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CDM Contribution Review Working Group - April 16th, 2024

Open eteridvalishvili opened this issue 1 year ago • 13 comments

CDM Contribution Review Working Group Minutes

Meeting Host: Chris Rayner, ISLA

Date

April 16th, 2024 - 10 am ET / 3 pm GMT

Untracked attendees

  • Fullname, Affiliation, (optional) GitHub username

Meeting notices

  • FINOS Project leads are responsible for observing the FINOS guidelines for running project meetings. Project maintainers can find additional resources in the FINOS Maintainers Cheatsheet.

  • All participants in FINOS project meetings are subject to the LF Antitrust Policy, the FINOS Community Code of Conduct and all other FINOS policies.

  • FINOS meetings involve participation by industry competitors, and it is the intention of FINOS and the Linux Foundation to conduct all of its activities in accordance with applicable antitrust and competition laws. It is therefore extremely important that attendees adhere to meeting agendas, and be aware of, and not participate in, any activities that are prohibited under applicable US state, federal or foreign antitrust and competition laws. Please contact [email protected] with any questions.

  • FINOS project meetings may be recorded for use solely by the FINOS team for administration purposes. In very limited instances, and with explicit approval, recordings may be made more widely available.

Agenda

  • [x] Convene & roll call (5mins)
  • [x] Display FINOS Antitrust Policy summary slide
  • [x] Review Meeting Notices (see above)
  • [x] Approve past meeting minutes
    • [x] https://github.com/finos/common-domain-model/issues/2815
  • [x] Pull Requests
    • [x] #2810 - @chrisisla
    • [x] #2808 - @chrisisla
  • [x] Issues
    • [x] #2854 - @rogerguitart
      • [x] Associated PRs:
        • [x] #2855
        • [x] #2856
  • [x] Adding Qualification FX Non Deliverable Swap- proposal @manucarreramoreno
  • [x] AOB, Q&A & Adjourn (5mins)

Minutes

Discussion on TRS change #2854

  • Questions raised around qualification of baskets
  • General consensus that qualification needs work, to do as part of ART Force
  • Agreed that this change looks okay for now with that caveat
  • To be included in next prod release 5.10

Discussion on FX Non-Deliverable Swap

  • Query on whether this was solely associated to reporting
  • Existing qualification of swaps does not take all required data points into account
  • Felt though that this incremental change was okay
  • Intend to also include in 5.10

Python change

  • Fix for the Python code generator
  • Not a breaking change and needs to go into prod version i.e. should not wait for 6.0
  • Dan will liaise with maintainers to confirm

Action Items

  • [ ] Move ahead with TRS change - @rogerguitart
  • [ ] Move ahead with FX Non-Deliverable Swap - @manucarreramoreno
  • [ ] Liaise with maintainers in relation to the Python fix - @dschwartznyc

Zoom info

Join Zoom Meeting https://zoom.us/j/96436091087?pwd=TUZMYm1KdGt2YWtxdDVHY3BpQzh0QT09

Meeting ID: 964 3609 1087 Passcode: 238896 Find your local number: https://zoom.us/u/a3KWGNquN

eteridvalishvili avatar Apr 02 '24 11:04 eteridvalishvili

Jean-Baptiste Ziadé - FRAGMOS

JBZ-Fragmos avatar Apr 16 '24 14:04 JBZ-Fragmos

Chris Rayner / ISLA

chrisisla avatar Apr 16 '24 14:04 chrisisla

Tom Healey/ICMA

tomhealey-icma avatar Apr 16 '24 14:04 tomhealey-icma

Brian Lynn / GEM & ISDA

brianlynn2 avatar Apr 16 '24 14:04 brianlynn2

Eteri / FINOS

eteridvalishvili avatar Apr 16 '24 14:04 eteridvalishvili

Tabish/ISDA

tabi5h avatar Apr 16 '24 14:04 tabi5h

Manuel Carrera / TradeHeader

manucarreramoreno avatar Apr 16 '24 14:04 manucarreramoreno

Manuel Martos / Tradeheader

manel-martos avatar Apr 16 '24 14:04 manel-martos

Leo Labeis / REGnosys

lolabeis avatar Apr 16 '24 14:04 lolabeis

Roger Guitart / TradeHeader

rogerguitart avatar Apr 16 '24 14:04 rogerguitart

Bo Huang/ Bloomberg

bohuang19 avatar Apr 16 '24 14:04 bohuang19

Timothée Zürcher / Pictet

tzurcher avatar Apr 16 '24 14:04 tzurcher

dan schwartz / ft advisory

dschwartznyc avatar Apr 16 '24 14:04 dschwartznyc