Date

11 Feb 2020

Attendees

Agenda

1) Use Case reminder

2) Where we are on our road map.

3) Open Action Items

4) JIRA Issues Review - https://jira.edmcouncil.org/projects/DER/issues/DER-10?filter=allopenissues

5) Todays content discussion.

6) For next week.

Proceedings:

Today we had a new person join the team, Natasa from Refinitiv, so the first part of the call was focused on introductions. We attempted to pick up where we left off last week, but one of the pull requests introduced over the weekend caused a hiccup with the loading of the individuals file. Elisa will revisit that and upload the fix to github this week. We did show the addition of the day count convention, changes made to support FpML rates, and reviewed some of the definitions around rate reset dates, however. There may be a property called interest accrual date offset in IROptions corresponding to what is intended in the Mizuho sample data. Elisa will look at the definition of that property, the data provided by Mizuho, and what we have now for rate reset days offset in bonds, to see if those two properties are the same, different or should be merged at a higher level with a new definition.

Decisions:

Action items

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