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Bhavik,
Thank you for this. I could find this but what I really needed was
the ISDA 2006 Definitions document - I have it now. Thank you so much for
your help!
Ann From: loanwg@xxxxxxxx [mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Sent: Tuesday, August 04, 2009 3:06 PM To: loanwg@xxxxxxxx Subject: RE: XSD Scheme for Floating Rate Index Ann, there is a link I was
provided by the ISDA group: http://www.fpml.org/coding-scheme/floating-rate-index It provides descriptive fields
for the rate types.. Regards, Bhavik
Katira CEO TenDelta? Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta?
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta?
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Taylor, Ann Thank you for
your help with this. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Hi Ann, We are actually using the
standard FpML enumeration for this list. It may turn out that not all of the
entries are applicable in this market? It seems like the last portion
of the type defines the source from which you take the quoted rate. Will try and
get some more clarity. I know that some agreements are
quite specific as to not only which rate you use but the source, precision etc
to which you use it. Regards, Bhavik
Katira CEO TenDelta? Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta?
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta?
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Taylor, Ann Hi
Bhavik, Can
you please tell me where to find more elaborate definitions for the values in
the floating rate scheme? We are looking for better understandings of the
variations such as the following. What is meant by the use
of BBA, BBA-Bloomberg, ISDA, LIBO, and Reference Banks? Same for
Federal Funds-H.15, Federal Funds-H.15-Bloomberg, Federal
Funds-H.15-OIS-COMPOUND, and Federal Funds-Reference Dealers. Thank you
for any additional information. Ann
From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Minutes from 4 August 2009
Meeting: -
Scope & priority o
Updated to include modification/cancellation
messages earlier. Next steps: discuss the requirements within the business
working group and understand what modifications can be performed with respect to
each of the notification messages that have already been defined. Document the
specific requirements (if any) within the business requirements
document. o
Cash flow messages. The concept here was to
include a generic structure which basically defines the overall cash flow which
is taking place on any business event. This was mentioned as something that
participants are ?unable? to go-live without. -
Review of the updates to the requirements
document (v1.39). o
Trade structure
presented: §
Deal Trade §
AllocatedMultiFacilityTrade §
MultiFacilityTrade §
FacilityTrade §
LoanContractTrade §
LcTrade §
DelayedCompensation o
We should potentially look to trying to
integrate the loan trade structure more closely with the FpML OTC derivatives
generic trade structure. o
Within the interest accrual and fee accrual
sections of the trade structure we should have a delayed compensation amount for
each accrual. These amounts will correspond to the overall delayed compensation
associated with the facility being traded. -
Usage of Identifiers for all message
types. o
We should publish a document which outlines
the usage of the various identifiers within the current message structures e.g.
Message Id, Event Id, Conversation Id. o
An additional option was to include a
version identifier within a message to enable better tracking of
modifications/cancellations in the future. Regards, Bhavik
Katira CEO TenDelta? Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta?
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta?
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Dial-in
details: US: + 1 (888) 481 -
3032 Intl: + 1 (617) 801-
9600 UK: 0800
904-7961 Participant Code:
28413758 Agenda -
Review trade structure updates from the latest requirements
document. -
Attached: Business requirements document ? v1.39. -
Attached: Updated schema to match v1.39 requirements. Please rename the attachment from .mail to
.zip Regards, Bhavik Katira CEO TenDelta? Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta?
provides business process consulting, technology design/implementation &
education services, specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions, we endeavor to deliver timely,
robust, cutting-edge solutions. TenDelta?
Limited is a company registered in England & Wales. The Company registered
number is 06285903. The registered office is 3 Francis Road, Harrow, Middlesex,
HA1 2QZ, United Kingdom. No virus
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