We’ll have a call Wednesday to discuss the latest changes
to the interest messages following input from the FpML Coordination Committee. Thanks, Richard
Next Meeting – Wednesday November 3,
2010 @ 10am New York / 2pm London. Note the time
change in London for this week. (There is a 4-hour time difference between New
York and London due to daylight saving time.)
Dial
in details:
-
Please
join the web conference:
https://www2.gotomeeting.com/join/151660907
Meeting ID:
151-660-907
-
Join
the conference call:
US
Dial-in:
888-481-3032
UK Toll
Free:
0800 904 7961
International
Dial-in: 617-801-9600
Passcode:
8682747
Agenda:
1.
IN1: Review updated interest calculation details
(interestAccrued\interestCalculationDetails\dailyInterestCalculation)
(See col-ex24-IN1-send-interest-notification-with-interest-calculations.xml)
2.
IN1: Discuss optional flag to specify tax
withholding (interestAccrued\calculationTerms\withholdingTax)
<calculationTerms>
<calculationType>Compounding</calculationType>
<index>EUR-EONIA-Swap-Index</index>
<spread>-0.0030</spread><!--
30 basis points -->
<dayCountFraction>ACT/360</dayCountFraction>
<withholdingTax>true</withholdingTax><!--
is it the right location? Need for jurisdiction? -->
</calculationTerms>
Materials:
-
schema and examples (attached zip / download
zip)
-
documentation for download (word doc)
-
Ref http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf
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