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FpML-VALU40 PRWG agenda 2004-08-17



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