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Sync with FpML coding scheme and update release note
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@hugohills-regnosys
hugohills-regnosys committed Nov 15, 2024
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14 changes: 13 additions & 1 deletion RELEASE.md
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_What is being released?_

This release updates the rune dependencies to version `11.24.2`. This update includes support for visualising the `Choice Type` elements in the Rosetta User Interface.
This release updates the rune dependencies:
- `11.24.2` - support for visualising the `Choice Type` elements in the Rosetta User Interface.
- `11.25.1` - support for latest FpML Coding Scheme (v2.20).

_Review directions_

In Rosetta, select the Textual Browser and inspect changes due to the FpML code scheme update:
- `FloatingRateIndexEnum` has values added:
- `EUR_EuroSTR_ICE_Swap_Rate`
- `IDR_INDONIA`
- `IDR_INDONIA_OIS_Compound`
- `PHP_ORR`
- `USD_SOFR_ICE_Swap_Rate_Spreads`

The changes can be reviewed in PR: [#3255](https://github.com/finos/common-domain-model/pull/3255)

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5 changes: 5 additions & 0 deletions rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta
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Expand Up @@ -194,6 +194,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float
EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
EUR_EuroSTR_ICE_Compounded_Index_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
EUR_EuroSTR_ICE_Compounded_Index_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
EUR_EuroSTR_ICE_Swap_Rate displayName "EUR-EuroSTR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
EUR_EuroSTR_OIS_Compound displayName "EUR-EuroSTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
EUR_EuroSTR_Term displayName "EUR-EuroSTR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
EUR_ISDA_EURIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-EURIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
Expand Down Expand Up @@ -284,6 +285,8 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float
HUF_HUFONIA_OIS_Compound displayName "HUF-HUFONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
IDR_IDMA_Bloomberg displayName "IDR-IDMA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
IDR_IDRFIX displayName "IDR-IDRFIX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
IDR_INDONIA displayName "IDR-INDONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
IDR_INDONIA_OIS_Compound displayName "IDR-INDONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
IDR_JIBOR displayName "IDR-JIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
IDR_JIBOR_Reuters displayName "IDR-JIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
IDR_SBI_Reuters displayName "IDR-SBI-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
Expand Down Expand Up @@ -417,6 +420,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float
NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
NZD_Swap_Rate_ICAP displayName "NZD-Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
NZD_Swap_Rate_ICAP_Reference_Banks displayName "NZD-Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
PHP_ORR displayName "PHP-ORR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
PHP_PHIREF displayName "PHP-PHIREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
PHP_PHIREF_BAP displayName "PHP-PHIREF-BAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
PHP_PHIREF_Bloomberg displayName "PHP-PHIREF-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
Expand Down Expand Up @@ -623,6 +627,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float
USD_SOFR_ICE_Compounded_Index_2D_Lag displayName "USD-SOFR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
USD_SOFR_ICE_Compounded_Index_5D_Lag displayName "USD-SOFR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
USD_SOFR_ICE_Swap_Rate displayName "USD-SOFR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
USD_SOFR_ICE_Swap_Rate_Spreads displayName "USD-SOFR ICE Swap Rate Spreads" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_SOFR_ICE_Term displayName "USD-SOFR ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_SOFR_OIS_Compound displayName "USD-SOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_Swap_Rate_BCMP1 displayName "USD Swap Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
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