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RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
Marc,
I think the scheme should only be updated with values that have been
officially published by ISDA in the ISDA Definitions. So the correct
order here should probably be for us to try and get this added as a
supplement to the 2006 ISDA Definitions by raising it to the ISDA Rates
Operations Working Group for consideration.
Guy
-----Original Message-----
From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Thursday, September 27, 2007 5:21 AM
To: Lamy, Pierre; irdwg@xxxxxxxx
Cc: Irina Yermakova
Subject: RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
Also, should the proposal include the addition of the BRL-CDI value as
part of the floating rate index scheme?
I don't think this index is part of the current scheme (since it is not
in the ISDA Defs) but it would be good to include it.
Thanks,
Marc
-----Original Message-----
From: Lamy, Pierre [mailto:pierre.lamy@xxxxxx]
Sent: Wednesday, September 26, 2007 8:46 PM
To: irdwg@xxxxxxxx
Cc: Irina Yermakova; Marc Gratacos
Subject: RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
Jonathan, Andrew,
Could you please pass around the adjusted xsd file, so that we can
better look into the proposed change ?
-----Original Message-----
From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of
Harry_MCALLISTER@xxxxxxxxxxxxxx
Sent: Wednesday, September 26, 2007 2:32 PM
To: irdwg@xxxxxxxx
Cc: iyermakova@xxxxxxxx; mgratacos@xxxxxxxx
Subject: FpML-IRD FpML IRD-WG call Tuesday 2 October
I would like to call a meeting of the Interest Rates Working Group for
next Tuesday 2 October, at 0900 New York/1400 London.
Agenda
Proposal on Fallback Bond extension to InflationRateCalculation
(Philip
Leach, DTCC)
Proposal on Brazilian swaps (Jonathan Elliot/Andrew Szwagrak,
SwapsWire)
FpML 5-0 and IRD
Working group membership
AOB
Please see proposal materials, attached.
Call in details to be notified.
May I also remind you of tomorrow's conference call on FpML 5-0 (details
under separate mail to irdwg) - this is an important opportunity to gain
insight into the technical and functional changes proposed for the next
major version of the standard.
Best regards,
Harry McAllister
Chair, IRD-WG
+44 20 7595 3416
(See attached file: fallbackBond.doc)(See attached file:
BRL_CDI_fpml_proposal.doc)(See attached file:
BRL_CDI_fpml_example_trade.xml)
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