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FpML-FXWG-Legacy Fwd: Re-worked fxOptionPremium structure
- To: fxwglegacy@xxxxxxxx
- Subject: FpML-FXWG-Legacy Fwd: Re-worked fxOptionPremium structure
- From: "Danielle Cauthen" <dcauthen@xxxxxxxx>
- Date: Tue, 03 Jul 2007 13:37:03 -0000
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--- In fpml-fx@xxxxxxxxxxxxxxx, Rick Schumacher <rick.schumacher@...>
wrote:
I have removed the business day adjustments from the fxOptionPremium
structure. This structure now looks, more or less, like it originally
did
in the Citi / UBS spec.
Please review and post comments where appropriate.
Regards,
Rick
<<FX OTC Option Premium Changes.doc>>
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