Hi Brian, I have reviewed the CDS example and I actually found an error in the Tranche example, where the FX conversion of the notional and MtM value was done incorrectly on row 58 and row 93, column N. It was divided by 1.4304, but it should be multiplied instead. Find attached a new version where I have adjusted this. Best regards Ludvig Ludvig Henriksson Product Manager, triResolve support: +46 8 545 25 144 :: direct: +46 8 545 25 363 TriOptima AB :: Regeringsgatan 45 :: 111 56 Stockholm :: Sweden Please see the disclaimer: http://www.trioptima.com/email -----Original Message----- From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Brian Lynn Sent: den 5 oktober 2009 01:31 To: rptwg@xxxxxxxx Subject: RE: FpML-RPTWG Meeting invitation - Monday 11 am NY time Here are some materials for tomorrow's meeting. -----Original Message----- From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Brian Lynn Sent: Thursday, October 01, 2009 10:37 AM To: rptwg@xxxxxxxx Subject: FpML-RPTWG Meeting invitation - Monday 11 am NY time We'll meet again on Monday, at the usual time. Time: 11:00-12:00 NY time Dial-in / Passcode: US: 888 481 3032 Intl: 617 801 9600 UK: 0800 904 7961 Participant passcode: #52016709 Agenda: 1) Review actions a) Bruno, Bruce, Ludwig, and Chris to review example information on spreadsheet - Bruno Beccaria will investigate the meaning of local MTM vs. reporting MTM and why the values don't appear consistent => info provided - Bruce Tupper will propose NPV values and some other commodity-specific values to include for the commodity trades. - Ludwig Henrikson will review the CDS examples - Chris Funck will review the IRS and FX examples b) Brian to start developing XML examples >> Examples to follow c) Marc Gratacos to provide example of how to combine positions and activity/events. Brian to update treatment of a couple of issues in the "issues" paper >> Will distribute an update prior to the meeting 3) Review issues (issues document, to be updated). - Discuss representing status on positions in the position report - Continue discussion on "generic product". 4) Other processes/report types - reset reporting >> Proposed message to follow 5) AOB ---------------------------------------------------------------------------- --- To unsubscribe: Email majordomo@xxxxxxxx with a blank subject line In the body include the line: unsubscribe rptwg youremail@address To view archives: http://www.fpml.org/_wgmail/_rptwgmail/threads.html ---------------------------------------------------------------------------- --- To unsubscribe: Email majordomo@xxxxxxxx with a blank subject line In the body include the line: unsubscribe rptwg youremail@address To view archives: http://www.fpml.org/_wgmail/_rptwgmail/threads.html
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ReportingFieldRequirementsOct5withExamples.xls
Description: MS-Excel spreadsheet