Yes, the DTCC proposal on FRA was one
of the issues I had in mind for discussion (there was some dialogue on
the mailing list, but I don't think every point was dealt with conclusively).
Best regards,
Harry
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08/06/2009 14:06
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Subject
Re: FpML-IRD IRD-WG Call: Wednesday
17 June
Harry,
I'm available. I think we can drop our digital cap/floor proposal in favour
of yours.
Any chance we can resurrect our FRA changes?
Regards,
Phil
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05/06/2009 19:21
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Subject
FpML-IRD IRD-WG Call: Wednesday 17 June
All,
It is some time since the Interest Rates Working Group has held a call,
and in the interim a number of issues and proposals have been raised which
merit the group's attention.
In particular, I'd like the group to make a decision on the recent proposals
on support for digital cap/floors, posted by DTCC and BNP Paribas.
I therefore propose to hold a call on Wednesday 17 June, at the usual time
of 0900 New York/1400 London.
I would be grateful if you could indicate your availability for the call,
and invite you to suggest any items you would like to see on the agenda.
Best regards,
Harry McAllister
Chair, IRD-WG
Fixed Income Architecture
BNP Paribas
+44 20 7595 3416
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