Apologies
"Lamy, Pierre" <pierre.lamy@xxxxxx>
11/10/2005 15:00
Please respond to valuation
To: "'valuation@xxxxxxxxxxxxxxxxxxxxxx'"
<valuation@xxxxxxxxxxxxxxxxxxxxxx>
cc:
Subject: RE: FpML-VALU40 PRWG agenda 2005-10-11
Brian,
Apologies, but I will not be able to make the meeting.
-----Original Message-----
From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Tuesday, October 11, 2005 8:28 AM
To: valuation@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 PRWG agenda 2005-10-11
We'll meet briefly at the usual time to discuss progress on the actions
from
last week, on the usual number (see below).
I can't locate last week's minutes, so perhaps I did not send them. The
decisions and actions were:
1) not to proceed with the reporting level detail scheme
2) for Marc to convert the DSWG equity swaps examples to valuation
measures,
creating new valuation measures based on Brian's suggestions.
Regards.
Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com High-speed FpML
matching, reconciliation, and validation:
http://fpml-mediator.com
-----Original Message-----
From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Monday, October 03, 2005 11:59 AM
To: valuation@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 PRWG agenda 2005-10-04
Dial-in:
US: 888 481 3032
Intl: 617 801 9600
Code: 8682747
Tuesday, 11:00 am - noon NY time.
Agenda:
======
* Status of actions
- Henri to update scheme for reporting detail level
- Marc to clarify responsibilities for certain EQS DSWG
pricing
extensions
* Reporting of underlyer prices for EQS (to meet DSWG requirements) -
develop plan for addressing this.
* AOB
Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com High-speed FpML
matching, reconciliation, and validation:
http://fpml-mediator.com
-----Original Message-----
From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Tuesday, September 27, 2005 11:34 AM
To: valuation@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 PRWG minutes 2005-09-27
Attendees
=========
Henri
Marc
Brian
Regrets
=======
Pierre L.
Mahmoud (to be off for a few months)
Vlad
Ayesha
Status of actions
=================
- Marc has sent updated versions of the schema and example, closing out
that
action. The example the FX rate updates, as well some EQD changes that
have
been agreed by that WG.
- Henri has circulated a list of the scenarios with no examples. We
reviewed the list and concluded that there are no missing examples for the
scenarios that we currently have schemas defined for.
- valuation input request still is waiting a message schema
We discussed the amount of detail that can be requested and agreed that
Henri will define coding scheme values for the "detail" element of the
valuation set, and fill these values in the requests.
Equity Derivatives DSWG support
===============================
We discussed how some DSWG extensions in the area of EQS will be moved
into
FpML. These will be done as valuation items. Marc will follow up with
Andrew P. to determine who will do this.
Actions:
========
Henri set up valuation detail coding scheme & update examples
Marc f/u with Andrew P on EQS DSWG extensions.
Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com
High-speed FpML matching, reconciliation, and validation:
http://fpml-mediator.com
-----Original Message-----
From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Monday, September 26, 2005 1:40 PM
To: valuation@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-VALU40 PRWG agenda 2005-09-27
Dial-in:
US: 888 481 3032
Intl: 617 801 9600
Code: 8682747
Tuesday, 11:00 am - noon NY time.
Agenda:
======
Status of actions
- Marc to update schema & examples - schema done
- Henri to circulate missing use case examples - done
Discuss DSWG open items for EQD
Plan for missing examples
AOB
Brian Lynn, CTO
Global Electronic Markets, http://global-emarkets.com
High-speed FpML matching, reconciliation, and validation:
http://fpml-mediator.com
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