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RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
Also, should the proposal include the addition of the BRL-CDI value as
part of the floating rate index scheme?
I don't think this index is part of the current scheme (since it is not
in the ISDA Defs) but it would be good to include it.
Thanks,
Marc
-----Original Message-----
From: Lamy, Pierre [mailto:pierre.lamy@xxxxxx]
Sent: Wednesday, September 26, 2007 8:46 PM
To: irdwg@xxxxxxxx
Cc: Irina Yermakova; Marc Gratacos
Subject: RE: FpML-IRD FpML IRD-WG call Tuesday 2 October
Jonathan, Andrew,
Could you please pass around the adjusted xsd file, so that we can
better look into the proposed change ?
-----Original Message-----
From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of
Harry_MCALLISTER@xxxxxxxxxxxxxx
Sent: Wednesday, September 26, 2007 2:32 PM
To: irdwg@xxxxxxxx
Cc: iyermakova@xxxxxxxx; mgratacos@xxxxxxxx
Subject: FpML-IRD FpML IRD-WG call Tuesday 2 October
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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