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.)
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