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FpML-EQD40 ED WG Appendix A to H ( FpML-EQD40 EDWG Agenda Fri 23 Apr 15:00 London )



Title: FpML-EQD40 ED WG Appendix A to H ( FpML-EQD40 EDWG Agenda Fri 23 Apr 15:00 London )

All

Please find attached latest work in progress which includes examples to
match ED WG Appendix A to H ( a_physical_share.xml, ... ) and associated
questions ( a_to_h.txt ) which will be covered under the first agenda
point below

Keval - please can you load this onto the laptop



-------------------------------------------------------
Kind regards
Andrew Parry
Deutsche Bank AG London
Direct Line +44 20 7545 8778
Fax +44 20 7545 1430
-------------------------------------------------------
----- Forwarded by Andrew Parry/DMGIT/DMG UK/DeuBa on 23/04/2004 09:15
-----




"Andrew Parry" <andrew.parry+external@xxxxxx>
21/04/2004 08:52
Please respond to eqd

 
        To:     eqd@xxxxxxxxxxxxxxxxxxxxx
        cc:     Keval.Bharadia@xxxxxxxxxxxxx, paul.bachler@xxxxxxxxxxxx
        Subject:        FpML-EQD40 EDWG Agenda Fri 23 Apr 15:00 London


All

EDX London have kindly agreed to host again

131 Finsbury Pavement
EC2A 1NT

Conference call line is +44 (0)20 8413 7865.

1. OTC Confirmation Services ( attached )



We support the confirm request types by supporting ISDA economics, and
document type 'RequestTradeConfirmation'. Full termination / partial
termination / option increase can be supported by using economics, and
introducing suitable document type 'RequestFullTermination', ...

All examples shown in the Appendix use 'Short Form' economics, as we do in
the 'Short Form' branch, which is the base of our Broker Confirm and
Transaction Supplement / Master Confirmation support



If I have time I will do an example to show how readily new document types
can be introduced

2. Business Rules ( attached below )

3. AOB

-------------------------------------------------------
Kind regards
Andrew Parry
Deutsche Bank AG London
Direct Line +44 20 7545 8778
Fax +44 20 7545 1430
-------------------------------------------------------
----- Forwarded by Andrew Parry/DMGIT/DMG UK/DeuBa on 21/04/2004 08:37
-----


Christian Nentwich <christian@xxxxxxxxxxxxxx>
18/04/2004 13:26
Please respond to Christian Nentwich


To:     Andrew Parry/DMGIT/DMG UK/DeuBa@DMG UK
cc:     Validation Working Group <validation@xxxxxxxxxxxxxxxxxxxxx>
Subject:        more potential rules for EQD


Andrew,

I'm attaching a spreadsheet containing more potential rules for Equity
Derivatives, plus a few questions. These are from a Schema walkthrough
I did.

Could you please circulate this to your group? Hopefully somebody will
volunteer to answer these. I am hopeful that we should be able to
clear a release quickly, particularly because due to recent
developments we can now come up with a reference implementation much
more quickly ...

Christian





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The following file(s) have been deleted by: Andrew Parry on 23/04/2004
9:15:51

eqd_potential_rules_apr2004.xls
ISDA Equity Derivatives Working Group_2004 Agenda_Vendors.ppt
4.1.2.gif

Attachment: edwg.2004.04.23.zip
Description: Zip archive

Attachment: ATT12540.txt
Description: Text document