FpML Issues Tracker

326: Modelling Task Force

March 7, 2007

closed

Major

Always

Schema

apparry

mgratacos

Summary

We form a Leg Modelling Task Force, which will take the same approach to reviewing and improving Leg Modelling that the Security Option Task Force has taken with Options

JPM supports this ( AJ, AP, MR, HMcA )

Attachments

  • Leg Modelling Task Force.doc

    • Notes:

  • matthew

    04/04/07 12:43 pm

    Please fix.

  • matthew

    10/10/07 8:09 am

    The following is the list of cross-asset class modelling issues I have. All these are some sort of abstract concept which should share a common super-type across asset classes. Some of them you already have on the list:

    1. CashflowType http://www.fpml.org/issues/view.php?id=360
    2. Effective Date
    3. Leg http://www.fpml.org/issues/view.php?id=326
    4. Identifier http://www.fpml.org/issues/view.php?id=282
    5. Obligation
    6. Option

  • mgratacos

    11/14/07 8:01 am

    The Modelling Task Force has been created and the group is meeting regularly. Mailing list archive is available at http://www.fpml.org/_wgmail/_mtfmail/threads.html

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