I would like to call a meeting of the Interest Rates Working Group for next
Tuesday 29 July, at 0900 New York/1400 London.
Agenda
Proposal on Fixing Date Schedule extension to NonDeliverableSettlement
provisions (Pierre Lamy, Goldman Sachs)
AOB
Please see proposal materials, attached.
I appreciate that this is relatively short notice, however this is our best
opportunity to discuss the proposal from Goldman Sachs in the short term (I
am on vacation the following week, beginning 4 August).
I would be grateful if you could indicate your availability to attend
Tuesday's call in advance.
Call in details to be notified.
Best regards,
Harry McAllister
Chair, IRD-WG
Fixed Income Architecture
BNP Paribas
+44 20 7595 3416
----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 24/07/2008 17:20
-----
Internet
pierre.lamy@gs
.com To
irdwg@xxxxxxxx
Sent by: cc
irdwg@xxxxxxxx daniel.ruperto@xxxxxx,
Asokumar.Thangaraj@xxxxxx
23/07/2008 Subject
16:21 FpML-IRD NDS clause extension - Schedule
of fixing dates
Please respond
to
irdwg@xxxxxxxx
Harry,
Goldman Sachs would like to propose an extension to the NDS clause to
provide the ability to support a schedule of fixing dates.
<<NDS Extension - Valuation Date.doc>>
Can you please let us know whether this could be discussed in a very near
future, as we have an urgent implementation need to align our confirmation
process with what is currently the most common practice.
Regards,
Pierre(See attached file: NDS Extension - Valuation Date.doc)
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Attachment:
NDS Extension - Valuation Date.doc
Description: MS-Word document