I would like to call a meeting of the Interest Rates Working Group for next
Tuesday 2 October, at 0900 New York/1400 London.
Agenda
Proposal on Fallback Bond extension to InflationRateCalculation (Philip
Leach, DTCC)
Proposal on Brazilian swaps (Jonathan Elliot/Andrew Szwagrak, SwapsWire)
FpML 5-0 and IRD
Working group membership
AOB
Please see proposal materials, attached.
Call in details to be notified.
May I also remind you of tomorrow's conference call on FpML 5-0 (details
under separate mail to irdwg) - this is an important opportunity to gain
insight into the technical and functional changes proposed for the next
major version of the standard.
Best regards,
Harry McAllister
Chair, IRD-WG
+44 20 7595 3416
(See attached file: fallbackBond.doc)(See attached file:
BRL_CDI_fpml_proposal.doc)(See attached file:
BRL_CDI_fpml_example_trade.xml)
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Attachment:
fallbackBond.doc
Description: MS-Word document
Attachment:
BRL_CDI_fpml_proposal.doc
Description: MS-Word document
Attachment:
BRL_CDI_fpml_example_trade.xml
Description: Binary data