Page tree
Skip to end of metadata
Go to start of metadata




1) Use Case reminder

2) Where we are on our road map. 

3) Open Action Items

4) JIRA Issues Review -

5) Todays content discussion.




6) For next week.


20170523 FIBO DER FCT


DN concerned that DER now not working. DA: has made DER work for CFTC PoC. The fixed swap leg works. The demo did not go deep. Would need more for a real application.


DN: Mulesoft needs JASON-LD and SHACKL to work with FIBO.  Need fixed float and float float IRSs. MAX: Principle or interest rate steps? Notional principle steps not needed for vanilla swaps because the principle remains the same.


Max gave simplification ideas. Take notional step out of the model for now. DN does this.


DN makes changes to his IR test data. DA worked with CFTC data, not with DN test data so did not experience issues.


DN needs to go to FIBO Master and start over with his test data. Needs to work from Pink to get all of the Elisa changes.


DN will open a JIRA issue to move exchange to a higher level of abstraction and not in swaps. Elisa says put this in FBC. It is agreed to do this.  Change of opinion is to put this into FND, not FBC. This is DER-.


DN: Will later need to add an exotic to the IRS onto. DN creates JIRA DER  to document this requirement.


Action: Elisa to elevate principal to FBC consideration perhaps. DN adds a JIRA issue to FBC.


DN: Principal will have currency min zero. Elisa will hear that there is no such things a principal a non monetary count. Max: This is quite common.


Must be tied to currency, but not be limited to a currency. When are currency and commodity different branches of the same thing?



Action items Elisa Kendall Mike Bennett JIRA issues