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Symbology
Danny Shobrook / Apt Computer Systems Ltd
15 Apr 1999 7:10PM ET

Hi

There used to be a general symbology working group which seems to have disappeared.

The issues raised here are not only pertinant to derivatives, although a solution would allow more exotic instruments such as FRAs and vanilla swaps which are nonetheless standardised to be usefully electronic traded. It is also relevent to being able to translate between different dictionaries such as ISIN and CUSIP which also seem to change fairly regularly.

What would people suggest are the general outlines of what a dictionary should do.

Also I hear a bit about dictionaries in the XML group, would this be able to help. I don't know that embedding all the instrument description is going to be all that helpfull - a vanilla swap would have two legs both fairly verbose. Maybe XML-Link could be used to link a Symbol field to a more detailed description downloadable on request?

Is there a smarter XML way of doing all this?