See attached note to discuss first point of the agenda.
Regards,
-Marc
-----Original Message-----
From: harry.mcallister@xxxxxxxxxxxxxxxxx
[mailto:harry.mcallister@xxxxxxxxxxxxxxxxx]
Sent: Wednesday, June 08, 2005 2:46 PM
To: ird@xxxxxxxxxxxxxxxxxxxxxx; astf@xxxxxxxxxxxxxxxxxxxx
Cc: Marc Gratacos; pierre.lamy@xxxxxx
Subject: FpML-ASTF/IRD-WG meeting Thursday 09 June
All,
A joint meeting of the FpML Asset Swaps Task Force and the Interest
Rates
Working Group will be held tomorrow, Thursday 9 June, at 0830-1000 New
York
time, 1330-1500 London.
Agenda:
ASTF:
1. Proposed changes to the EquitySwap structure in order to support
Return
Swaps
2. Implementation of Asset Swaps within the Interest Rate framework
IRD-WG:
3. Proposed representation of non-deliverable settlement terms (please
see
attached documents)
4. AOB
Call in details:
US: 888 481 3032
Intl: 617 801 9600
Code: 751365
Best regards,
Harry McAllister
Chair, FpML IRD-WG
+44 (0)20 7595 4467
(See attached file: NDS Extension - Revised.doc)(See attached file:
NDS_Example.xml)(See attached file: settlementRateOption.xml)(See
attached
file: fpml-ird-4-1.xsd)
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Attachment:
Proposed Changes to Equity Swap.doc
Description: MS-Word document
Attachment:
ATT3275698.txt
Description: Text document