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Re: FpML-VALU40 PRWG agenda 2004-08-17




Apologies, but I am double-booked and won't be able to attend tomorrow's
session.



 

                      brian.lynn@global-e

                      markets.com                To:
valuation@xxxxxxxxxxxxxxxxxxxxx

                                                 cc:

                      08/16/2004 11:12 AM        Subject:  FpML-VALU40
PRWG agenda 2004-08-17                                            
                      Please respond to

                      valuation

 

 





Call in details:

US: 888 481 3032
Intl: 617 801 9600
Code: 8682747

9:00 am NY time (as usual).  The call will need to end at 10 am NY time
due
to other commitments.

Agenda:
      -          review status
      -          discuss enumerations/schemes (issue raised by Marc G.)


Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com
High-speed FpML matching, reconciliation, and validation:
 http://fpml-mediator.com


From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Tuesday, August 03, 2004 10:08 AM
To: valuation@xxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 PRWG minutes 2004-08-03

Attendees ?
=======
Marc
Brian
Vlad
Robert
Mahmood


Review of actions
=============
      -          Robert has updated query ? July 19
      -          Brian ? no progress on any action due to
vacation/business
      pressure
      -          Mahmood ? blocked until schema changes are implemented
      -          Mahmood ? list curve shift types (inputs vs forwards vs.
      dfs vs. zeros) ? still working on this


Review of query portfolio
=================
      -          query parm id ? should be changed to a scheme
      -          in the query parameter values, allow different
      values/ranges to be specified:
      -          options:
            o        inclusion list
            o        exclusion list
            o        min and/or max
      -          scheme uris should be allowed to be query parameters
      -          "param" should be changed to "parameter"



Actions:
      -          Brian to implement changes documented in july 13 minutes
      so that Mahmood can proceed.
      -          Robert to update query portfolio proposal
      -          Mahmood publish list of shift types for curves




Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com
High-speed FpML matching, reconciliation, and validation:
 http://fpml-mediator.com








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