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.
6) For next week.
Today's discussion focused on changes needed to support the definition of volatility. The preliminary proposal for that was sent out in slides earlier in the week, available here.
The following changes to the proposals in the slides include the following:
- Need to add the cardinality of the collection to the definitions for variance and standard deviation
- With respect to dated collection constituent, limit the possible datatypes for time to xsd:dateTimeStamp
- For annualized standard deviation, require a dated structured collection
- Make Volatility a child of standard deviation
Elisa will make these changes and then resend the slides around for further review. Once we've agreed to the top level set of changes, we can raise additional issues to add distributions and some of the other concepts needed to model more complex instrument behaviors, including yield curves, etc.