\uD83D\uDDD3 Date
\uD83D\uDC65 Participants
John Gemski
Pete Rivett
\uD83E\uDD45 Goals
Completing outstanding pull requests for DER-126 and FND-380a
\uD83D\uDDE3 Discussion topics
Time | Item | Presenter | Notes |
|---|---|---|---|
In DER-126, we note that there are a number of terms in the Swaps / IRSwaps ontologies that reference things related to “swap stream” events and calculations. These classes need refinement and/or correction. There are elements in the ACTUS cash flow data dictionary that likely correspond to some of these calculations, but it is not at all clear that the representation we have would map cleanly to that. Some review is still required. There may be definitions in the CFTC spreadsheets to that we can review to help here as well.