All, I just want to bring a discussion point for tomorrow related to the NDS proposal and a DSWG integration issue with Interest Rate Swaps. DSWG proposes an extension to the FpML Interest Rate Stream. It adds the following: - A settlement currency, to cover settlement in a currency other than the notional currency. - An optional settlementRateOption, to record the ISDA SRO used to convert the payments into the settlement currency. Is the NDS proposal going to be too heavy for this? Do we need a separate structure to support the DSWG extension? Thanks, -Marc
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