Since exercise date/expiration date and expiration time/earlier exercise
time/latest exercise time are distinct ISDA legal terms and modelled
separately elsewhere in the FpML Schema wouldn’t it be preferable to have
2 elements here for separate date and time.
Guy
_____
From: matthew.d.rawlings@xxxxxxxxxxxx [mailto:matthew.d.rawlings@jpmchase.
com]
Sent: Wednesday, May 25, 2005 8:55 PM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Cc: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: Re: FpML-MWG40 next meeting - Thursday 10 AM NY Time
I believe expiryDate on optionExprityNotification should be of type time
instead of date. For two reasons:
* The time matters if you miss it.
* To be consistent with the OptionExerciseRequest.
Matthew Rawlings
Prime Brokerage Strategy & Architecture
+44 791 539 7824
"Marc Gratacos" <MGratacos@xxxxxxxx>
24/05/2005 18:35
Please respond to mwg
To: <mwg@xxxxxxxxxxxxxxxxxxxxxx>
cc:
Subject: FpML-MWG40 next meeting - Thursday 10 AM NY Time
*
All,
The next MWG meeting will be tomorrow Thursday 05/26 at 10 AM NY Time.
Agenda
-----------
- Approve addition of master confirmation element in Allocation type. (see
Allocation_masterConfirmation.jpg)
- Discuss Option Exercise proposal (see OptionExerciseRequest.jpg,
OptionExerciseResponse.jpg, OptionExpiryNotification.jpg)
- AOB
Call details:
US: 1 888 481 3032
Intl: 1 617 801 9600
Code: 8682747
Best Regards,
-Marc---------------------------------------------------------------------
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