[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: FpML-EQD FpML EQD WG Agenda 1400 LDN Fri 01 August 2008



Good morning,

 

JC communicate ISDA EQD Ops WG top 5 list of products following their 30th July meeting

Feedback thus far has been limited to around three banks but there is considerable commonality in their stated priorities. In no particular order:

 

-          European Emerging Market Underlier Coverage

-          Baskets

-          Options on Variance

-          Dispersion Variance Swaps

-          Coverage for BRIC40 Index

 

Clearly some of these are not going to require any FpML initiatives so we can flesh out the list with schema requirements as more feedback is received from/by the ISDA working group.

 

Regards,

 

James Clark

Vice President

Trade Processing

 

Markit

 

8th Floor

130 Fenchurch Street   

London, EC3M 5DJ

+44 (0) 20 7071 0831    Office

+44 (0) 20 7071 0101    Fax

 

james.clark@xxxxxxxxxx

www.markit.com

 


From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of andrew.p.parry@xxxxxxxxxxxx
Sent: 31 July 2008 07:51
To: eqdwg@xxxxxxxx
Subject: FpML-EQD FpML EQD WG Agenda 1400 LDN Fri 01 August 2008
Importance: High

 


* Telephone Conference

US: 1 888 481 3032
UK: 0 800 904 7961
Intl: 1 617 801 9600

Participant code: 8682747

* Agenda

1. Review actions from our last meeting 18 July 2008

JC communicate ISDA EQD Ops WG top 5 list of products following their 30th July meeting
AP contact Katherine Darras for latest ISDA legal drafting roadmap

2. Comment on recent ISDA Equity Derivative Legal Drafting

3. FpML-4-4-TR-2 schema include issue

"fpml-fx.xsd" uses enumerated types such as PayoutEnum, but does not directly include the file "fpml-enum.xsd", where enumerated types are defined

This causes some XML Schema aware tools to fail

Elsewhere in FpML this is not an issue, for exmaple "fpml-shared.xsd" also uses enumerated types, but does directly import "fpml-enum.xsd"

You may recall that in the past this issue caused Iona C24 Integration Objects to fail, because it was trying to generate objects from the schema files, looking at the schema files one at a time, rather that trying to import them all, and then trying to determine if it could see the correct definition

4. Other open issues

http://www.fpml.org/issues/view_all_bug_page.php

5. AOB

Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan


This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.


The content of this e-mail is confidential and may be privileged. It may be read, copied and used only by the intended recipient and may not be disclosed, copied or distributed. If you received this email in error, please contact the sender immediately by return e-mail or by telephoning +44 20 7260 2000, delete it and do not disclose its contents to any person. You should take full responsibility for checking this email for viruses. Markit reserves the right to monitor all e-mail communications through its networks.
Markit and its affiliated companies make no warranty as to the accuracy or completeness of any information contained in this message and hereby exclude any liability of any kind for the information contained herein. Any opinions expressed in this message are those of the author and do not necessarily reflect the opinions of Markit.
For full details about Markit, its offerings and legal terms and conditions, please see Markit's website at http://www.markit.com .