FpML Issues Tracker

178: Sensitivity element does not carry enough information

May 25, 2006

closed

Minor

Always

Schema

Admin

mgratacos

Summary

Sensitivities are reported in sensitivity sets as follows:

119 120

This meets the Pricing and Risk group's requirements of display the sensitivity in graphs, but is insufficient for processing - the name attribute needs microparsing and its content is unconstrained.

Notes:

  • mgratacos

    06/16/06 9:45 am

    The Pricing and Risk Working Group agreed this is an issue. The group is currently working on reviewing the model.

  • BrianLynn

    03/14/07 10:19 pm

    This issue was discussed in the pricing and risk working group in mid 2006. Andrew Parry volunteered to produce a proposal on how to implement this, as no other members had any appetite to make the requested change. Unless a proposal is submitted to address this issue, recommend closing it for lack of demand.

  • apparry

    04/18/07 12:55 pm

    We should close this if there is no further demand

  • mgratacos

    05/22/07 7:06 am

    No further demand on this so the issue has been closed.

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