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MTF minutes May 23, 2008
Attendees
=========
Andrew J
Marc G.
Irina Y,
Lyteck
Robert S.
Christian N.
Regrets
=======
Matthew Rawlings
Actions
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Robert has distributed his paper.
Andrew has distributed an updated version of the IRS restructuring proposal
with coverage. We agreed that he will send it to Harry for consideration by
the IRD working group.
We discussed an old action that Marc had for adding adjusted dates. We
decided that for relative dates it was not necessary to model the calculated
relative date prior to adjustments. Marc will proceed with the action.
Status of issues
================
We discussed strategy for dealing with open MTF issues. We decided that
Brian will review the list and start picking a small number of issues to
discuss each meeting.
Identification
==============
identification - Christian will take a crack at modeling identification for
trades and events using both the existing method and a more generalized
model, to allow us to compare the different options.
Account Model
=============
We reviewed Robert's paper. Discussion was active. We agreed that a
challenge of the existing representation is that it's attempting to show all
of the relationships simultaneously. We like the simplicity of Robert's
proposal, but are concerned about several issues, including the fact that a
single party could play different roles in different trades. We agreed that
further discussion is necessary.
Next meeting
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Friday, May 30 - Account structure, open issues, identification