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FpML-VAL Val WG - Financial Date Calculations Paper in FpML



All,
 
I think it is fair to say that yesterday’s meeting where we started to address the comments on Andrew’s paper was not a great success and did not achieve much in the hour.  I am very aware that we all give of our time freely to participate in the Val WG and I don’t think it is a sound idea to have a repeat of yesterday’s meeting next week.
 
I have been thinking about how, as chair of the group, I can try and make this process more constructive and effective.  I therefore have set the following plan.
 
The significant rules related comments will be extracted from paper and raised as issues in the FpML database.  This serves the purpose of focussing attention on the rules specific comments which can be addressed and resolved in relation to the validation rules.
 
Once these have been resolved, the paper will be re-addressed with the outcome of the issues described above integrated into the paper.  It is my proposal that this re-work of the paper is be conducted by ISDA.  Once the paper has been reworked in this manner, the paper specific issues that remain can then be discussed – hopefully in a constructive manner in the Val WG meetings.
 
If the issues are raised in the database in a timely fashion, I propose that we have our regular meeting next week (3rd Feb).  If they have not been raised we will have the meeting the following Tuesday (10th Feb).
 
Regards
 
Pam