Date

20 Jul 2018

Attendees

1) Use Case reminder

2) Where we are on our road map.

3) Open Action Items

5) Todays content discussion.

SMIF OWL-UML

SKOS

RDF/S

6) For next week.

IND-30 – David Saul heard back from one of State Street's experts who said that our definition of volatility looked ok, and he provided another resource that David will reach out to to vet the definitions as well. In the interim, we agreed to pull in the current IND-30 solution, given that it is far better than what is currently there, and we will raise new issues to tweak our definitions as needed once additional feedback comes through.
IND-33 – The definition of FxSpotVolatility may be ok as is once IND-30 is pulled in, possibly missing an argument for the exchange rate, which is what we will add via this issue resolution
IND-68 - agreed to replace the annotation property "actual expression" with a datatype property, since the information conveyed is not really metadata, but rather provides an indication of the math related to some expression, which would be done outside of OWL but is important to know

Also, Pete will check to see if the FPML common rates have been revised, so that we can regenerate them as needed, and Elisa will run them by another banking SME to determine whether or not they are sufficient with respect to US treasury yields and other rates that are replacing LIBOR.