2022-12-13 Meeting notes
- Elisa Kendall
Date
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 continued the discussions around Credit Default Swaps, focused on cash settlement terms. A link that contains some useful content: https://www.investopedia.com/articles/bonds/09/what-happens-to-single-name-cds.asp. We augmented the definition of cash settlement quotation method to include pricing sources, but also need to think about augmenting the individuals for price determination method. We also need to loosen the constraints on hasPricingSource to eliminate the domain restriction. We are also missing auction settlement in addition to cash and physical. We'll continue this discussion on Friday.