Aug 4th 2020 - CurRef Meeting Minutes

[agitana]

Currency Reference Data Meeting

Date

Aug 4th 2020 - 10am EST / 3pm BST

Untracked attendees

• Sourabh Sharma / Nomura
• Ben Sandler / AQR

Agenda

• Convene & roll call (5mins)
• Approve July 7th and July 21st CurRef Meeting minutes
• Walk through of Alloy and the Alloy pilot working group.
• On-going work to submit changes back to ISDA CDM. Sailesh created the sample data
• AOB, Q&A & Adjourn (5mins)
  • Reset index → reset for the currencies
  • Do we need a unique ID above and beyond an ISO code?
  • Who is going to use the data/model we are coming up with?

Decisions Made

• Decision 1
• Decision 2
• ...

Action Items

• Vijay and Sailesh → offline discussion for a project plan; roadmap
• Action items for Aitana on procuring storage → Outstanding ODP requirement
• ...

WebEx info

• WebEx Meeting URL
• Meeting Number: 127 819 0322
• Join by phone: +1.415.655.0003 USA Toll | +44-20319-88141 UK Toll | Access code: 127 819 0322
• Password: VXcd2eQgh82
• Global call-in numbers

[saileshpandey]

https://finosfoundation.atlassian.net/wiki/spaces/DT/pages/1864138753/Sample+data

[brooklynrob]

I'm here

[iansloyan]

here!

[Vijayesh-Chandel]

Hi!

[TSanborn-ISDA]

Howdy!

[rsiddharthan]

Hi

[TSanborn-ISDA]

Sailesh - thanks for preparing the sample data. Here are a few suggestions and thoughts:

1. Type - what are the domain of values that we have in mind? I see precious metals as one. How about "currency" as another one?
2. Status - looks like you have a copy/paste error on the rows for Gold and Silver
3. Precision - is there a standard precision value for Gold and Silver? They are blank in your sample.
4. Rounding - If the group seeks to align with the Common Domain Model, then we might consider using an existing enum called Rounding, which can be observed in Alloy. There are 3 values: Up, Down, Nearest.
5. What is the intended cardinality and definitions for Vendor Code Type and Vendor Code Value?

Thanks!
Ted Sanborn
ISDA

[mpricey]

Better late than never

[github-actions]

Couldn't find the following GitHub usernames on file: @mpricey . /CC @aitana16 @maoo @mcleo-d