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Also reviewed outstanding actions with respect to common interest rates and market indices – requested input from DB, Credit Suisse, and SS. An initial pointer from Gareth Isaac (DB) for the interest rates included in FpML is http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml. From Mike Pool, the suggestion with respect to market indices is to address parameterization of the indices – by vendor, by product, by market, by sector, by commodity, etc., for example to enable us to model the various kinds of indexes that traders focused on specific sectors use, such as the DJ Transportation Average. In general we should at least cover the ones that are used in financial news, including DJIA, S&P 500, NASDAQ, FTSE, and then some examples using the parameterization.
Also reviewed Pete's open issue with respect to changing certain has value restrictions to someValues from – need to either honor his pull request or make a similar change using our standard process.
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