FpML Interest Rate Archives

• Thread Index

• FW: *Updated*: FpML-IRD BRL CDI - Brazil Business Day definition
  • From: Irina Yermakova
• RE: FpML-IRD BRL CDI - Brazil Business Day definition
  • From: Lamy, Pierre
• FpML-IRD BRL CDI - Brazil Business Day definition
  • From: Guy Gurden
• RE: SPAM WARNING!: FpML-IRD RE: FpML IRD-WG: Dial-in details: *Today* 0900 NY/1400 LON
  • From: Lamy, Pierre
• FpML-IRD Adjusted/Unadjusted Exercise Date for IRD/CD Options
  • From: Orme, Jamie
• FpML-IRD Adjusted/Unadjusted Exercise Date for IRD/CD Options
  • From: Orme, Jamie
• FpML-IRD RE: FpML IRD-WG: Dial-in details: *Today* 0900 NY/1400 LON
  • From: Lamy, Pierre
• RE: FpML-IRD FpML IRD-WG: Dial-in details: *Today* 0900 NY/1400 LON
  • From: Orme, Jamie
• FpML-IRD FpML IRD-WG: Dial-in details: *Today* 0900 NY/1400 LON
  • From: harry . mcallister
• RE: *** RESCHEDULE ***: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: Lamy, Pierre
• RE: *** RESCHEDULE ***: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: Philippe.Negri
• *** RESCHEDULE ***: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: harry . mcallister
• RE: Fw: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: Guy Gurden
• Re: Fw: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: Marty Ross-Trevor
• Fw: FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: harry . mcallister
• FpML-IRD NDS clause extension - Schedule of fixing dates
  • From: Lamy, Pierre
• RE: FpML-IRD interpolation method scheme
  • From: Marc Gratacos
• RE: FpML-IRD interpolation method scheme
  • From: Guy Gurden
• FpML-IRD interpolation method scheme
  • From: Marc Gratacos
• FpML-IRD FW: BOUNCE irdwg@xxxxxxxx: Non-member submission from ["Brian Lynn" <brian.lynn@xxxxxxxxxxxxxxxxxxx>]
  • From: Marc Gratacos
• RE: FpML-IRD FpML Modelling Task Force: Issues for IRD-WG
  • From: Guy Gurden
• RE: FpML-IRD FpML Modelling Task Force: Issues for IRD-WG
  • From: Valentino, Jeffrey C
• FpML-IRD FpML Modelling Task Force: Issues for IRD-WG
  • From: harry . mcallister
• FpML-IRD Re: FW: Usage of stubPeriodType element
  • From: harry . mcallister
• FpML-IRD RE: Non-deliverable settlement on interest rate swaps
  • From: Guy Gurden
• FpML-IRD ISDA FpML & Extending FpML Training Courses on April 2-3, 2008 in New York
  • From: Irina Yermakova
• FpML-IRD Non-deliverable settlement on interest rate swaps
  • From: Guy Gurden
• RE: FpML-IRD FRA Changes Proposal
  • From: Philip Leach
• RE: FpML-IRD FRA Changes Proposal
  • From: Guy Gurden
• Re: FpML-IRD FRA Changes Proposal
  • From: harry . mcallister
• FpML-IRD FRA Changes Proposal
  • From: Philip Leach
• FpML-IRD ISDA FpML & Extending FpML Training Courses on April 2-3, 2008 in New York
  • From: Irina Yermakova
• RE: FpML-IRD expand annotation of Term duration
  • From: harry . mcallister
• RE: FpML-IRD expand annotation of Term duration
  • From: Guy Gurden
• FpML-IRD expand annotation of Term duration
  • From: Marc Gratacos
• Re: FpML-IRD firstPaymentDate
  • From: Robert Stowsky
• Fw: FpML-IRD firstPaymentDate
  • From: harry . mcallister
• Re: FpML-IRD firstPaymentDate
  • From: harry . mcallister
• RE: FpML-IRD firstPaymentDate
  • From: Guy Gurden
• Re: FpML-IRD firstPaymentDate
  • From: Robert Stowsky
• RE: FpML-IRD firstPaymentDate
  • From: Guy Gurden
• FpML-IRD firstPaymentDate
  • From: Robert Stowsky
• FpML-IRD UPDATED DIAL IN number - FpML MTF meeting - February 6th
  • From: Lyteck Lynhiavu
• FpML-IRD Reminder: FpML Meeting - Wed. February 6th, 2008 - 9-11 am - ISDA New York office
  • From: Lyteck Lynhiavu
• FW: FpML-IRD zero coupon swap example
  • From: Iida, Lucio BGI SF
• RE: FpML-IRD "TBILL" should exist in WeeklyRollConventionEnum to support interest rate swaps against USD-TBILL-H.15 index
  • From: Marc Gratacos
• RE: FpML-IRD zero coupon swap example
  • From: Marc Gratacos
• RE: FpML-IRD zero coupon swap example
  • From: harry . mcallister
• RE: FpML-IRD zero coupon swap example
  • From: Marc Gratacos
• RE: FpML-IRD zero coupon swap example
  • From: Marc Gratacos
• RE: FpML-IRD zero coupon swap example
  • From: Iida, Lucio BGI SF
• RE: FpML-IRD zero coupon swap example
  • From: Marc Gratacos
• Re: FpML-IRD zero coupon swap example
  • From: harry . mcallister
• FpML-IRD zero coupon swap example
  • From: Marc Gratacos
• FpML-IRD "TBILL" should exist in WeeklyRollConventionEnum to support interest rate swaps against USD-TBILL-H.15 index
  • From: Guy Gurden
• FpML-IRD RE: IRD Discounting
  • From: Marc Gratacos
• FpML-IRD IRD Discounting
  • From: harry . mcallister
• FpML-IRD RE: Stubs representation
  • From: harry . mcallister
• RE: FpML-IRD Stubs representation
  • From: Guy Gurden
• RE: FpML-IRD Stubs representation
  • From: Orme, Jamie
• FpML-IRD Stubs representation
  • From: harry . mcallister
• FpML-IRD FpML Technical Seminar: Managing trades, managing data
  • From: Irina Yermakova
• FpML-IRD FW: [FpML 0000518]: FpML ird - review cardinality on Stub complex type
  • From: Marc Gratacos
• Re: FpML-IRD asset swap example
  • From: harry . mcallister
• FpML-IRD asset swap example
  • From: Marc Gratacos
• FpML-IRD FpML IRD-WG call Tuesday 2 October: Minutes
  • From: harry . mcallister
• FpML-IRD RE: Fallback Bond proposal
  • From: Guy Gurden
• FpML-IRD FW: FpML IRD-WG call Tuesday 2 October: Dial-in details
  • From: Irina Yermakova
• FpML-IRD FpML IRD-WG call Tuesday 2 October: Dial-in details
  • From: Harry_MCALLISTER
• RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
  • From: Guy Gurden
• RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
  • From: Jonathan Elliott
• RE: FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time
  • From: Karel Engelen
• RE: FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time
  • From: Pauline Mullan
• RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
  • From: Marc Gratacos
• RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
  • From: Lamy, Pierre
• FpML-IRD FpML IRD-WG call Tuesday 2 October
  • From: Harry_MCALLISTER
• RE: FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time
  • From: Valentino, Jeffrey C
• FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time
  • From: Irina Yermakova
• FpML-IRD FpML 5.0 - conference call - Thursday September 27, 9:00 am NY time/2:00 pm London time
  • From: Irina Yermakova
• Re: FpML-IRD Re: Use of Formula?
  • From: Harry_MCALLISTER
• FpML-IRD Re: Use of Formula?
  • From: Marc Gratacos
• RE: FpML-IRD Swap Stub Question
  • From: Valentino, Jeffrey C
• RE: FpML-IRD Swap Stub Question
  • From: Guy Gurden
• Re: FpML-IRD Swap Stub Question
  • From: Harry_MCALLISTER
• FpML-IRD Swap Stub Question
  • From: Valentino, Jeffrey C
• FpML-IRD RE: Fallback Bond proposal
  • From: Guy Gurden
• FpML-IRD IRD Working Group candidates
  • From: Harry_MCALLISTER
• FpML-IRD FW: BOUNCE irdwg@xxxxxxxx: Non-member submission from [Philip Leach <pleach@xxxxxxxx>]
  • From: Marc Gratacos
• FpML-IRD Inflation Indexed Asset Swaps
  • From: Harry_MCALLISTER
• FpML-IRD Changes to contractual-definitions
  • From: Irina Yermakova
• FpML-IRD Refactor Swaption Schema for Fpml v 5.x
  • From: Orme, Jamie
• Re: FpML-IRD FW: [FpML 0000388]: Add new BUS/252 day count fraction coding scheme value to support Brazilian Real swaps
  • From: Harry_MCALLISTER
• FpML-IRD FW: [FpML 0000388]: Add new BUS/252 day count fraction coding scheme value to support Brazilian Real swaps
  • From: Guy Gurden
• RE: FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: Marc Gratacos
• FpML-IRD new rule ird-59
  • From: Marc Gratacos
• RE: FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: harry . w . mcallister
• RE: FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: Orme, Jamie
• RE: FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: Guy Gurden
• FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: Orme, Jamie
• FpML-IRD RE: propose new finalPeriodDateAdjustment element to CancelableProvision
  • From: Orme, Jamie
• FpML-IRD additional changes to floating rate index
  • From: Marc Gratacos
• FpML-IRD Reminder: FpML IRD-WG Meeting Thursday April 5 0900 EST/1400 BST
  • From: harry . w . mcallister
• RE: FpML-IRD Swap with Cancellable Provision - Cancellation Effective Date BDC
  • From: Marc Gratacos
• Re: Fw: FpML-IRD Swap with Cancellable Provision - Cancellation Effective Date BDC
  • From: Robert Masri
• Fw: FpML-IRD Swap with Cancellable Provision - Cancellation Effective Date BDC
  • From: harry . w . mcallister
• FpML-IRD Swap with Cancellable Provision - Cancellation Effective Date BDC
  • From: Orme, Jamie
• FpML-IRD Swap with cancellable provision - Cancellation Date BDC
  • From: Orme, Jamie
• FpML-IRD Brazilian Swaps
  • From: Robert Stowsky
• FpML-IRD ISDA FpML Training Courses in New York
  • From: Irina Yermakova
• Re: FpML-IRD amendments to the day count fraction scheme
  • From: harry . w . mcallister
• FpML-IRD amendments to the day count fraction scheme
  • From: Marc Gratacos
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• FpML-IRD PaymentSimple proposal
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Orme, Jamie
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• FpML-IRD Swap Cancelable and Nondeliverable modifications *** update ***
  • From: harry . w . mcallister
• FpML-IRD Swap Cancelable and Nondeliverable modifications
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• RE: FpML-IRD Bermuda Exercise Dates
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• RE: FpML-IRD Bermuda Exercise Dates
  • From: Guy Gurden
• FpML-IRD Bermuda Exercise Dates
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• Re: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• Re: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Orme, Jamie
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• Re: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Karel Engelen
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• FpML-IRD
  • From: harry . w . mcallister
• Re: Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• Re: Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: harry . w . mcallister
• Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• RE: FpML-IRD Please clarify if <hourMinuteTime> is used within SWAP
  • From: Guy Gurden
• FpML-IRD Please clarify if <hourMinuteTime> is used within SWAP
  • From: Marc Gratacos
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Guy Gurden
• RE: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Orme, Jamie
• Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• Fw: FpML-IRD Swap Cancellable and Extendable modifications
  • From: Robert Masri
• FpML-IRD Swap Cancellable and Extendable modifications
  • From: Orme, Jamie
• FpML-IRD RE: [fpml-coord] RE: FpML-CD PaymentSimple proposal
  • From: Guy Gurden
• FpML-IRD RE: [fpml-coord] RE: FpML-CD PaymentSimple proposal
  • From: Lamy, Pierre
• FpML-IRD RE: [fpml-coord] RE: FpML-CD PaymentSimple proposal
  • From: Guy Gurden
• FpML-IRD RE: [fpml-coord] RE: FpML-CD PaymentSimple proposal
  • From: Lamy, Pierre
• FpML-IRD RE: FpML-CD PaymentSimple proposal
  • From: Guy Gurden
• FpML-IRD PaymentSimple proposal
  • From: Lamy, Pierre
• FW: FpML-IRD Inflation index FpML scheme definitions
  • From: Marc Gratacos
• FpML-IRD CALL IN DETAILS FpML IRD-WG meeting *Thurs 18* Jan 0900EST/1400 GMT
  • From: harry . w . mcallister
• FpML-IRD FW: IRD-WG meeting
  • From: Marc Gratacos
• RE: FpML-IRD Fw: FpML IRD-WG meeting *Thurs 18* Jan 0900EST/1400 GMT
  • From: Guy Gurden
• RE: FpML-IRD Swap Cancelable and Nondeliverable modifications
  • From: Guy Gurden
• FpML-IRD Fw: FpML IRD-WG meeting *Thurs 18* Jan 0900EST/1400 GMT
  • From: harry . w . mcallister
• FpML-IRD FpML IRD-WG meeting Thurs 19 Jan 0900EST/1400 GMT
  • From: harry . w . mcallister
• Re: FpML-IRD Swap Cancelable and Nondeliverable modifications
  • From: harry . w . mcallister
• FpML-IRD Swap Cancelable and Nondeliverable modifications
  • From: Robert Masri
• FpML-IRD HICPFIX code
  • From: Marc Gratacos
• RE: FpML-IRD Inflation index FpML scheme definitions
  • From: Marc Gratacos
• FpML-IRD Swap Cancelable and Nondeliverable modifications
  • From: Robert Masri
• FpML-IRD Call For Comment: Fpml-IRD - First Compounding Period End Date
  • From: harry . w . mcallister
• FW: FpML-IRD Inflation index FpML scheme definitions
  • From: Pauline Mullan
• RE: FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: harry . w . mcallister
• RE: FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: Guy Gurden
• RE: FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: Orme, Jamie
• RE: FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: Guy Gurden
• FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: Orme, Jamie
• RE: FpML-IRD RE: FW: Fpml-IRD - 'First Compounding Date'
  • From: Valentino, Jeffrey C
• Re: FpML-IRD RE: FW: Fpml-IRD - 'First Compounding Date'
  • From: harry . w . mcallister
• FpML-IRD RE: FW: Fpml-IRD - 'First Compounding Date'
  • From: Orme, Jamie
• FpML-IRD RE: FW: Fpml-IRD Fpml-IRD - 'First Compounding Date'
  • From: Orme, Jamie
• Re: FW: FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: harry . w . mcallister
• FpML-IRD RE: Re[2]: [fpml-coord] Re: Asset Managers/Custodians (was FpML-BP notification proposal)
  • From: Marc Gratacos
• FpML-IRD Re: [fpml-coord] Re: Asset Managers/Custodians (was FpML-BP notification proposal)
  • From: harry . w . mcallister
• FpML-IRD Fpml-IRD - 'First Compounding Date'
  • From: Orme, Jamie
• FpML-IRD identifying a hedged asset
  • From: Robert Stowsky
• RE: FpML-IRD RE: FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT
  • From: Marc Gratacos
• Re: FpML-IRD RE: FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT
  • From: harry . mcallister
• FpML-IRD RE: FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT
  • From: Guy Gurden
• FpML-IRD FpML IRG Working Group Thursday 02 Nov 11:00 EST/16:00 GMT
  • From: harry . mcallister
• RE: FpML-IRD IRD-WG Thursday 02 November: *** change of time ***
  • From: Valentino, Jeffrey C
• FpML-IRD IRD-WG Thursday 02 November: *** change of time ***
  • From: harry . mcallister
• FpML-IRD RE:
  • From: Lamy, Pierre
• FpML-IRD
  • From: harry . mcallister
• RE: FpML-IRD initialFixingDate
  • From: Lamy, Pierre
• RE: FpML-IRD initialFixingDate
  • From: Guy Gurden
• FpML-IRD initialFixingDate
  • From: Lamy, Pierre
• RE: FpML-IRD forward starting swaps
  • From: Guy Gurden
• Re: FpML-IRD forward starting swaps
  • From: Robert Stowsky
• RE: FpML-IRD forward starting swaps
  • From: Guy Gurden
• FpML-IRD forward starting swaps
  • From: Robert Stowsky
• RE: FpML-IRD inflation swap examples - presence of inflationRateCalculation/rateTreatment element
  • From: Orme, Jamie
• FpML-IRD Relax schema validation on certain Swaption elements to support confirmation under ISDA Settlement Matrix and broker confirms
  • From: Marc Gratacos
• RE: FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: harry . mcallister
• RE: FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: Valentino, Jeffrey C
• RE: FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: Guy Gurden
• RE: FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: Orme, Jamie
• RE: FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: Valentino, Jeffrey C
• FpML-IRD Add ability to specify earlyTerminationProvision within capFloor product
  • From: Marc Gratacos
• RE: FpML-IRD inflation swap examples - presence of inflationRateCalculation/rateTreatment element
  • From: Lamy, Pierre
• RE: FpML-IRD inflation swap examples - presence of inflationRateCalculation/rateTreatment element
  • From: Guy Gurden
• RE: FpML-IRD Inflation index FpML scheme definitions
  • From: Lamy, Pierre
• RE: FpML-IRD Inflation index FpML scheme definitions
  • From: harry . mcallister
• RE: FpML-IRD Inflation index FpML scheme definitions
  • From: Marc Gratacos
• FpML-IRD RE: [fpml-coord] trial recommendation
  • From: harry . mcallister
• FpML-IRD inflation swap examples - presence of inflationRateCalculation/rateTreatment element
  • From: Guy Gurden
• FpML-IRD Inflation index FpML scheme definitions
  • From: Guy Gurden
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: andrew . p . parry
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Marc Gratacos
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Marc Gratacos
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: harry . mcallister
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Marc Gratacos
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Orme, Jamie
• RE: FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Guy Gurden
• FpML-IRD Fpml-IRD - earlyTerninationProvision
  • From: Orme, Jamie
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Marc Gratacos
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Lamy, Pierre
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: harry . mcallister
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Marc Gratacos
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: harry . mcallister
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Lamy, Pierre
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Marc Gratacos
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: harry . mcallister
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Marc Gratacos
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Valentino, Jeffrey C
• RE: FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Valentino, Jeffrey C
• FpML-IRD Adjusting the construct for the rateCalculation substitution group
  • From: Lamy, Pierre
• FpML-IRD ISDA FpML Training Course in London
  • From: Marc Gratacos
• RE: FpML-IRD FpML Security Option Task Force
  • From: Lamy, Pierre
• RE: FpML-IRD FpML Security Option Task Force
  • From: Valentino, Jeffrey C
• FpML-IRD FpML Security Option Task Force
  • From: harry . mcallister
• FpML-IRD ISDA FpML Training Course in New York and London
  • From: Marc Gratacos
• New FpML-IRD email list and web archives - irdwg@xxxxxxxx
  • From: Henri Pegeron
• Re: FpML-IRD40 RE: Cap/Floor Inquiry
  • From: harry.mcallister
• RE: FpML-IRD40 RE: Cap/Floor Inquiry
  • From: Valentino, Jeffrey C
• RE: Cap/Floor Inquiry
  • From: Guy Gurden
• Cap/Floor Inquiry
  • From: Valentino, Jeffrey C
• FpML-Com 2005 ISDA FpML Conference in New York
  • From: Marc Gratacos
• Re: FpML-IRD40 Inflation swaps proposal: final call for comment
  • From: andrew.p.parry
• FpML-IRD40 RE: Inflation swaps proposal: final call for comment
  • From: Marc Gratacos
• Inflation swaps proposal: final call for comment
  • From: harry.mcallister
• FpML-IRD40 Inflation Swaps proposal
  • From: harry.mcallister
• FpML-IRD40 FW: FpML IRD-WG Next meeting Thursday 22 September
  • From: Marc Gratacos
• FpML-IRD40 updated NDS proposal
  • From: Marc Gratacos
• Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting
  • From: harry.mcallister
• RE: FpML-ASTF Next IRDWG/AssetTask Force meeting
  • From: Karel Engelen
• FpML-IRD40 RE: FpML nth to Default CDS Basket Proposal ( attached )
  • From: andrew.p.parry
• FpML-IRD40 RE: FpML-ASTF Next IRDWG/AssetTask Force meeting
  • From: Karel Engelen
• RE: FpML-ASTF GS/JPM Inflation Swap Proposal ( Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting )
  • From: Guy Gurden
• FpML-IRD40 GS/JPM Inflation Swap Proposal ( Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting )
  • From: andrew.p.parry
• FpML-ASTF NDS proposal and DSWG integration
  • From: Marc Gratacos
• FpML-ASTF Re: FpML-IRD40 Next IRDWG/AssetTask Force meeting
  • From: andrew.p.parry
• FpML-ASTF Next IRDWG/AssetTask Force meeting
  • From: Marc Gratacos
• IRD-WG next meeting
  • From: harry.mcallister
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Jain, Anand
• FpML-IRD40 floating Rate Index scheme - updated
  • From: Marc Gratacos
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Lamy, Pierre
• FpML-IRD40 NZD and AUD "IMM" dates
  • From: Guy Gurden
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Brian Lynn
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• [fpml-coord] Re: next meeting - Monday August 1
  • From: harry.mcallister
• FpML-IRD40 Re: [fpml-coord] next meeting - Monday August 1
  • From: harry.mcallister
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Robert Green
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Guy Gurden
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 floating Rate Index scheme
  • From: harry.mcallister
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Guy Gurden
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Guy Gurden
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Guy Gurden
• RE: FpML-IRD40 floating Rate Index scheme
  • From: Guy Gurden
• FpML-IRD40 floating Rate Index scheme
  • From: Marc Gratacos
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Marc Gratacos
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Lamy, Pierre
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Jain, Anand
• RE: FpML-IRD40 IRD-WG next meeting
  • From: harry.mcallister
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Jain, Anand
• RE: FpML-IRD40 IRD-WG next meeting
  • From: harry.mcallister
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Jain, Anand
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Guy Gurden
• IRD-WG next meeting
  • From: harry.mcallister
• FpML-IRD40 NDS documentation
  • From: harry.mcallister
• FpML-IRD40 Robert Green is out of the office.
  • From: Robert Green
• RE: FpML-IRD40 IRD-WG next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 FpML IRD-WG Minutes: 23 June 2005
  • From: harry.mcallister
• RE: FpML-IRD40 FpML IRD-WG Minutes: 23 June 2005
  • From: Guy Gurden
• RE: FpML-IRD40 Interpolation between two rates
  • From: Lamy, Pierre
• Re: FpML-IRD40 Interpolation between two rates
  • From: Marty Ross-Trevor
• Re: FpML-IRD40 Interpolation between two rates
  • From: harry.mcallister
• Interpolation between two rates
  • From: Lamy, Pierre
• Re: FpML-IRD40 IRD-WG Meeting TODAY Thursday 23. June
  • From: Ravi Manchi at MPI
• RE: FpML-IRD40 IRD-WG Meeting TODAY Thursday 23. June
  • From: Valentino, Jeffrey C
• Re: FpML-IRD40 IRD-WG Meeting TODAY Thursday 23. June
  • From: John.Aldridge
• FpML-IRD40 IRD-WG Meeting TODAY Thursday 23. June
  • From: harry.mcallister
• RE: FpML-ASTF updated asset swap task force document
  • From: andrew.p.parry
• RE: FpML-ASTF updated asset swap task force document
  • From: Guy Gurden
• FpML-IRD40 RE: FpML-ASTF updated asset swap task force document
  • From: andrew.p.parry
• RE: IRG-WG Meeting Thursday 9 June
  • From: Lamy, Pierre
• RE: FpML-ASTF updated asset swap task force document
  • From: Marc Gratacos
• RE: FpML-ASTF updated asset swap task force document
  • From: matthew.d.rawlings
• FpML-IRD40 RE: FpML-ASTF updated asset swap task force document
  • From: Karel Engelen
• FpML-IRD40 Re: FpML-ASTF updated asset swap task force document
  • From: andrew.p.parry
• FpML-IRD40 updated asset swap task force document
  • From: Marc Gratacos
• FpML-IRD40 RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: Marc Gratacos
• RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: andrew.p.parry
• RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: Guy Gurden
• RE: FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: Guy Gurden
• FpML-ASTF Proposal Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: andrew.p.parry
• FpML-IRD40 Re: FpML-ASTF Asset Swap/Condition Precedent Bond representation
  • From: andrew.p.parry
• FpML-IRD40 Asset Swap/Condition Precedent Bond representation
  • From: Marc Gratacos
• RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Lamy, Pierre
• FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Lamy, Pierre
• FpML-IRD40 RE: FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Lamy, Pierre
• FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Lamy, Pierre
• FpML-IRD40 FW: FpML-ASTF next meeting
  • From: Karel Engelen
• FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• FpML-ASTF Proposed changes to the EquitySwap structure
  • From: Marc Gratacos
• FpML-ASTF/IRD-WG meeting Thursday 09 June
  • From: harry.mcallister
• RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• RE: FpML-ASTF next meeting
  • From: Marc Gratacos
• FpML-IRD40 Re: FpML-ASTF RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: andrew.p.parry
• RE: FpML-IRD40 RE: FpML-ASTF next meeting
  • From: Guy Gurden
• RE: FpML-ASTF next meeting
  • From: Lamy, Pierre
• FpML-FIX FpML Training Course - London - June 29, 2005
  • From: Marc Gratacos
• FpML-IRD40 FW: Period End Dates for NDS
  • From: Marc Gratacos
• RE: FpML-IRD40 IRG-WG Meeting Thursday 9 June
  • From: Guy Gurden
• RE: FpML-IRD40 IRG-WG Meeting Thursday 9 June
  • From: Lamy, Pierre
• Re: FpML-IRD40 rollConvention for MXN swaps
  • From: harry.mcallister
• FpML-IRD40 rollConvention for MXN swaps
  • From: Guy Gurden
• RE: FpML-IRD40 IRG-WG Meeting Thursday 9 June
  • From: Guy Gurden
• IRG-WG Meeting Thursday 9 June
  • From: harry.mcallister
• RE: FpML-IRD40 AUD IMM dates
  • From: Addison, Andrew \(London\)
• RE: FpML-IRD40 AUD IMM dates
  • From: Guy Gurden
• RE: FpML-IRD40 AUD IMM dates
  • From: Addison, Andrew \(London\)
• FpML-IRD40 AUD IMM dates
  • From: Guy Gurden
• RE: FpML-IRD40 Non Deliverable Swap Proposal
  • From: Guy Gurden
• FpML-IRD40 Non Deliverable Swap Proposal
  • From: steven.lord
• FpML-IRD40 IRD Working Group Chair
  • From: steven.lord
• FpML-IRD40 Contractual matric Proposal
  • From: steven.lord
• FpML-IRD40 Contractual Matrix Proposal
  • From: steven.lord
• FpML-IRD40 FW: Calculation Agent for ETC and Swaption
  • From: steven.lord
• RE: FpML-IRD40 IRD WG - Proposal
  • From: Marc Gratacos
• RE: FpML-IRD40 FW: Bermudan/European Swaptions - a couple of queries.
  • From: Guy Gurden
• Re: FpML-IRD40 FW: Bermudan/European Swaptions - a couple of queries.
  • From: Marty Ross-Trevor
• FpML-IRD40 FW: Bermudan/European Swaptions - a couple of queries.
  • From: steven.lord
• FpML-IRD40 RE: [fpml-discuss-ird] PaymentCalculationPeriod
  • From: Guy Gurden
• FpML-IRD40 FpML version 4.1: Trial Recommendation
  • From: Marc Gratacos
• RE: FpML-IRD40 FW: FpML-CD40 Updated contractual matrix proposal v3
  • From: Addison, Andrew \(London\)
• RE: FpML-IRD40 FW: FpML-CD40 Updated contractual matrix proposal v3
  • From: steven.lord
• FpML-IRD40 FW: FpML-CD40 Updated contractual matrix proposal v3
  • From: Guy Gurden
• FpML-CD40 Updated contractual matrix proposal v2
  • From: Guy Gurden
• FpML-IRD40 FW: FpML-CD40 Contractrual matrix incorporation into FpML
  • From: Guy Gurden
• FpML-IRD40 FpML Training Course and FpML Conference, London, 8 & 9 December 2004, Register Now!
  • From: Marc Gratacos
• FpML-IRD40 FpML IRD WG Meeting - CANCELLED TOMORROW
  • From: steven.lord
• [fpml-stdcommittee] IRD WG - Proposal
  • From: steven.lord
• FpML-IRD40 IRD WG - Proposal
  • From: steven.lord
• RE: FpML-IRD40 FpML WG Meeting Minutes
  • From: Marc Gratacos
• FpML-IRD40 FpML WG Meeting Minutes
  • From: steven.lord
• Re: FpML-IRD40 FpML IRD WG - Proposals
  • From: Ravi Manchi at MPI
• RE: FpML-IRD40 FpML IRD WG - Proposals
  • From: Addison, Andrew \(London\)
• RE: FpML-IRD40 FpML IRD WG - Meeting Agenda Thurs 28th Oct
  • From: steven.lord
• RE: FpML-IRD40 FpML IRD WG - Proposals
  • From: Guy Gurden
• RE: FpML-IRD40 FpML IRD WG - Meeting Agenda Thurs 28th Oct
  • From: Marc Gratacos
• Re: FpML-IRD40 FpML IRD WG - Meeting Agenda Thurs 28th Oct
  • From: Philippe.Negri
• FpML-IRD40 FpML IRD WG - Meeting Agenda Thurs 28th Oct
  • From: steven.lord
• RE: FpML-IRD40 FpML IRD WG - Proposals
  • From: Marc Gratacos
• FpML-IRD40 FpML IRD WG - Proposals
  • From: steven.lord
• FpML-IRD40 Updated Early Termination Provision proposal (ver 4)
  • From: Guy Gurden
• RE: FpML-IRD40 RE: Updated Early Termination Provision proposal (ver 3)
  • From: Valentino, Jeffrey C
• FpML-IRD40 FpML IRD WG - Meeting Agenda - 14th October
  • From: steven.lord
• RE: FpML-IRD40 updated Bond Reference proposal
  • From: Guy Gurden
• FpML-IRD40 updated Bond Reference proposal
  • From: Marc Teichman
• FpML-IRD40 RE: Updated Early Termination Provision proposal (ver 3)
  • From: Guy Gurden
• RE: FpML-IRD40 Updated Early Termination Provision proposal
  • From: Guy Gurden
• RE: FpML-IRD40 Updated Early Termination Provision proposal
  • From: Marc Gratacos
• FpML-IRD40 Updated Early Termination Provision proposal
  • From: Guy Gurden
• RE: FpML-IRD40 FpML IRD WG - Minutes Thurs 30th
  • From: Marc Gratacos
• FpML-IRD40 FpML IRD WG - Minutes Thurs 30th
  • From: steven.lord
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: steven.lord
• RE: FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept
  • From: Guy Gurden
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• RE: FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept
  • From: Guy Gurden
• RE: FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept
  • From: Guy Gurden
• Re: FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept
  • From: Robert Green
• FpML-IRD40 FpML IRD WG - Meeting Agenda - Thurs 30th Sept
  • From: steven.lord
• FpML-IRD40 FpML IRD WOrking Group Meeting
  • From: steven.lord
• RE: FpML-IRD40 FpML IRD WG - Todays Meeting
  • From: steven.lord
• RE: FpML-IRD40 FpML IRD WG - Todays Meeting
  • From: Guy Gurden
• FpML-IRD40 FpML IRD WG - Todays Meeting
  • From: steven.lord
• FpML-IRD40 Agenda for Tomorrows Meeting + Proposal Document
  • From: steven.lord
• RE: Proposal for additional elements in cashflows
  • From: steven.lord
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• FpML-IRD40 IRD WG Meeting Agenda
  • From: steven.lord
• FpML-IRD40 RE: Agenda for tomorrows IRD WG Meeting
  • From: steven.lord
• FpML-IRD40 Agenda for tomorrows IRD WG Meeting
  • From: steven.lord
• FpML-IRD40 IRD Working Group - CANCELLED - tomorrows meeting
  • From: steven.lord
• FpML-IRD40 Relative Swap - as part of InterestRateStream
  • From: steven.lord
• FpML-IRD40 RelativeSwap
  • From: steven.lord
• FpML-IRD40 FW: ISO Reverse Engineering Validation Group
  • From: Marc Gratacos
• FpML-IRD40 Agenda for Meeting: 8th July
  • From: steven.lord
• FpML-IRD40 Relative Swap
  • From: steven.lord
• RE: FpML-IRD40 Adding Stubs to Relative Swap
  • From: Addison, Andrew \(London\)
• FpML-IRD40 Adding Stubs to Relative Swap
  • From: steven.lord
• FpML-IRD40 CANCELLED: Todays IRD WG Meeting
  • From: steven.lord
• Re: FpML-IRD40 Thursday Meeting - AGENDA
  • From: Philippe.Negri
• RE: FpML-IRD40 Thursday Meeting - AGENDA
  • From: Jackson, Keri
• FpML-IRD40 Thursday Meeting - AGENDA
  • From: steven.lord
• FpML-IRD40 Access to Sourcecast Folders
  • From: Marty Ross-Trevor
• FpML-IRD40 MINUTES 10th June 04 + Next Meeting
  • From: steven.lord
• FpML-IRD40 AGENDA - 10th June
  • From: steven.lord
• RE: FpML-IRD40 Relative Swap
  • From: steven.lord
• RE: FpML-IRD40 Relative Swap
  • From: Guy Gurden
• FpML-IRD40 Relative Swap
  • From: steven.lord
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: steven.lord
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: Marc Gratacos
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: Guy Gurden
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: Marc Gratacos
• FpML-IRD40 Minutes 2004-05-27
  • From: steven.lord
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: Guy Gurden
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• RE: FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: steven.lord
• FpML-IRD40 Mandatory/Optional Early Termination date expressed as a tenor and mutual put break frequency
  • From: Guy Gurden
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: steven.lord
• RE: FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: Guy Gurden
• FpML-IRD40 Agenda & Dial In For Meeting Thursday 27th May
  • From: steven.lord
• FpML-IRD40 FW: Pricing/calculation details in IRS cash flow structures
  • From: steven.lord
• FpML-IRD40 Eliminate dependency between subschemas - Equity 4.1
  • From: Marc Gratacos
• RE: [fpml-stdcommittee] proposed charter for the IRD working group
  • From: Karel Engelen
• FW: [fpml-stdcommittee] proposed charter for the IRD working group
  • From: Karel Engelen
• Re: FpML-IRD30 FpML IRD Working Group - several issues that need review
  • From: Philippe.Negri
• RE: [fpml-coord] Cap/Floor/Collar examples in FpML 2.0/3.0 etc
  • From: Guy Gurden
• RE: [fpml-coord] Cap/Floor/Collar examples in FpML 2.0/3.0 etc
  • From: Brian Lynn
• FW: [fpml-coord] Cap/Floor/Collar examples in FpML 2.0/3.0 etc
  • From: Guy Gurden
• RE: Change in Calc Agent for Mand Term Swap, v3/v4
  • From: Brian Lynn
• RE: Change in Calc Agent for Mand Term Swap, v3/v4
  • From: Guy Gurden
• RE: FpML-IRD30 FpML IRD Working Group - several issues that need review
  • From: Guy Gurden
• RE: FpML-IRD30 FpML IRD Working Group - several issues that need review
  • From: Addison, Andrew \(London\)
• FpML-IRD30 FpML IRD Working Group - several issues that need review
  • From: steven.lord