Thanks, Henri.
I will add a discussion of this point to
tomorrow’s agenda.
Ben Lis
Head of Product Management &
Integration
T-Zero
212.323.6041
www.tzero.com
From: cdwg@xxxxxxxx
[mailto:cdwg@xxxxxxxx] On Behalf Of Henri
Pegeron
Sent: Tuesday, November 20, 2007
10:11 AM
To: cdwg@xxxxxxxx
Subject: FpML-CD Proposal to add
FpML support for Emerging European Corporate LPN (v5 of the CD Matrix)
All,
With the final version of the ISDA Physical Settlement Matrix due at the end of
this month, I'd like to propose that we add the appropriate values to the FpML
schemes to support the new features.
Summary of changes in v5:
*
Introducing a new transaction type of Emerging
European Corporate LPN
*
Introducing a field for Additional Provisions for
LPN, which is Not Applicable for all products except the new Emerging European
Corporate LPN
Proposed
changes to FpML:
*
We will need to add "EmergingEuropeanCorporateLPN" as a valid value for the
matrixTermScheme - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type
*
We will need to add "ISDA2007AdditionalProvisionsLPN" as a valud value for the
contractualSupplementScheme - http://www.fpml.org/coding-scheme/contractual-supplement
("ISDA2007" is being used with the assumption
that there is a Nov2007 publication date)
Hopefully
we can discuss these two items at tomorrow's CDWG.
Regards,
Henri Pegeron
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