Guy
Sorry I could not make the call, this proposal is based on a subset of JPM
production usage
Inflation Swap has also been implement by extension of Swap then
composition
I would like both proposals to be consistent
Are there minutes of the discussion so that I can catch up ?
Regards
"Guy Gurden" <guy.gurden@xxxxxxxxxxxxx>
10/06/2005 16:00
Please respond to astf
To: <astf@xxxxxxxxxxxxxxxxxxxx>
cc: <ird@xxxxxxxxxxxxxxxxxxxxxx>
Subject: RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond
representation
Andrew - we're using the additional terms for more than just asset
swaps. It's a pity you weren't on the call because a lot of alternatives
etc. were discussed.
-----Original Message-----
From: andrew.p.parry@xxxxxxxxxxxx [mailto:andrew.p.parry@xxxxxxxxxxxx]
Sent: Friday, June 10, 2005 10:57 AM
To: astf@xxxxxxxxxxxxxxxxxxxx
Cc: ird@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent
Bond representation
Please find alternate proposal attached
Two types have been added
1. AssetSwap EXTENDS Swap
2. AssociatedBond EXTENDS Bond
This proposal is compatible with FpML 4.1 and 4.2
Regards
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