04 03 2021 - Commodities Payout Terms Meeting Minutes

astonGS commented 3 years ago

Date

Thursday, 04 03 2021 - 11am ET / 4pm GMT

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[ ] Convene & roll call (5mins)
[ ] Display FINOS Antitrust Policy summary slide
[ ] Review Meeting Notices (see above)
[ ] Approve past meeting minutes
[ ] PriceQuantity Proposal
[ ] Other Attributes for Review from Sample fPML: PricingDates, BalanceOfFirstPeriod
[ ] Proposed Addition: RoundingRule

[ ] Previous meeting minutes approved
[ ] PriceQuantity: The refactor of PriceQuantity supports the commodity use case however updates need to be made to the PeriodEnum see to cover the Commodities use case. The group discussed various ways in which this could be performed, with the tentatively agreed approach to model enums that reference a time period in PeriodEnum & those that fall outside of that category in PeriodExtendedEnum. There are additional enums that require more though due to them being more abstract in the context of period (e.g. seasonal).
[ ] BalanceOfFirstPeriod: This feature was captured in work completed last year and will be available in upcoming release.
[ ] PricingDates: Requirement to add the terms included within pricingDates was highlighted and the group discussed whether it is appropriate to add the PricingDates class within ObservationDates or to add the required terms directly into periodicDates. Proposal will be put together before the next session.
[ ] Rounding: Topic deferred.

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agitana commented 3 years ago

RichardWagener365 commented 3 years ago

Hi

astonGS commented 3 years ago

Minutes Approved