Date

14 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/IND/issues/IND-17?filter=allopenissues

5) Todays content discussion.

SMIF OWL-UML

SKOS

RDF/S

6) For next week.

Proceedings:

Reviewed draft revisions to the FpML rates. Noted that we don't know who provides 'SwapMarker' rates, but created a mapping from the various providers to who now publishes/provides those rates, available here.

Most of those that Elisa figured out are now fleshed out in a new market data providers ontology, in IND-90 in Elisa's Fork. She will complete the details for Tradition before finalizing that. SwapMarker is still a question - it could be a brand rather than an organization, which we need to do further research on.

Reviewed some mocked up rates that Elisa created for Pete for examples. To complete the examples so that Pete can generate them, we need: (1) to create a time instant class for TimeOfDay, so that we can represent the rate reset time of day properly, and we need examples of rates that are generic, that various provider rates can be linked to. For example, some rates are provided on Bloomberg and Reuters terminals, and those tracking the rates need to identify which for data lineage purposes.

The TimeOfDay class should be a subclass of TimeInstant, and should include a string-valued property that uses the same representation structure as the time subset of dateTime, without the time zone but including an offset as appropriate.

Decisions:

Action items

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