FpML-FXWG-Legacy Fwd: FX coding scheme definitions

["Danielle Cauthen" <dcauthen@xxxxxxxx>]

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

> Last week, rather than having our conference call, I wrote a brief
> synopsis of where we stook (email from Wed. December 5).  One of 
the
> things that I noted was that we needed to define our coding 
schemes.
> 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 ... this has already been 
incorporated
> into the FpML Version 2.0 spec by Steven))
> - 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)
> 
> In the attached file (which you can open either in Notepad or in 
your
> browser), you will see that I've taken the XML file from the FpML 
Version
> 2.0 and added our coding schemes (the last 8 schemes defined ... 
at the
> end of the file).
> 
> Please review ... if anyone would like to improve the definitions, 
per
> feel free to comment.  One issue is whether we should define rules 
for
> routingIdCodeScheme and settlementMethodScheme ... Justin, I'll 
need your
> input here.
> 
> Regards,
> Rick
> 
>  <<Copy of schemeDefinitions.xml>>

--- End forwarded message ---



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