RE: FpML-EQD FpML EQD Agenda 1400 LDN Friday 11 Nov 2008

["Jim Brous" <jbrous@xxxxxxxxxxxxxxxxxx>]

Regrets.  I am traveling today.

Best regards,
Jim 

-----Original Message-----
From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of
andrew.p.parry@xxxxxxxxxxxx
Sent: Monday, January 07, 2008 5:49 PM
To: eqdwg@xxxxxxxx
Subject: FpML-EQD FpML EQD Agenda 1400 LDN Friday 11 Nov 2008
Importance: High

* 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


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