[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
FpML-FXWG-Legacy Fwd: product & productStrategy changes in "IRD-land" for FpML Version 2.0
- To: fxwglegacy@xxxxxxxx
- Subject: FpML-FXWG-Legacy Fwd: product & productStrategy changes in "IRD-land" for FpML Version 2.0
- From: "Danielle Cauthen" <dcauthen@xxxxxxxx>
- Date: Tue, 19 Jun 2007 17:41:19 -0000
- Comment: DomainKeys? See http://antispam.yahoo.com/domainkeys
- Domainkey-signature: a=rsa-sha1; q=dns; c=nofws; s=lima; d=yahoogroups.com; b=kE9gyZ6xt6tFxM679Lez651khSEu5RCgdPm2y4erT4FuonWvasYt/B6NKfM3+0HKeSpXI5FHqGUY2IOoW+zTVcFzNVIsPHdOUapJU4Lji7GjWTYgrVTO+ZKM0Ho/m1gk;
- Reply-to: fxwglegacy@xxxxxxxx
- Sender: fxwglegacy@xxxxxxxx
- User-agent: eGroups-EW/0.82
--- In fpml-fx@xxxxxxxxxxxxxxx, Rick Schumacher
<rick.schumacher@...> wrote:
I was copied recently on some changes made to the FpML Version 2.0
specification for interest rate derivatives. As you know, we tried
to
incorporate the Version 2.0 changes at the end of June when Version
2.0 was
still being worked on. Version 2.0 is about to become a working
draft, and
they have made some slight changes to the handling of product and
productStrategy.
I have created a PowerPoint slide (see attached) that compares the
differences between them. I generally don't have a problem with the
IRD
Version 2.0 changes, with the exception of how to handle an option
premium
for multiple option legs (which we have at the strategy level).
Comments welcome. I'll do a run-through during the teleconference
call.
Regards,
Rick
<<fpml-fx-wip-rs-22-aug-2001.ppt>>
--- End forwarded message ---
-------------------------------------------------------------------------------
To unsubscribe: Email majordomo@xxxxxxxx with a blank subject line
In the body include the line: unsubscribe fxwglegacy youremail@address
To view archives: http://www.fpml.org/_wgmail/_fxwglegacymail/threads.html