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Ann, there is a link I was
provided by the ISDA group: http://www.fpml.org/coding-scheme/floating-rate-index It provides descriptive fields
for the rate types.. Regards, Bhavik Katira CEO TenDelta™ Fresh insight.
Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta™
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Taylor, Ann Thank you for
your help with this. From: loanwg@xxxxxxxx [mailto:loanwg@xxxxxxxx] On
Behalf Of Bhavik Katira Hi Ann, We are actually using the
standard FpML enumeration for this list. It may turn out that not all of the
entries are applicable in this market… It seems like the last portion
of the type defines the source from which you take the quoted rate. Will try
and get some more clarity. I know that some agreements are
quite specific as to not only which rate you use but the source, precision etc
to which you use it. Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta™
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Taylor, Ann Hi Bhavik, Can you please tell me where to find more elaborate definitions
for the values in the floating rate scheme? We are looking for better
understandings of the variations such as the following. What is
meant by the use of BBA, BBA-Bloomberg, ISDA, LIBO, and Reference
Banks? Same for Federal Funds-H.15, Federal Funds-H.15-Bloomberg, Federal
Funds-H.15-OIS-COMPOUND, and Federal Funds-Reference Dealers. Thank you
for any additional information. Ann
From: loanwg@xxxxxxxx [mailto:loanwg@xxxxxxxx] On
Behalf Of Bhavik Katira Minutes from 4 August 2009
Meeting: -
Scope & priority o Updated to include modification/cancellation messages
earlier. Next steps: discuss the requirements within the business working group
and understand what modifications can be performed with respect to each of the
notification messages that have already been defined. Document the specific
requirements (if any) within the business requirements document. o Cash flow messages. The concept here was to include a
generic structure which basically defines the overall cash flow which is taking
place on any business event. This was mentioned as something that participants
are “unable” to go-live without. -
Review of the updates to the requirements
document (v1.39). o Trade structure presented: § Deal Trade § AllocatedMultiFacilityTrade § MultiFacilityTrade § FacilityTrade § LoanContractTrade § LcTrade § DelayedCompensation o We should potentially look to trying to integrate the
loan trade structure more closely with the FpML OTC derivatives generic trade
structure. o Within the interest accrual and fee accrual sections of
the trade structure we should have a delayed compensation amount for each
accrual. These amounts will correspond to the overall delayed compensation
associated with the facility being traded. -
Usage of Identifiers for all message types. o We should publish a document which outlines the usage of
the various identifiers within the current message structures e.g. Message Id,
Event Id, Conversation Id. o An additional option was to include a version identifier
within a message to enable better tracking of modifications/cancellations in
the future. Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta™
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Dial-in
details: US:
+ 1 (888) 481 - 3032 Intl:
+ 1 (617) 801- 9600 UK:
0800 904-7961 Participant
Code: 28413758 Agenda -
Review trade structure updates from the latest requirements document. -
Attached: Business requirements document – v1.39. -
Attached: Updated schema to match v1.39 requirements. Please rename the attachment from .mail to .zip Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new
york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta™
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. No virus
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