Merge latest

RELEASE.md

@@ -1,12 +1,29 @@
-# _Infrastructure - Dependency Update_
+# _Product Model - Settlement Payout Price_
 
 _What is being released?_
 
-This release updates the `DSL` dependency.
+This release updates the FpML synonyms to map the price to the `SettlementPayout->priceQuantity->priceSchedule` attribute for FX samples.
 
-Version updates include:
-- `DSL` 9.20.0: support for passing metadata to functions and highlighting fixes. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.20.0
+_Backwards incompatible changes_
+
+This release removes attributes `SettlementPayoutt->fixedPrice` and `OptionPayout->fixedPrice` as they are duplicates of the existing attributes `SettlementPayout->priceQuantity->priceSchedule` and `OptionPayout->priceQuantity->priceSchedule`.
 
 _Review directions_
 
-The changes can be reviewed in PR: [#3191](https://github.com/finos/common-domain-model/pull/3191)
+In Rosetta, select the Textual Browser and inspect FpML mapping changes in namespace `cdm.mapping.fpml.confirmation.tradestate`.
+
+In Rosetta, select the Ingest tab and review the following FpML samples:
+
+- fx-ex01-fx-spot.xml
+- fx-ex02-spot-cross-w-side-rates.xml
+- fx-ex03-fx-fwd.xml
+- fx-ex05-fx-fwd-w-ssi.xml
+- fx-ex07-non-deliverable-forward.xml
+- fx-ex08-fx-swap.xml
+- fx-ex26-fxswap-multiple-USIs.xml
+- fx-ex28-non-deliverable-w-disruption.xml
+- fx-ex29-fx-swap-with-multiple-identifiers.xml
+
+In Rosetta, select the Visualisation tab and review the `Repo And Bond > Bond Execution` example:
+
+The changes can be reviewed in PR: [#3250](https://github.com/finos/common-domain-model/pull/3250)

codefresh.yml

@@ -19,9 +19,9 @@ steps:
     title: Setup build
     image: alpine/git
     commands:
-      - cf_export MVN_DEPLOY_FLAGS="-s ${{CF_VOLUME_PATH}}/${{CF_REPO_NAME}}/settings.xml -Dmaven.repo.local=${{CF_VOLUME_PATH}}/.m2 -Denv.CI_DEPLOY_PASSWORD=${{CI_DEPLOY_PASSWORD}} -Denv.CI_DEPLOY_USERNAME=${{CI_DEPLOY_USERNAME}} -Denv.GPG_KEYNAME=${{GPG_KEYNAME}} -Denv.GPG_PASSPHRASE=${{GPG_PASSPHRASE}}"
+      - cf_export MVN_DEPLOY_FLAGS="-s ${{CF_VOLUME_PATH}}/${{CF_REPO_NAME}}/settings.xml -Dmaven.repo.local=${{CF_VOLUME_PATH}}/.m2 -Denv.CI_DEPLOY_PASSWORD=${{CI_DEPLOY_PASSWORD}} -Denv.CI_DEPLOY_USERNAME=${{CI_DEPLOY_USERNAME}} -Denv.GPG_KEYNAME=${{GPG_KEYNAME}} -Denv.GPG_PASSPHRASE=${{GPG_PASSPHRASE}}" --mask
       - cf_export MVN_BUILD_FLAGS="-Dmaven.repo.local=${{CF_VOLUME_PATH}}/.m2"
-      - cf_export GPG_IMPORT_COMMAND="cat <(echo -e '${{GPG_PRIVATE_KEY}}') | gpg --batch --import"
+      - cf_export GPG_IMPORT_COMMAND="cat <(echo -e '${{GPG_PRIVATE_KEY}}') | gpg --batch --import" --mask
       - cf_export GEN_DEPLOY_POM_SCRIPT="${{CF_VOLUME_PATH}}/${{CF_REPO_NAME}}/rosetta-source/src/main/resources/build-resources/create-deploy-pom.sh"
       - cf_export GEN_DEPLOY_POM_PY="${{CF_VOLUME_PATH}}/${{CF_REPO_NAME}}/rosetta-source/src/main/resources/build-resources/create-deploy-pom.py"
 
@@ -36,7 +36,7 @@ steps:
     commands:
       - cf_export RELEASE_NAME=${{TAG_NAME}}
       - cf_export MAVEN_BUILD_PROFILES="daml,scala,typescript,golang,csharp8,csharp9,kotlin,python,full,gpg,excel,json-schema"
-      - cf_export MVN_DEPLOY_FILE_FLAGS="${{MVN_BUILD_FLAGS}} ${{MVN_DEPLOY_FLAGS}} -Durl=https://s01.oss.sonatype.org/service/local/staging/deploy/maven2 -DrepositoryId=ossrh-distro -Dgpg.passphrase=${{GPG_PASSPHRASE}}"
+      - cf_export MVN_DEPLOY_FILE_FLAGS="${{MVN_BUILD_FLAGS}} ${{MVN_DEPLOY_FLAGS}} -Durl=https://s01.oss.sonatype.org/service/local/staging/deploy/maven2 -DrepositoryId=ossrh-distro -Dgpg.passphrase=${{GPG_PASSPHRASE}}" --mask
 
   SnapshotProperties:
     stage: 'setup'
@@ -49,7 +49,7 @@ steps:
     commands:
       - cf_export RELEASE_NAME=${{GLOBAL_RELEASE_VERSION}}.${{CF_BRANCH_TAG_NORMALIZED}}-SNAPSHOT
       - cf_export MAVEN_BUILD_PROFILES="daml,scala,typescript,golang,csharp8,csharp9,kotlin,python,gpg,excel,json-schema"
-      - cf_export MVN_DEPLOY_FILE_FLAGS="${{MVN_BUILD_FLAGS}} ${{MVN_DEPLOY_FLAGS}} -Durl=https://s01.oss.sonatype.org/content/repositories/snapshots -DrepositoryId=ossrh -Dgpg.passphrase=${{GPG_PASSPHRASE}}"
+      - cf_export MVN_DEPLOY_FILE_FLAGS="${{MVN_BUILD_FLAGS}} ${{MVN_DEPLOY_FLAGS}} -Durl=https://s01.oss.sonatype.org/content/repositories/snapshots -DrepositoryId=ossrh -Dgpg.passphrase=${{GPG_PASSPHRASE}}" --mask
 
   Build:
     stage: 'build'

docs/cdm-overview.md

@@ -15,7 +15,7 @@ and machine-executable blueprint for how financial products are traded
 and managed across the transaction lifecycle. It is represented as a
 [domain model](https://olegchursin.medium.com/a-brief-introduction-to-domain-modeling-862a30b38353) and distributed in open source.
 
-For an overview of the Common Domain Model, a comparative analysis with FpML, an exploration of the CDM's historical development and events, as well as insights into its further applications, including its role in the ecosystem and support for smart contract technology, we recommend reviewing the [CDM Overview deck](/pdfs/CDM-Overview.pdf). 
+For an overview of the Common Domain Model, a comparative analysis with FpML, an exploration of the CDM's historical development and events, as well as insights into its further applications, including its role in the ecosystem and support for smart contract technology, we recommend reviewing the [CDM Overview deck](/pdfs/CDM-Overview.pptx.pdf). 
 
 ISDA’s Digital Regulatory Reporting (DRR) solution leverages the open-source Common Domain Model (CDM) to convert industry-agreed interpretations of new or amended regulatory reporting rules into clear, machine-executable code. This approach enhances implementation efficiency and reduces costs. Institutions contributing to the development of the ISDA DRR include (but are not limited to) those listed on [ISDA’s Digital Regulatory Reporting Page](https://www.isda.org/isda-digital-regulatory-reporting/).
 

docs/eligible-collateral-representation.md

@@ -220,13 +220,13 @@ type AssetCriteria:
   agencyRating AgencyRatingCriteria (0..*)
   maturityType MaturityTypeEnum (0..1)
   maturityRange PeriodRange (0..1)
-  assetIdentifier AssetIdentifier (0..*)
+  specificAssets Asset (0..*)
   collateralTaxonomy CollateralTaxonomy (0..*)
   domesticCurrencyIssued boolean (0..1)
   listing ListingType (0..1)
 
   condition AssetCriteriaChoice:
-    optional choice collateralAssetType, collateralTaxonomy, assetIdentifier
+    optional choice collateralAssetType, collateralTaxonomy, specificAssets
 ```
 
 -   `collateralAssetType` Represents a filter based on the asset product
@@ -244,8 +244,11 @@ type AssetCriteria:
     or original maturity.
 -   `maturityRange` Represents a filter based on the underlying asset
     maturity.
--   `productIdentifier` Represents a filter based on specific instrument
-    identifiers (e.g. specific ISINs, CUSIPs etc)
+-   `specificAssets` Represents a filter based on specific assets which 
+    are acceptable as collateral (e.g. specific securities, loans, equities,
+    commodities or other assets etc).  Assets may be defined using the
+    `Asset` data type, including by reference to an identifier such
+    as ISIN, CUSIP, etc.
 -   `collateralTaxonomy` Specifies the collateral taxonomy, which is
     composed of a taxonomy value and a taxonomy source.
 -   `domesticCurrencyIssued` Identifies that the Security must be

docs/event-model.md

@@ -301,7 +301,8 @@ type TransferState:
 
 ``` Haskell
 type Transfer extends TransferBase:
-  settlementOrigin SettlementOrigin (0..1)
+  settlementOrigin Payout (0..1)
+    [metadata reference]
   resetOrigin Reset (0..1)
   transferExpression TransferExpression (1..1)
 ```
@@ -611,7 +612,7 @@ func Create_Reset:
 
 ``` Haskell
 type ResetInstruction:
-  payout Payout (1..1)
+  payout Payout (1..*)
     [metadata reference]
   rateRecordDate date (0..1)
   resetDate date (1..1)

docs/home.mdx

@@ -16,6 +16,7 @@ Welcome to CDM documentation !
     - [namespace](/docs/namespace)
 * [Use Cases](/docs/use-cases)
     - [Eligible Collateral Representation](/docs/eligible-collateral-representation)
+    - [Standardized Schedule Functions](/docs/standardized-Functions)
     - [Repurchase Agreement Representation](/docs/repurchase-agreement-representation)
     - [Securities Lending](/docs/securities-lending)
     - [Pre-trade Processing](/docs/pre-trade-processing)

docs/process-model.md

@@ -554,8 +554,12 @@ func EquityCashSettlementAmount:
     output:
         equityCashSettlementAmount Transfer (1..1)
 
+    alias payout:
+        tradeState -> trade -> product -> economicTerms -> payout 
+            filter PerformancePayout exists 
+            then only-element
     alias equityPerformancePayout:
-        tradeState -> trade -> product -> economicTerms -> payout -> performancePayout only-element
+        payout -> PerformancePayout
     alias equityPerformance:
         EquityPerformance(
                 tradeState -> trade,
@@ -585,8 +589,8 @@ func EquityCashSettlementAmount:
         if equityPerformance >= 0 then receiver else payer
     set equityCashSettlementAmount -> settlementDate -> adjustedDate:
         ResolveCashSettlementDate(tradeState)
-    set equityCashSettlementAmount -> settlementOrigin -> performancePayout:
-        equityPerformancePayout as-key
+    set equityCashSettlementAmount -> settlementOrigin:
+        payout as-key
 ```
 
 ``` Haskell
@@ -732,8 +736,8 @@ func Create_Reset:
        else instruction -> resetDate
 
    alias observationIdentifiers:
-       if payout -> performancePayout count = 1 then ResolvePerformanceObservationIdentifiers(payout -> performancePayout only-element, instruction -> resetDate)
-       else if payout -> interestRatePayout exists then ResolveInterestRateObservationIdentifiers(payout -> interestRatePayout only-element, observationDate)
+       if payout -> PerformancePayout count = 1 then ResolvePerformanceObservationIdentifiers(payout -> PerformancePayout only-element, instruction -> resetDate)
+       else if payout -> InterestRatePayout exists then ResolveInterestRateObservationIdentifiers(payout -> InterestRatePayout only-element, observationDate)
 
    alias observation:
        ResolveObservation([observationIdentifiers], empty)
@@ -742,8 +746,8 @@ func Create_Reset:
        tradeState
 
    add reset -> resetHistory:
-       if payout -> performancePayout count = 1 then ResolvePerformanceReset(payout -> performancePayout only-element, observation, instruction -> resetDate)
-       else if payout -> interestRatePayout exists then ResolveInterestRateReset(payout -> interestRatePayout, observation, instruction -> resetDate, instruction -> rateRecordDate)
+       if payout -> PerformancePayout count = 1 then ResolvePerformanceReset(payout -> PerformancePayout only-element, observation, instruction -> resetDate)
+       else if payout -> InterestRatePayout exists then ResolveInterestRateReset(payout -> InterestRatePayout, observation, instruction -> resetDate, instruction -> rateRecordDate)
 ```
 
 First, `ResolvePerformanceObservationIdentifiers` defines the specific

docs/product-model.md

@@ -291,7 +291,7 @@ type EconomicTerms:
   effectiveDate AdjustableOrRelativeDate (0..1)
   terminationDate AdjustableOrRelativeDate (0..1)
   dateAdjustments BusinessDayAdjustments (0..1)
-  payout Payout (1..1)
+  payout Payout (1..*)
   terminationProvision TerminationProvision (0..1)
   calculationAgent CalculationAgent (0..1)
   nonStandardisedTerms boolean (0..1)
@@ -319,17 +319,17 @@ a credit default payout to specify a credit default swap.
 :::
 
 ``` Haskell
-type Payout:
+choice Payout:
   [metadata key]
-  interestRatePayout InterestRatePayout (0..*)
-  creditDefaultPayout CreditDefaultPayout (0..1)
-  optionPayout OptionPayout (0..*)
-  commodityPayout CommodityPayout (0..*)
-  settlementPayout SettlementPayout (0..*)
-  fixedPricePayout FixedPricePayout (0..*)
-  cashflow Cashflow (0..*)
-  performancePayout PerformancePayout (0..*)
-  assetPayout AssetPayout (0..*)
+  AssetPayout
+  Cashflow
+  CommodityPayout
+  CreditDefaultPayout
+  FixedPricePayout
+  InterestRatePayout
+  OptionPayout
+  PerformancePayout
+  SettlementPayout
 ```
 
 A number of payout types extend a common data type called `PayoutBase`.
@@ -363,7 +363,6 @@ For example:
 
 ``` Haskell
 type InterestRatePayout extends PayoutBase:
-   [metadata key]
    rateSpecification RateSpecification (0..1)
    dayCountFraction DayCountFractionEnum (0..1)
       [metadata scheme]
@@ -1106,23 +1105,22 @@ ISDA definitions for reference benchmarks. Security has a
 set of additional attributes, as shown below:
 
 ``` Haskell
-type Security extends InstrumentBase:
-  securityType SecurityTypeEnum (1..1)
-  debtType DebtType (0..1)
-  equityType EquityTypeEnum (0..1)
-  fundType FundProductTypeEnum (0..1)
-
-  condition DebtSubType:
-    if securityType <> SecurityTypeEnum -> Debt
-    then debtType is absent
-
-  condition EquitySubType:
-    if securityType <> SecurityTypeEnum -> Equity
-    then equityType is absent
-
-  condition FundSubType:
-    if securityType <> SecurityTypeEnum -> Fund
-    then fundType is absent
+type Security extends InstrumentBase: 
+    debtType DebtType (0..1)
+    equityType EquityTypeEnum (0..1) 
+    fundType FundProductTypeEnum (0..1)
+
+    condition DebtSubType:
+        if instrumentType <> InstrumentTypeEnum -> Debt
+        then debtType is absent
+
+    condition EquitySubType:
+        if instrumentType <> InstrumentTypeEnum -> Equity
+        then equityType is absent
+
+    condition FundSubType:
+        if instrumentType <> InstrumentTypeEnum -> Fund
+        then fundType is absent
 ```
 
 The product identifier will uniquely identify the security. The

docs/standardized-functions.md

@@ -0,0 +1,5 @@
+---
+title: Standardized Schedule functions 
+---
+
+# Standardized Schedule functions 

examples/src/main/java/org/finos/cdm/example/globalkey/GlobalKeyHash.java

@@ -1,6 +1,7 @@
 package org.finos.cdm.example.globalkey;
 
 import cdm.product.asset.InterestRatePayout;
+import cdm.product.template.Payout;
 import org.finos.cdm.example.InterestRatePayoutCreation;
 import com.rosetta.model.lib.process.PostProcessStep;
 import com.rosetta.model.metafields.MetaFields;
@@ -17,22 +18,23 @@ public static void main(String[] args) {
         // Create a CDM object.
         //
         InterestRatePayout fixedRatePayout = InterestRatePayoutCreation.getFixedRatePayout(BigDecimal.valueOf(0.05));
+        Payout payout = Payout.builder().setInterestRatePayout(fixedRatePayout);
 
 
         // Assert the globalKey has not been set
         //
-        assert fixedRatePayout.getMeta().getGlobalKey() == null : "globalKey should be null";
+        assert payout.getMeta().getGlobalKey() == null : "globalKey should be null";
 
 
         // Use the a HashFunction to generate a hash value for the fixedRatePayout object created above.
         //
-        String hash = new SerialisingHashFunction().hash(fixedRatePayout);
+        String hash = new SerialisingHashFunction().hash(payout);
 
 
         // Now, set the computed global key onto the original object. Note that toBuilder()
         // creates a new instance of the object.
         //
-        InterestRatePayout withGlobalKey = fixedRatePayout.toBuilder().setMeta(MetaFields.builder().setGlobalKey(hash).build()).build();
+        Payout withGlobalKey = payout.toBuilder().setMeta(MetaFields.builder().setGlobalKey(hash).build()).build();
 
         System.out.println("globalKey is: " + withGlobalKey.getMeta().getGlobalKey());
     }

examples/src/test/java/org/finos/cdm/example/functions/CreateEligibleCollateralSpecificationFromInstructionTest.java

@@ -58,7 +58,7 @@ private static EligibleCollateralCriteria getCommonCriteria() {
                 .addAsset(AssetCriteria.builder()
                         .addCollateralAssetType(AssetType.builder()
                                 .setAssetType(AssetTypeEnum.SECURITY)
-                                .setSecurityType(SecurityTypeEnum.DEBT)))
+                                .setSecurityType(InstrumentTypeEnum.DEBT)))
                 .addIssuer(IssuerCriteria.builder()
                         .addIssuerType(CollateralIssuerType.builder()
                                 .setIssuerType(IssuerTypeEnum.SOVEREIGN_CENTRAL_BANK))

pom.xml

@@ -80,9 +80,9 @@
 
         <repoServerHost>s01.oss.sonatype.org</repoServerHost>
         <stagingTimeoutInMinutes>10</stagingTimeoutInMinutes>
-        <rosetta.bundle.version>11.24.1</rosetta.bundle.version>
+        <rosetta.bundle.version>11.25.1</rosetta.bundle.version>
         <rosetta.code-gen.version>${rosetta.bundle.version}</rosetta.code-gen.version>
-        <rosetta.dsl.version>9.20.0</rosetta.dsl.version>
+        <rosetta.dsl.version>9.22.0</rosetta.dsl.version>
 
         <xtext.version>2.27.0</xtext.version>
         <opengamma.strata.version>1.7.0</opengamma.strata.version>