Hi Iqbal, See attached the example included in the AG Delta proposal and its representation using the current FpML strategy structure. The strategy example is a valid FpML example using the current schemas (no changes applied to the schema). Rick, could you please check I did it correctly. There are a couple of fields I wasn't able to map: - Total interest amount (mentioned in yesterday's call) - The spot rate On the other hand, the FX Simple Option product allows to specify premium amounts, which I haven't used in this case since there wasn't a premium on this example. Regards, Marc ________________________________________ From: Muhammad Iqbal [muhammad.iqbal@xxxxxxxxxxx] Sent: Tuesday, November 25, 2008 7:16 AM To: Marc Gratacos; irdwg@xxxxxxxx; fxwg@xxxxxxxx Cc: rick.schumacher@xxxxxxxxxxxxxxxxxxxxx; coord@xxxxxxxx; Ozan Erguen; Andrew Au Subject: RE: Enhanced yield deposits Hi Marcs, Thank you very much. It was really nice to talk to you guys. It would be nice if we have a sample XSD with strategy for DCD or any other product, and example XML. Regards. Iqbal -----Original Message----- From: Marc Gratacos [mailto:MGratacos@xxxxxxxx] Sent: Monday, November 24, 2008 10:22 PM To: irdwg@xxxxxxxx; fxwg@xxxxxxxx Cc: rick.schumacher@xxxxxxxxxxxxxxxxxxxxx; Muhammad Iqbal; coord@xxxxxxxx; Ozan Erguen; Andrew Au Subject: FW: Enhanced yield deposits ________________________________________ From: Rick Schumacher [rick.schumacher@xxxxxxxxxxxxxxxxxxxxx] Sent: Monday, November 24, 2008 3:10 PM To: Marc Gratacos Subject: Enhanced yield deposits Here's more info on these instruments. Rick <<Enhanced Yield.xls>> <<EYD Service Description.pdf>> The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution.
Attachment:
dual-currency-deposit.xml
Description: dual-currency-deposit.xml
Attachment:
dual-currency-deposit-strategy.xml
Description: dual-currency-deposit-strategy.xml