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Re: FpML-EQD Proposal for FpML changes - Interest Leg Calculation Period Dates




Takeo

Thank you for your proposal, we will discuss it at our meeting tomorrow

Please could you provide schema and sample files in support of the document

Regards

Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan



"Takeo Asakura" <takeo.asakura@xxxxxxxxxxxxx>
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15/05/2008 12:46

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FpML-EQD Proposal for FpML changes - Interest Leg Calculation Period Dates





All,
 
Please find attached a proposal from SwapsWire regarding the inclusion of <periodicDates> in the interestLeg structure.
 
The sections 2.1 and 3.1 highlight the core issue, and the suggested solution is very simple as it uses an existing complex type.
 
I would appreciate if you could review the proposal and provide feedback with a view of discussing it on our next call.
 
 
Best regards,
 
Takeo Asakura



 
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