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RE: FpML-EQD FpML EQD WG Agenda 1400 LDN Fri 18 April 2008
Apologies. Stuck on another call. -Jim
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From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of
andrew.p.parry@xxxxxxxxxxxx
Sent: Thursday, April 17, 2008 5:05 AM
To: eqdwg@xxxxxxxx
Cc: Brian Lynn; matthew.d.rawlings@xxxxxxxxxxxx
Subject: FpML-EQD FpML EQD WG Agenda 1400 LDN Fri 18 April 2008
Importance: High
* Telephone Conference
Access Number: +44 20 8328 1756
Participant Code: *3039*
* Agenda
1. Review actions from our last meeting 1400 LDN 14 Mar 2008
RM advance proposal for MCA updates ( annex revision )
AP change element usage of type PositiveMoney to NonNegativeMoney
IY merge Money and Payment proposal to FpML-5-0 IY get ISDA view on FpML job
posting on FpML web site IY gather expertise on Credit Support Documents for
use in document IY remove use of element <creditSupportDocument> in example
to resolve issue 521 IY date from BL/MG for distinct "master" namespace for
master schema
2. ISDA Legal Drafting
Progress update, consequences for FpML, improving legal to technical
communication
3. MTF work plan
Detailed planning for execution on the following
3.1 Long Form and Short Form correctness and completeness
3.2 Binary vs Ramp payoff function ( linear ramp is implicit at present )
3.3 Strategy support ( representation, atomic booking or linkage )
3.4 Underlyer as First Class Product
3.5 Return Swap refactoring ( element naming ( ie ) remove interestLegXYZ
within interest leg, complex types )
4. Issues
4.1 Issue #659
The existing varianceLeg within ReturnSwap should not have been changed in
any non backward compatible way for the FpML-4-X series
Henri Pegeron is correct that "these were simply erroneously changed over
the course of 4.3 and can be corrected as soon as possible as errata."
http://www.fpml.org/issues/view.php?id=659
4.2 Issue #666
http://www.fpml.org/issues/view.php?id=666
5. ISDA AGM
Update on ISDA 23rd AGM ( Vienna, April 15-17 ) from ISDA staff
6. ISDA on Demand
ISDA training and education on line, this could be very time and cost
effective
https://www.isdadocs.org/conf/shopondemand/
7. AOB
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
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