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[ ] Revisit fPML example that has been updated to represent single period.
[ ] Brief discussion on Quantity Frequency update that is required
[ ] Studio Proposals - PaymentDates, PricingDates, Rounding
Discussion Points
[ ] Group walked through the updated fPML example which represents a single period Asian Option.
[ ] Discussion around how quantity/unit/frequency should be represented and suggestions were made to re-adjust the refactored quantity class to bring the frequency out of the unit class and directly within quanitity. Proposals will be put together for next weeks session.
[ ] The topic of how strike and premium are represented was discussed and it was explained that both will leverage the price refactor in the new version of the model.
[ ] Initial model additions were proposed to cover the commodities use case. PaymentDates class that was proposed is captured elsewhere on the model so not required. PricingDates which is a specific Commodities class needs more thought before next weeks session. Initial proposal regarding rounding looks like it fits into the CDM principles, will dive into this in more detail in future sessions.
Date
Thursday, 25 02 2021 - 11am ET / 4pm GMT
Untracked attendees
Meeting notices
FINOS Project leads are responsible for observing the FINOS guidelines for running project meetings. Project maintainers can find additional resources in the FINOS Maintainers Cheatsheet.
All participants in FINOS project meetings are subject to the LF Antitrust Policy, the FINOS Community Code of Conduct and all other FINOS policies.
FINOS meetings involve participation by industry competitors, and it is the intention of FINOS and the Linux Foundation to conduct all of its activities in accordance with applicable antitrust and competition laws. It is therefore extremely important that attendees adhere to meeting agendas, and be aware of, and not participate in, any activities that are prohibited under applicable US state, federal or foreign antitrust and competition laws. Please contact legal@finos.org with any questions.
FINOS project meetings may be recorded for use solely by the FINOS team for administration purposes. In very limited instances, and with explicit approval, recordings may be made more widely available.
Agenda
Discussion Points
WebEx info