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Thanks, Martin, that is a good
suggestion. I will look into how that would square with an FX product, but
Domestic Currency definitely makes sense here. From:
owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of msexton@xxxxxxxxxxxxxxxxxxxxxxx XML Samples – Use of currency definitions As we were discussing the use currency definitions on the
conference call today (5th October 2009), I thought I’ll examine the
XML example and cross reference it to the ISDA 2003 Credit Derivative
Definitions publication. This publication has definitions for Domestic,
Obligation and Settlement currencies. The Domestic Currency relates to the jurisdiction in which
the Reference entity is organised. Can we assume in the example that the
QuoteCurrency (or NPVLocalCurrency) is equivalent to the Domestic Currency? Quotation Amount relates to the undeliverable obligation (an
amount equal to the outstanding principal balance or Due and Payable Amount),
this amount being in the Obligation Currency. Is Unit Currency in the example
equivalent to the Obligation Currency? Kind regards, Martin Sexton London Market Systems Limited 68 Lombard Street Direct:
+44 (0) 20 7397 3330 Mobile:
+44 7961 334 542 Switchboard: +44 (0) 20 7397 3350 -----Original Message----- 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
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