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Hi Marc, Thanks for the feedback. Regards, Tony From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On
Behalf Of Marc Gratacos Hi Tony, The proposal Looks good to me. I think we decided that in 4.x we'd keep
using the empty elements for the events and that in version 5.0 the empty
elements will get translated to xsd:boolean as agreed by the wg. Your proposal
is consistent with that. Thanks and Regards, Marc From: cdwg@xxxxxxxx
[cdwg@xxxxxxxx] On Behalf Of Kao, Tony [tony.kao@xxxxxx] Hi all, Does anyone has any concerns
with the Mortgage CDO Implied Writedown credit and floating payment event
proposal ? Please let us know if this is any concern as we would like to move
this proposal forward. Thanks, Tony From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On
Behalf Of Ben Lis Thanks for circulating your
proposal, Tony. I ask the other CDWG members to post any comments on it via
this email thread. From: cdwg@xxxxxxxx
<cdwg@xxxxxxxx> Hi
all, We
would like to propose
a change
to the
Credit
FpML schema to support
Implied
Writedown
Credit Event
and Floating Rate Payment Event. Implied Writedown is already defined in the
ISDA doc to support confirmation for CDS on CDO. Please
find attached the
proposal
document as
well as updated 4.6 FpML
schema with
the proposed changes. Proposed
changes: <<impliedWritedown proposal to support CDS on
CDO.doc>> FpML
4.6 Schema with the proposed changes: <<fpml-option-shared-4-6.xsd>>
<<fpml-cd-4-6.xsd>> Here
is a link to ISDA
doc on CDS on CDO: http://www.isda.org/publications/isdacredit-deri-def-sup-comm.aspx#rc Please
let us
know if you
need more information. Thanks, Tony
Kao Goldman,
Sachs & Co. 85
Broad Street |
New York, NY 10004 Tel:
+1 (212)
357-6111 Email:
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