RE: FpML-CD minor issues bond/cds options

["Orme, Jamie" <jamie.orme@xxxxxx>]

Apologies I have been out on vacation, hence I wasn't able to attend the meeting yesterday.  The change sounds good to me - do the examples need updating as well?

---

From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Wednesday, June 27, 2007 3:31 PM
To: cdwg@xxxxxxxx
Subject: Re: FpML-CD minor issues bond/cds options

As discussed in today's call, I propose the following two minor changes to the options work:

1. rename swapCurveReference to referenceSwapCurve.
2. Use the FloatingRateIndex.model group within SwapCurveValuation to keep consistency. As consequence, the spread will appear after the indexTenor.
   

Let me know if there is any objection to this before next Monday.

Kind regards,
Marc

On 6/27/07, Marc Gratacos < MGratacos@xxxxxxxx> wrote:

All,

 

While committing the bond and cds options proposal (schema, examples, and documentation) into the trunk (this is done by the way), I found a couple of minor things that I'd like to check with the group:

1. Naming of swapCurveReference: we usually use the suffix Reference for elements that are pointers to intra-document references (hrefs). We actually discussed this last week in the AWG and we added a rule to use the suffix Reference for hrefs. Would be possible to rename this to swapCurveParameters or any better name?
2. The SwapCurveValuation contains the floatingRateIndex and the indexTenor elements. The spread element sits between them. Would be possible to reuse the FloatingRateIndex.model for consistency? The spread element would then appear after the indexTenor element.

<xsd:group name="FloatingRateIndex.model">

                        <xsd:sequence>

                                    <xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>

                                    <xsd:element name="indexTenor" type="Interval" minOccurs="0">

                                                <xsd:annotation>

                                                            <xsd:documentation xml:lang="en">The ISDA Designated Maturity, i.e. the tenor of the floating rate.</xsd:documentation>

                                                </xsd:annotation>

                                    </xsd:element>

                        </xsd:sequence>

            </xsd:group>

 

Kind Regards,

-Marc

+13472846531

 

 

************************************************************************************************************************** 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 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. **************************************************************************************************************************