FpML-VAL FW: [fpml-coord] Frequency vs. Offset

Hi all,

Does anyone have any comments on this ?

Thanks

Pam

From: coord@xxxxxxxx [mailto:coord@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: 30 April 2009 10:48
To: coord@xxxxxxxx
Cc: valwg@xxxxxxxx
Subject: [fpml-coord] Frequency vs. Offset

As requested, Irina and I put together a spreadsheet (see attached) identifying the elements/types using the Period type. Currently the Period type is being used for two different situations:

1. A frequency like calculation or reset frequency is expressed

2. An offset is expressed.

The period 'T' (term) is only meaningful for frequencies so the idea would be to have two separate enumerations for frequencies and offsets, one with the value T and the other without it.

It would be good if the chairs of the WGs can take a look at the elements and make sure that we made the distinction between offset and frequency correctly.

Let us know if you have any comments.

Marc

The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution.