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Hi all, See issue reported by Guy and proposed amendments to the day
count fraction scheme according to the new 2006 ISDA Definitions http://www.fpml.org/issues/view.php?id=317
Let me know if you have comments on this. This will be fixed
in version 4.2. (and 4.3 as well). Kind Regards, -Marc +13472846531 From: Karel Engelen Marc, Should this not go first to the IRD
working group? Additionally you should indicate that the proposal is to fix it
in version 4.2 Karel From: coord@xxxxxxxx
[mailto:coord@xxxxxxxx] On Behalf Of Marc
Gratacos See issue reported by Guy and proposed amendments to the day
count fraction scheme according to the new 2006 ISDA Definitions http://www.fpml.org/issues/view.php?id=317
Let me know if you have comments on this. Kind Regards, -Marc +13472846531 **************************************************************************************************************************
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