FpML-FXWG-Legacy Fwd: Need to cancel tomorrow's working group meeting

["Danielle Cauthen" <dcauthen@xxxxxxxx>]

--- In fpml-fx@xxxxxxxxxxxxxxx, Rick Schumacher 
<rick.schumacher@...> wrote:

My real job is getting in the way of the teleconference call tomorrow
morning.  I don't have a ton of things to report, so I propose 
cancelling
tomorrow's call because we don't have that much too discuss that 
can't be
communicated via email.

I will summarize events from the previous week:

1. I have not sent the example xml files, because they no longer 
validate
against the DTD because of the changes made by Justin.  I am making 
the
changes to the exampe files now now and should be done in the next 
day or
so.

2. Justin, as you know, sent the latest DTD on Monday.  I have made 
one very
small change to it (but all of the options xml examples have to 
change now)
by renaming the element "date" to "expiryDate."  The "date" element 
was only
being used within "expiryDateTime," and since we have other 
descriptive
elements like "valueDate" and "fixingDate," there was no reason why 
this
shouldn't be descriptive as well.  (This was carried over from the 
original
Citi/UBS spec, and I had intended on proposing this change earlier 
but had
forgotten about it.)  I have attached the latest DTD that includes 
this
change.

3. On a separate note, there have been a lot of discussions this week
regarding: a) multiple trade id's within a single FpML document; and 
b)
portfolios of trades (to be used potentially for risk management or 
other
purposes).  There have been a variety of proposals and different 
points of
view stated here over the last few days.  There is a very strong 
desire to
include this as part of Version 3.0 of FpML and therefore will 
require
consensus across all the working groups.  I'm sure this will shake 
itself
out over the next few weeks ... it's an interesting subject and a 
good
addition to FpML.

Oh, one more subject.  I started work on the our scheme 
definitions.  Below
are the schemes that we have added to the specification (or in other 
words,
are used by FX only), I think:

- exerciseStyleScheme (for options ... already has been defined in 
Citi/UBS
doc)
- payoutScheme (for payouts in barriers and digitals ... immediate or
deferred)
- premiumQuoteBasisScheme (for options ... already has been defined 
in
Citi/UBS doc)
- quoteBasisScheme (for standard FX ... already has been defined in 
Citi/UBS
doc)
- routingIdCodeScheme (Justin ... can you help with this?  Or, 
should I just
simply say that the definition "is not defined by FpML")
- settlementMethodScheme (Justin ... same here)
- sideRateBasisScheme (for side rates ... I have possible values for 
this
one already)
- strikeQuoteBasisScheme (how an option strike is quoted ... already 
has
been defined in Citi/UBS doc)

Could someone please double-check this to see whether I've left 
anything out
any schemes?

Regards,
Rick

 <<wip-fpml-fx-1-0-2001-12-05.dtd>>

--- End forwarded message ---



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