All, See updated schema and PositionReport example. Changes include: - Added fxRate element to the AssetValuation type. - Added constituents element as a wrapper in Position around existing constituents. - Removed generic position constituent element/type/substitution group. - Added party trade identifier to position constituents choice structure. Best Regards, -Marc +1-212-901-6028 -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Tuesday, September 13, 2005 11:47 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG minutes 2005-09-2005 Attendees ========= Ayesha Brian Vlad Marc Regrets ======= Pierre Amod Andrew Review of Actions ======= - dswg position example & position schema - done by Marc and circulated. - examples for other use cases without examples - still open. Feedback from Standards Committee/discussion of securities in FpML ================================================================== FpML SC approved in principle the idea of adding securities to FpML. PRWG thinks that securities position reporting but not activity reporting may belong in PRWG. DSWG FxRate issue ================= We agreed to add the FxRate element to the position type. Generic position constituent issue ================================== We agreed to remove the generic position constituent ... we will replace with an option for holding as some point in the future. Review DSWG status/examples =========================== To be done by group members by next week. Positions without trade details =============================== Add an option to have a party trade identifier instead a trade. Add a wrapper element around the trade/trade ID called "constituent". Action: ====== - Henri: re-circulate list of use cases without examples - Brian/etc: create an example of a valuation report message with FX conversion using the existing p&r structures. Marc: - Add FxRate to position valuation element. - add constituents element as a wrapper in Position around existing constituents - remove "generic position constituent" element/type/substitution group. - add trade ID to position constituents choice structure. All: review PositionReport example and return comments. 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
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