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RE: FpML-IRD "TBILL" should exist in WeeklyRollConventionEnum to support interest rate swaps against USD-TBILL-H.15 index
Is there any objection to this?
Thanks,
Marc
-----Original Message-----
From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of Guy Gurden
Sent: Monday, January 21, 2008 9:48 AM
To: irdwg@xxxxxxxx
Subject: FpML-IRD "TBILL" should exist in WeeklyRollConventionEnum to
support interest rate swaps against USD-TBILL-H.15 index
Please note I've raised the following Rates related issue on the FpML
Issues list.
http://www.fpml.org/issues/view.php?id=548
Guy
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