Hi All
After the success of the Legend Commodities FINOS Working Group last year, we are looking kick off a new iteration of this group to continue to build on the Commodities aspect of the ISDA Common Domain Model (CDM).
To recap last year, the group set out with 2 core aims i) to create the first Commodities Payout representation within the CDM ii) agree and define Commodities reference/product data model principles. The successful collaboration of the group, through Legend Studio, enabled us to agree on and commit the first Commodities Payout representation back to the ISDA CDM and also agree on some foundation principles in defining Commodities products.
The Commodity Payout that was created served a vanilla swap use case and in continuing to enhance the CDM model we would like to turn attention to Options products within Commodities, with focus on particular styles and strategies.
Please respond on this mail if of interest and we can co-ordinate on arranging appropriate meeting times for members who will be involved. We will be looking to begin the sessions over the next couple of weeks.
Thanks & Regards
Shaun Aston
DMG
Goldman Sachs| Plumtree Court | Shoe Lane | London EC4A 4AP
Email: shaun...@gs.com
Tel +44 207 774 6946