FpML Interest Rate Thread Archive
- FpML-IRD interpolation method scheme,
Marc Gratacos
- FpML-IRD FW: BOUNCE irdwg@xxxxxxxx: Non-member submission from ["Brian Lynn" <brian.lynn@xxxxxxxxxxxxxxxxxxx>],
Marc Gratacos
- FpML-IRD FpML Modelling Task Force: Issues for IRD-WG,
harry . mcallister
- FpML-IRD Re: FW: Usage of stubPeriodType element,
harry . mcallister
- FpML-IRD RE: Non-deliverable settlement on interest rate swaps,
Guy Gurden
- FpML-IRD Non-deliverable settlement on interest rate swaps,
Guy Gurden
- FpML-IRD FRA Changes Proposal,
Philip Leach
- FpML-IRD ISDA FpML & Extending FpML Training Courses on April 2-3, 2008 in New York,
Irina Yermakova
- FpML-IRD expand annotation of Term duration,
Marc Gratacos
- FpML-IRD firstPaymentDate,
Robert Stowsky
- FpML-IRD UPDATED DIAL IN number - FpML MTF meeting - February 6th,
Lyteck Lynhiavu
- FpML-IRD Reminder: FpML Meeting - Wed. February 6th, 2008 - 9-11 am - ISDA New York office,
Lyteck Lynhiavu
- FpML-IRD zero coupon swap example,
Marc Gratacos
- FpML-IRD "TBILL" should exist in WeeklyRollConventionEnum to support interest rate swaps against USD-TBILL-H.15 index,
Guy Gurden
- FpML-IRD IRD Discounting,
harry . mcallister
- FpML-IRD RE: Stubs representation,
harry . mcallister
- FpML-IRD Stubs representation,
harry . mcallister
- FpML-IRD FpML Technical Seminar: Managing trades, managing data,
Irina Yermakova
- FpML-IRD FW: [FpML 0000518]: FpML ird - review cardinality on Stub complex type,
Marc Gratacos
- FpML-IRD asset swap example,
Marc Gratacos
- FpML-IRD FpML IRD-WG call Tuesday 2 October: Minutes,
harry . mcallister
- FpML-IRD FW: FpML IRD-WG call Tuesday 2 October: Dial-in details,
Irina Yermakova
- FpML-IRD FpML IRD-WG call Tuesday 2 October: Dial-in details,
Harry_MCALLISTER
- FpML-IRD FpML IRD-WG call Tuesday 2 October,
Harry_MCALLISTER
- FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time,
Irina Yermakova
- FpML-IRD Re: Use of Formula?,
Marc Gratacos
- FpML-IRD Swap Stub Question,
Valentino, Jeffrey C
- FpML-IRD RE: Fallback Bond proposal,
Guy Gurden
- FpML-IRD IRD Working Group candidates,
Harry_MCALLISTER
- FpML-IRD FW: BOUNCE irdwg@xxxxxxxx: Non-member submission from [Philip Leach <pleach@xxxxxxxx>],
Marc Gratacos
- FpML-IRD Inflation Indexed Asset Swaps,
Harry_MCALLISTER
- FpML-IRD Changes to contractual-definitions,
Irina Yermakova
- FpML-IRD Refactor Swaption Schema for Fpml v 5.x,
Orme, Jamie
- FpML-IRD FW: [FpML 0000388]: Add new BUS/252 day count fraction coding scheme value to support Brazilian Real swaps,
Guy Gurden
- FpML-IRD new rule ird-59,
Marc Gratacos
- FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision,
Orme, Jamie
- FpML-IRD additional changes to floating rate index,
Marc Gratacos
- FpML-IRD Reminder: FpML IRD-WG Meeting Thursday April 5 0900 EST/1400 BST,
harry . w . mcallister
- FpML-IRD Swap with Cancellable Provision - Cancellation Effective Date BDC,
Orme, Jamie
- FpML-IRD Swap with cancellable provision - Cancellation Date BDC,
Orme, Jamie
- FpML-IRD Brazilian Swaps,
Robert Stowsky
- FpML-IRD ISDA FpML Training Courses in New York,
Irina Yermakova
- FpML-IRD amendments to the day count fraction scheme,
Marc Gratacos
- FpML-IRD Swap Cancelable and Nondeliverable modifications *** update ***,
harry . w . mcallister
- FpML-IRD Bermuda Exercise Dates,
harry . w . mcallister
- FpML-IRD Please clarify if <hourMinuteTime> is used within SWAP,
Marc Gratacos
- FpML-IRD Swap Cancellable and Extendable modifications,
Orme, Jamie
- <Possible follow-ups>
- Fw: FpML-IRD Swap Cancellable and Extendable modifications,
Robert Masri
- Fw: FpML-IRD Swap Cancellable and Extendable modifications,
Robert Masri
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- Fw: FpML-IRD Swap Cancellable and Extendable modifications,
Robert Masri
- Fw: FpML-IRD Swap Cancellable and Extendable modifications,
Robert Masri
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- Re: FpML-IRD Swap Cancellable and Extendable modifications,
Karel Engelen
- Fw: FpML-IRD Swap Cancellable and Extendable modifications,
Robert Masri
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- Re: FpML-IRD Swap Cancellable and Extendable modifications,
Orme, Jamie
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- RE: FpML-IRD Swap Cancellable and Extendable modifications,
Guy Gurden
- FpML-IRD RE: [fpml-coord] RE: FpML-CD PaymentSimple proposal,
Guy Gurden
- FpML-IRD RE: FpML-CD PaymentSimple proposal,
Guy Gurden
- FpML-IRD PaymentSimple proposal,
Lamy, Pierre
- FpML-IRD CALL IN DETAILS FpML IRD-WG meeting *Thurs 18* Jan 0900EST/1400 GMT,
harry . w . mcallister
- FpML-IRD FW: IRD-WG meeting,
Marc Gratacos
- FpML-IRD Fw: FpML IRD-WG meeting *Thurs 18* Jan 0900EST/1400 GMT,
harry . w . mcallister
- FpML-IRD FpML IRD-WG meeting Thurs 19 Jan 0900EST/1400 GMT,
harry . w . mcallister
- FpML-IRD HICPFIX code,
Marc Gratacos
- FpML-IRD Swap Cancelable and Nondeliverable modifications,
Robert Masri
- FpML-IRD RE: Re[2]: [fpml-coord] Re: Asset Managers/Custodians (was FpML-BP notification proposal),
Marc Gratacos
- FpML-IRD Re: [fpml-coord] Re: Asset Managers/Custodians (was FpML-BP notification proposal),
harry . w . mcallister
- FpML-IRD Fpml-IRD - 'First Compounding Date',
Orme, Jamie
- FpML-IRD identifying a hedged asset,
Robert Stowsky
- FpML-IRD RE: FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT,
Guy Gurden
- FpML-IRD FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT,
harry . mcallister
- FpML-IRD IRD-WG Thursday 02 November: *** change of time ***,
harry . mcallister
- FpML-IRD,
harry . mcallister
- FpML-IRD initialFixingDate,
Lamy, Pierre
- FpML-IRD forward starting swaps,
Robert Stowsky
- FpML-IRD Relax schema validation on certain Swaption elements to support confirmation under ISDA Settlement Matrix and broker confirms,
Marc Gratacos
- FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product,
Marc Gratacos
- FpML-IRD RE: [fpml-coord] trial recommendation,
harry . mcallister
- FpML-IRD inflation swap examples - presence of inflationRateCalculation/rateTreatment element,
Guy Gurden
- FpML-IRD Inflation index FpML scheme definitions,
Guy Gurden
- FpML-IRD Fpml-IRD - earlyTerninationProvision,
Orme, Jamie
- FpML-IRD Adjusting the construct for the rateCalculation substitution group,
Lamy, Pierre
- FpML-IRD ISDA FpML Training Course in London,
Marc Gratacos
- FpML-IRD FpML Security Option Task Force,
harry . mcallister
- FpML-IRD ISDA FpML Training Course in New York and London,
Marc Gratacos
- New FpML-IRD email list and web archives - irdwg@xxxxxxxx,
Henri Pegeron
- RE: FpML-IRD40 RE: Cap/Floor Inquiry,
Valentino, Jeffrey C
- Cap/Floor Inquiry,
Valentino, Jeffrey C
- FpML-Com 2005 ISDA FpML Conference in New York,
Marc Gratacos
- Re: FpML-IRD40 Inflation swaps proposal: final call for comment,
andrew.p.parry
- FpML-IRD40 RE: Inflation swaps proposal: final call for comment,
Marc Gratacos
- Inflation swaps proposal: final call for comment,
harry.mcallister
- FpML-IRD40 Inflation Swaps proposal,
harry.mcallister
- FpML-IRD40 FW: FpML IRD-WG Next meeting Thursday 22 September,
Marc Gratacos
- FpML-IRD40 updated NDS proposal,
Marc Gratacos
- Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting,
harry.mcallister
- FpML-IRD40 RE: FpML nth to Default CDS Basket Proposal ( attached ),
andrew.p.parry
- FpML-IRD40 RE: FpML-ASTF Next IRDWG/AssetTask Force meeting,
Karel Engelen
- RE: FpML-ASTF GS/JPM Inflation Swap Proposal ( Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting ),
Guy Gurden
- FpML-IRD40 GS/JPM Inflation Swap Proposal ( Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting ),
andrew.p.parry
- FpML-ASTF NDS proposal and DSWG integration,
Marc Gratacos
- FpML-ASTF Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting,
andrew.p.parry
- FpML-ASTF Next IRDWG/AssetTask Force meeting,
Marc Gratacos
- FpML-IRD40 floating Rate Index scheme - updated,
Marc Gratacos
- FpML-IRD40 NZD and AUD "IMM" dates,
Guy Gurden
- [fpml-coord] Re: next meeting - Monday August 1,
harry.mcallister
- FpML-IRD40 Re: [fpml-coord] next meeting - Monday August 1,
harry.mcallister
- FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- <Possible follow-ups>
- RE: FpML-IRD40 floating Rate Index scheme,
Guy Gurden
- RE: FpML-IRD40 floating Rate Index scheme,
Guy Gurden
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Guy Gurden
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Guy Gurden
- RE: FpML-IRD40 floating Rate Index scheme,
harry.mcallister
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Guy Gurden
- RE: FpML-IRD40 floating Rate Index scheme,
Robert Green
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Marc Gratacos
- RE: FpML-IRD40 floating Rate Index scheme,
Brian Lynn
- IRD-WG next meeting,
harry.mcallister
- FpML-IRD40 NDS documentation,
harry.mcallister
- FpML-IRD40 Robert Green is out of the office.,
Robert Green
- RE: FpML-IRD40 IRD-WG next meeting,
Guy Gurden
- <Possible follow-ups>
- RE: FpML-IRD40 IRD-WG next meeting,
Guy Gurden
- RE: FpML-IRD40 IRD-WG next meeting,
Jain, Anand
- RE: FpML-IRD40 IRD-WG next meeting,
harry.mcallister
- RE: FpML-IRD40 IRD-WG next meeting,
Jain, Anand
- RE: FpML-IRD40 IRD-WG next meeting,
Guy Gurden
- RE: FpML-IRD40 IRD-WG next meeting,
harry.mcallister
- RE: FpML-IRD40 IRD-WG next meeting,
Jain, Anand
- RE: FpML-IRD40 IRD-WG next meeting,
Lamy, Pierre
- RE: FpML-IRD40 IRD-WG next meeting,
Marc Gratacos
- RE: FpML-IRD40 IRD-WG next meeting,
Guy Gurden
- RE: FpML-IRD40 IRD-WG next meeting,
Lamy, Pierre
- RE: FpML-IRD40 IRD-WG next meeting,
Jain, Anand
- RE: FpML-IRD40 IRD-WG next meeting,
Guy Gurden
- RE: FpML-IRD40 FpML IRD-WG Minutes: 23 June 2005,
Guy Gurden
- Re: FpML-IRD40 Interpolation between two rates,
harry.mcallister
- Interpolation between two rates,
Lamy, Pierre
- FpML-IRD40 IRD-WG Meeting TODAY Thursday 23. June,
harry.mcallister
- RE: FpML-ASTF updated asset swap task force document,
matthew.d.rawlings
- FpML-IRD40 Re: FpML-ASTF updated asset swap task force document,
andrew.p.parry
- FpML-IRD40 updated asset swap task force document,
Marc Gratacos
- FpML-IRD40 RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation,
Marc Gratacos
- FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation,
andrew.p.parry
- FpML-IRD40 Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation,
andrew.p.parry
- FpML-IRD40 Asset Swap/Condition Precedent Bond representation,
Marc Gratacos
- FpML-IRD40 FW: FpML-ASTF next meeting,
Karel Engelen
- FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting,
Guy Gurden
- FpML-ASTF Proposed changes to the EquitySwap structure,
Marc Gratacos
- FpML-ASTF/IRD-WG meeting Thursday 09 June,
harry.mcallister
- FpML-IRD40 Re: FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting,
andrew.p.parry
- RE: FpML-IRD40 RE: FpML-ASTF next meeting,
Guy Gurden
- RE: FpML-ASTF next meeting,
Lamy, Pierre
- FpML-FIX FpML Training Course - London - June 29, 2005,
Marc Gratacos
- FpML-IRD40 FW: Period End Dates for NDS,
Marc Gratacos
- FpML-IRD40 rollConvention for MXN swaps,
Guy Gurden
- RE: FpML-IRD40 IRG-WG Meeting Thursday 9 June,
Guy Gurden
- IRG-WG Meeting Thursday 9 June,
harry.mcallister
- FpML-IRD40 AUD IMM dates,
Guy Gurden
- FpML-IRD40 Non Deliverable Swap Proposal,
steven.lord
- FpML-IRD40 IRD Working Group Chair,
steven.lord
- FpML-IRD40 Contractual matric Proposal,
steven.lord
- FpML-IRD40 Contractual Matrix Proposal,
steven.lord
- FpML-IRD40 FW: Calculation Agent for ETC and Swaption,
steven.lord
- FpML-IRD40 FW: Bermudan/European Swaptions - a couple of queries.,
steven.lord
- FpML-IRD40 RE: [fpml-discuss-ird] PaymentCalculationPeriod,
Guy Gurden
- FpML-IRD40 FpML version 4.1: Trial Recommendation,
Marc Gratacos
- FpML-IRD40 FW: FpML-CD40 Updated contractual matrix proposal v3,
Guy Gurden
- FpML-CD40 Updated contractual matrix proposal v2,
Guy Gurden
- FpML-IRD40 FW: FpML-CD40 Contractrual matrix incorporation into FpML,
Guy Gurden
- FpML-IRD40 FpML Training Course and FpML Conference, London, 8 & 9 December 2004, Register Now!,
Marc Gratacos
- FpML-IRD40 FpML IRD WG Meeting - CANCELLED TOMORROW,
steven.lord
- [fpml-stdcommittee] IRD WG - Proposal,
steven.lord
- FpML-IRD40 IRD WG - Proposal,
steven.lord
- FpML-IRD40 FpML WG Meeting Minutes,
steven.lord
- FpML-IRD40 FpML IRD WG - Meeting Agenda Thurs 28th Oct,
steven.lord
- FpML-IRD40 FpML IRD WG - Proposals,
steven.lord
- FpML-IRD40 Updated Early Termination Provision proposal (ver 4),
Guy Gurden
- FpML-IRD40 FpML IRD WG - Meeting Agenda - 14th October,
steven.lord
- FpML-IRD40 updated Bond Reference proposal,
Marc Teichman
- FpML-IRD40 RE: Updated Early Termination Provision proposal (ver 3),
Guy Gurden
- FpML-IRD40 Updated Early Termination Provision proposal,
Guy Gurden
- FpML-IRD40 FpML IRD WG - Minutes Thurs 30th,
steven.lord
- FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept,
steven.lord
- FpML-IRD40 FpML IRD WOrking Group Meeting,
steven.lord
- FpML-IRD40 FpML IRD WG - Todays Meeting,
steven.lord
- FpML-IRD40 Agenda for Tomorrows Meeting + Proposal Document,
steven.lord
- RE: Proposal for additional elements in cashflows,
steven.lord
- FpML-IRD40 IRD WG Meeting Agenda,
steven.lord
- FpML-IRD40 RE: Agenda for tomorrows IRD WG Meeting,
steven.lord
- FpML-IRD40 Agenda for tomorrows IRD WG Meeting,
steven.lord
- FpML-IRD40 IRD Working Group - CANCELLED - tomorrows meeting,
steven.lord
- FpML-IRD40 Relative Swap - as part of InterestRateStream,
steven.lord
- FpML-IRD40 RelativeSwap,
steven.lord
- FpML-IRD40 FW: ISO Reverse Engineering Validation Group,
Marc Gratacos
- FpML-IRD40 Agenda for Meeting: 8th July,
steven.lord
- FpML-IRD40 Adding Stubs to Relative Swap,
steven.lord
- FpML-IRD40 CANCELLED: Todays IRD WG Meeting,
steven.lord
- FpML-IRD40 Thursday Meeting - AGENDA,
steven.lord
- FpML-IRD40 Access to Sourcecast Folders,
Marty Ross-Trevor
- FpML-IRD40 MINUTES 10th June 04 + Next Meeting,
steven.lord
- FpML-IRD40 AGENDA - 10th June,
steven.lord
- FpML-IRD40 Relative Swap,
steven.lord
- FpML-IRD40 Minutes 2004-05-27,
steven.lord
- FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency,
Guy Gurden
- FpML-IRD40 Agenda & Dial In For Meeting Thursday 27th May,
steven.lord
- FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures,
steven.lord
- FpML-IRD40 Eliminate dependency between subschemas - Equity 4.1,
Marc Gratacos
- FW: [fpml-stdcommittee] proposed charter for the IRD working group,
Karel Engelen
- FW: [fpml-coord] Cap/Floor/Collar examples in FpML 2.0/3.0 etc,
Guy Gurden
- RE: Change in Calc Agent for Mand Term Swap, v3/v4,
Guy Gurden
- FpML-IRD30 FpML IRD Working Group - several issues that need review,
steven.lord
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