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RE: FpML-EQD FX Conversion on Dividend Swaps
James
Thank you for your prompt response, I will add this functionality to the
release candidate which I will distribute with the agenda later today
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
"James Clark" <james.clark@xxxxxxxxxxxxx>
Sent by: eqdwg@xxxxxxxx
24/10/2007 10:10
Please respond to
eqdwg@xxxxxxxx
To
<eqdwg@xxxxxxxx>
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Subject
RE: FpML-EQD FX Conversion on Dividend Swaps
Andrew, I've not come across any demand for such functionality on the
European side, but it could feature in future documentation for other
regions.
My view is that it would be good to offer the optional functionality
within the schema, even if it will currently lie dormant.
James Clark
Swapswire Ltd.
-----Original Message-----
From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of
andrew.p.parry@xxxxxxxxxxxx
Sent: 24 October 2007 10:03
To: eqdwg@xxxxxxxx
Subject: FpML-EQD FX Conversion on Dividend Swaps
All
We have reached a consenus that FX Conversion on Dividend Swaps is
seldom
required, and determined by the Calculation Agent when required
Should we support optional explicit FX Conversion using the FxFeature ?
This provides referenceCurrency, and a choice between composite, quanto,
and crossCurrency
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
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