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FpML-IRD40 Updated Early Termination Provision proposal



Attached is an updated proposal following discussions at the last WG
meeting.

Marc G - The Schema I implemented here is slightly different to what you
circulated (see attached XSD Schema file for details)

Guy


-----Original Message-----
From: steven.lord@xxxxxxx [mailto:steven.lord@xxxxxxx] 
Sent: Thursday, September 30, 2004 10:20 AM
To: ird@xxxxxxxxxxxxxxxxxxxxx
Subject: FpML-IRD40 FpML IRD WG - Minutes Thurs 30th 

Minutes of WG meeting held on Thursday 30th September

Attendees:
Steven Lord
John Aldridge
Jeff Valentino (for Keri Jackson)
Guy Gurden
Bob Green
Marc Gratacos

RelativeSwap Proposal
There was general agreement that the proposal was ok. The changes that
Guy suggested via email should be incorporated.

Early Termination Provision Proposal
Guy talked the group through his proposal.
- If the optionalEarlyTerminationParameters element is included it is
assumed to be a mutual put
- Guy had tried to get a structure that would ensure that the mandatory
elements could not be included in a document with the optional ones.
ACTION: Marc to look at possible ways of achieving this
- There was agreement that this structure covered the use case that
prompted it - namely Broker Confirmations
- There was some discussion around whether these additional parameters
combined with the existing elements would be sufficient for
confirmations that include this parameterised view.
ACTION: Bob to look at how confirmation examples will fit into this
structure.

Bond Reference Proposal
Bob talked the group through his proposal. It was clarified that these
parameters were included for two purposes:
1. They indicated that the swap transaction was contingent on this bond
issue being completed
2. If the swap parameters differed from the bond then the bond would
take precedence.
There was alot of discussion around where this element should be placed
- there was agreement on the usefulness of including it. The agreement
was that it should be placed on the swap as this best reflected the
wording in a confirmation. It was agreed that a more generic structure
should be put in place to allow for over such contingencies to be
included.
ACTION: Bob to revamp proposal reflect the above and circulate to the
group for discussion at the next meeting.


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