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RE: FpML-IRD Reminder: IRD-WG Call Wednesday 29 July 2009



I (as anyone on the call knows) was unable to attend as well. Apologies

 

From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of Guy Gurden
Sent: Wednesday, July 29, 2009 5:53 AM
To: irdwg@xxxxxxxx
Subject: RE: FpML-IRD Reminder: IRD-WG Call Wednesday 29 July 2009

 

Apologies but I'm not going to be able to attend today's call.

 

Guy

 


From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of harry.mcallister@xxxxxxxxxxxxxxxxx
Sent: Tuesday, July 28, 2009 11:58 AM
To: irdwg@xxxxxxxx
Cc: mgratacos@xxxxxxxx; iyermakova@xxxxxxxx
Subject: FpML-IRD Reminder: IRD-WG Call Wednesday 29 July 2009


This is a reminder for tomorrow's IRD-WG call, at 0900 New York/1400 London (agenda & dial-in details below).

Please see the attached zip, containing supporting materials for the DTCC proposal on extending the FRA model.

Also, I'd like to add one more item to the agenda:

5.        relative[Effective|Termination]Date: use cases & consistency rules - see FpML Issue #927 (http://www.fpml.org/issues/view.php?id=927)

Best regards,

Harry McAllister
Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416




----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 28/07/2009 16:44 -----

Harry MCALLISTER

Information Architect
Fixed Income Architecture
10 Harewood Avenue, London NW1 6AA

Phone: +44 (0)20 7595 3416

24/07/2009 18:30

To

irdwg@xxxxxxxx

cc

mgratacos@xxxxxxxx, iyermakova@xxxxxxxx

Subject

IRD-WG Call Wednesday 29 July 2009

 



I would like to call a meeting of the Interest Rates Working Group for Wednesday 29 July, at the usual time of 0900 New York/1400 London - see below for dial-in details.

Please confirm if you can attend the call, if you have not done so already.

Agenda

  1. Review minutes (2009-07-01)
  1. Proposal on changes to the FRA model (Philip Leach, DTCC)
  1. Follow up on Digital cap/floor proposal
  1. Follow up on extending IRD product coverage
  1. AOB

Best regards,
Harry McAllister

Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416


--- Dial-in details--------
US: 888 481 3032
Intl: 617 801 9600
UK: 0800 904 7961

Participant Code: 28413758
-----------------------------

 
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