coord@xxxxxxxx; STDCommittee@xxxxxxxx
Cc: ird@xxxxxxxxxxxxxxxxxxxxx
Subject: FpML-IRD40 IRD WG - Proposal

 

Attached is the IRD WG proposal for additions to the standard. This
includes

 

- additions to cashflow structure for pricing / calculation details

- relative swaps

- parameterization of early termination dates

- condition precedent bond reference.

 

At the next meeting I would like to discuss next steps to get this
incorporated into a working draft.

 

If you have any comments please forward to me.

 

 

<<attachment: winmail.dat>>