Date

09 Feb 2021

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:

Forward rate agreements, currently in rate derivatives, should be multiply classified as a forward - need to update either the rates ontology or add the subclass in the forwards ontology. John (Gemski) will look up some of the properties we should have for forward rate agreements, and if he has time, for some of the futures classes.

Elisa will send John Gemski the instructions for downloading the contents of github to his desktop, which will help with the review process (for cloning the repository).

Discussed whether to continue working on forwards or move on to options - for look-back options, see https://www.investopedia.com/terms/l/lookbackoption.asp. Might want to consider moving exotic options to a second ontology.

Determined that the next steps should include: (1) merge exchange traded options with options, (2) next pass to align what we have with the kinds of options listed in the CFI standard and understand the gaps, (3) potentially move exotic options to a separate ontology.

Decisions:

Action items

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