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FW: FpML-CD Fixed Recovery Swap example



We have included a “masterAgreement” into the Fixed Recovery Swap example ( attached ). If you have other examples, please send them to CDWG for review.

 

Regards,

Irina Yermakova

 

From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Irina Yermakova
Sent: Wednesday, July 23, 2008 11:16 AM
To: cdwg@xxxxxxxx
Subject: FpML-CD Fixed Recovery Swap example

 

Attached is the updated contractual-supplement scheme with added “ISDA2003CreditFixedRecoverySwap” value and an example of Fixed Recovery Swap, reflecting this additional scheme value

 

Please, verify that the example of Fixed Recovery Swap is correct.

 

Kind Regards,

Irina Yermakova

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Attachment: contractual-supplement-6-8.xml
Description: contractual-supplement-6-8.xml

Attachment: cd-ex17-short-us-corp-100-percent-fixreg-recovery.xml
Description: cd-ex17-short-us-corp-100-percent-fixreg-recovery.xml