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EQS DSWG pricing extensions Question: Andrew Parry, it’s not clear to me how the
numberOfUnderlyingSecurities can be calculated with the existing elements. Maybe
you could clarify. TRS Support; extensions to SingleUnderlyer DSWG proposes the following extensions to the SingleUnderlyer type: Decision by the Equity Derivatives
Working Group: TRS Support; extensions to BasketConstituent DSWG proposes the following extensions to the BasketUnderlyer type: Decision by the Equity Derivatives
Working Group: Thanks in advance, -Marc +1-212-901-6028 -----Original Message----- 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 --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx |