Guy gave the IRD Working Group a "heads
up" on these changes toward the end of last year.
I can't see any objection to adopting
the proposal as it stands - the suggested values are consistent with the
way scheme values have been formed to date.
Agreed we should add not change values,
in order to support legacy messages.
Best regards,
Harry McAllister
Chair, FpML IRD-WG
+44 (0)20 7325 9046
"Marc Gratacos"
<MGratacos@xxxxxxxx> Sent by: irdwg@xxxxxxxx
06/03/2007 15:41
Please respond to
irdwg@xxxxxxxx
To
<irdwg@xxxxxxxx>
cc
Subject
FpML-IRD amendments to the day count
fraction scheme
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
Sent: Tuesday, March 06, 2007 9:38 AM
To: Marc Gratacos
Subject: FW: [fpml-coord] amendments to the day count fraction scheme
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
Sent: Tuesday, March 06, 2007 3:54 AM
To: coord@xxxxxxxx
Subject: [fpml-coord] amendments to the day count fraction scheme
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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