I intended to mention the compounding
method change - should have put it as an explicit item on the agenda -
I'll make sure it's there for the next meeting
Best regards,
Harry
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Re: FpML-IRD IRD-WG Call: Wednesday
17 June
Harry,
I can make the 24th but not the 1st.
Can we also schedule a short discussion on extending the compounding method
enumeration to incorporate the new 'Spread-exclusive' value being discussed
at ISDA.
Thanks,
Phil
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FpML-IRD IRD-WG Call: Wednesday 17 June
All,
Today's IRD Working Group call was cancelled owing to low attendance. We
will re-schedule the call for a date in the near future: I suggest either
Wednesday 24 June, or Wednesday 1 July at the usual time (0900 NY/1400
London)
I would be grateful if members would indicate their availability for one
or other of these dates - please select a date on which you can commit
to attending.
Best regards,
Harry McAllister
Chair, IRD-WG
Fixed Income Architecture
BNP Paribas
+44 (0)20 7595 3416
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