* Telephone Conference Access Number: +44 20 8328 1756 Participant Code: *3039* * Agenda 1. Actions from our last meeting 1400 LDN Fri 30 Nov 2007 MG: to determine publication schedule for decisions from our last meeting 1. Deprecate element equityFeatures 2. Adopt business rules for complex type EquityMultipleExercise a) "you cannot exercise more than the number of options you have" maxiumumNumberOfOptions <= numberOfOptions b) "maximum number of options to exercise must be greater than or equal to minimum number of options to exercise" maxiumumNumberOfOptions >= minimumNumberOfOptions c) "when integral multiple exercise is present, minimum and maximum number of options exercised must be a positive integer multiple" ( minimumNumberOfOptions / integralMultipleExercise ) IS-A Positive Integer ( maximumNumberOfOptions / integralMultipleExercise ) IS-A Positive Integer 3. Remove business rule eqd-21 AP: create more samples for newer products AP: improve annotation of second order derivatives IY: add Igor Sukhov of nabCapital and Catherine Napolitano of White & Case LLP as observers on the mailing list 2. SwapsWire proposal from FpML Changes for Dividend Swaps on Japanese Underlyers Please see email from James Clark of SwapsWire dated 17 Dec 2007 3. Nested Basket Proposal Please find attached "underlyer-schema-r2750.zip" which includes "CommodityBasketUnderlyer-1-0.doc" for Commodity Underlyer and Nested Basket Proposal We will only be discussing the Nested Basket Proposal 4. AOB Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan ----------------------------------------- This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.
Attachment:
underlyer-schema-r2750.zip
Description: Zip archive