NB: NO MEETING NEXT WEEK, AUGUST 24. Next meeting will be August 31. Attendees ========= Marc Robert Brian Henrik Regrets ======= Mahmood Minor Vlad Review of actions ================= Robert - update for query portfolio expected for this week Brian - action on referencing market inputs complete - no schema change required (comments welcome) Brian - action on "level of detail" in valuation request ... we felt that this should be optional and a scheme value rather than an enumeration. Brian - action on sensitivity calculation details ... no progress Brian - action on renaming element in PricingStructurePoint ... to be done today Brian - action on making element optional in credit curve ... hopefully to be done today Mahmood - examples - no update Mahmood - specify curve perturbation type - no update Enumerations in PRWG schema files ================================= We discussed Marc's email and concluded that all of these should be changed to schemes and the type definitions should be left where they are. Rationale: pricing and risk is a rapidly evolving area with lots of proprietary customization; schemes are a better way of handling this, since enumerated values can't all be identified right now. New Actions =========== Robert - initial draft for market data request/response AOB - Brian is traveling next week, so we're canceling next week's meeting. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxx
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