Add price reference mapping for SettlementPayout.priceSchedule (#3250)

* Add price reference mapping for SettlementPayout.priceSchedule * Remove comment * Update bond-execution sample * Update release note
finos · Nov 21, 2024 · 64936f0 · 64936f0
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diff --git a/RELEASE.md b/RELEASE.md
@@ -1,21 +1,29 @@
-# _Infrastructure - Dependency Update_
+# _Product Model - Settlement Payout Price_
 
 _What is being released?_
 
-This release updates the rune dependencies.
+This release updates the FpML synonyms to map the price to the `SettlementPayout->priceQuantity->priceSchedule` attribute for FX samples.
 
-Version updates include:
-- DSL 9.22.0: handle null for `min` and `max` operations. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.22.0
-- FpML Coding Scheme `11.25.1`: support for latest version (v2.20).
+_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_
 
-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`
+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: [#3261](https://github.com/finos/common-domain-model/pull/3261)
+The changes can be reviewed in PR: [#3250](https://github.com/finos/common-domain-model/pull/3250)
diff --git a/...functions/business-event/contract-formation/contract-formation-fx-forward-func-input.json b/...functions/business-event/contract-formation/contract-formation-fx-forward-func-input.json
@@ -22,6 +22,12 @@
                         "value" : "quantity-2"
                       }
                     },
+                    "priceSchedule" : [ {
+                      "address" : {
+                        "scope" : "DOCUMENT",
+                        "value" : "price-1"
+                      }
+                    } ],
                     "meta" : {
                       "globalKey" : "0"
                     }

diff --git a/...unctions/business-event/contract-formation/contract-formation-fx-forward-func-output.json b/...unctions/business-event/contract-formation/contract-formation-fx-forward-func-output.json
@@ -24,6 +24,12 @@
                         "value" : "quantity-2"
                       }
                     },
+                    "priceSchedule" : [ {
+                      "address" : {
+                        "scope" : "DOCUMENT",
+                        "value" : "price-1"
+                      }
+                    } ],
                     "meta" : {
                       "globalKey" : "0"
                     }
@@ -46,9 +52,6 @@
                         "value" : "observable-1"
                       }
                     }
-                  },
-                  "meta" : {
-                    "globalKey" : "c600712a"
                   }
                 },
                 "meta" : {
@@ -265,6 +268,12 @@
                     "value" : "quantity-2"
                   }
                 },
+                "priceSchedule" : [ {
+                  "address" : {
+                    "scope" : "DOCUMENT",
+                    "value" : "price-1"
+                  }
+                } ],
                 "meta" : {
                   "globalKey" : "0"
                 }
@@ -287,9 +296,6 @@
                     "value" : "observable-1"
                   }
                 }
-              },
-              "meta" : {
-                "globalKey" : "c600712a"
               }
             },
             "meta" : {

diff --git a/.../cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-input.json b/.../cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-input.json
@@ -21,6 +21,12 @@
                       "value" : "quantity-2"
                     }
                   },
+                  "priceSchedule" : [ {
+                    "address" : {
+                      "scope" : "DOCUMENT",
+                      "value" : "price-1"
+                    }
+                  } ],
                   "meta" : {
                     "globalKey" : "0"
                   }

diff --git a/...cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-output.json b/...cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-output.json
@@ -22,6 +22,12 @@
                       "value" : "quantity-2"
                     }
                   },
+                  "priceSchedule" : [ {
+                    "address" : {
+                      "scope" : "DOCUMENT",
+                      "value" : "price-1"
+                    }
+                  } ],
                   "meta" : {
                     "globalKey" : "0"
                   }
@@ -44,9 +50,6 @@
                       "value" : "observable-1"
                     }
                   }
-                },
-                "meta" : {
-                  "globalKey" : "c600712a"
                 }
               },
               "meta" : {
@@ -254,6 +257,12 @@
                     "value" : "quantity-2"
                   }
                 },
+                "priceSchedule" : [ {
+                  "address" : {
+                    "scope" : "DOCUMENT",
+                    "value" : "price-1"
+                  }
+                } ],
                 "meta" : {
                   "globalKey" : "0"
                 }
@@ -276,9 +285,6 @@
                     "value" : "observable-1"
                   }
                 }
-              },
-              "meta" : {
-                "globalKey" : "c600712a"
               }
             },
             "meta" : {

diff --git a/...-sample-files/functions/fpml-5-10/processes/msg-partial-termination-xccy-func-output.json b/...-sample-files/functions/fpml-5-10/processes/msg-partial-termination-xccy-func-output.json
@@ -119,6 +119,12 @@
                           "value" : "quantity-2"
                         }
                       },
+                      "priceSchedule" : [ {
+                        "address" : {
+                          "scope" : "DOCUMENT",
+                          "value" : "price-1"
+                        }
+                      } ],
                       "meta" : {
                         "globalKey" : "0"
                       }
@@ -141,9 +147,6 @@
                           "value" : "observable-1"
                         }
                       }
-                    },
-                    "meta" : {
-                      "globalKey" : "c600712a"
                     }
                   },
                   "meta" : {
@@ -453,6 +456,12 @@
                       "value" : "quantity-2"
                     }
                   },
+                  "priceSchedule" : [ {
+                    "address" : {
+                      "scope" : "DOCUMENT",
+                      "value" : "price-1"
+                    }
+                  } ],
                   "meta" : {
                     "globalKey" : "0"
                   }
@@ -475,9 +484,6 @@
                       "value" : "observable-1"
                     }
                   }
-                },
-                "meta" : {
-                  "globalKey" : "c600712a"
                 }
               },
               "meta" : {

diff --git a/...rc/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-input.json b/...rc/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-input.json
@@ -17,6 +17,12 @@
                       "value" : "quantity-1"
                     }
                   },
+                  "priceSchedule" : [ {
+                    "address" : {
+                      "scope" : "DOCUMENT",
+                      "value" : "price-1"
+                    }
+                  } ],
                   "meta" : {
                     "globalKey" : "0"
                   }

diff --git a/...c/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-output.json b/...c/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-output.json
@@ -18,6 +18,12 @@
                       "value" : "quantity-1"
                     }
                   },
+                  "priceSchedule" : [ {
+                    "address" : {
+                      "scope" : "DOCUMENT",
+                      "value" : "price-1"
+                    }
+                  } ],
                   "meta" : {
                     "globalKey" : "0"
                   }
@@ -49,9 +55,6 @@
                       "value" : "observable-1"
                     }
                   }
-                },
-                "meta" : {
-                  "globalKey" : "a314fba4"
                 }
               },
               "meta" : {
@@ -231,6 +234,12 @@
                     "value" : "quantity-1"
                   }
                 },
+                "priceSchedule" : [ {
+                  "address" : {
+                    "scope" : "DOCUMENT",
+                    "value" : "price-1"
+                  }
+                } ],
                 "meta" : {
                   "globalKey" : "0"
                 }
@@ -262,9 +271,6 @@
                     "value" : "observable-1"
                   }
                 }
-              },
-              "meta" : {
-                "globalKey" : "a314fba4"
               }
             },
             "meta" : {

diff --git a/...json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json b/...json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json
@@ -29,6 +29,12 @@
                   "value" : "quantity-3"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }
@@ -69,6 +75,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-2"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...ml-5-10/incomplete-products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json b/...ml-5-10/incomplete-products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-3"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }
@@ -59,6 +65,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-2"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...rc/main/resources/result-json-files/fpml-5-10/processes/msg-partial-termination-xccy.json b/...rc/main/resources/result-json-files/fpml-5-10/processes/msg-partial-termination-xccy.json
@@ -119,6 +119,12 @@
                           "value" : "quantity-2"
                         }
                       },
+                      "priceSchedule" : [ {
+                        "address" : {
+                          "scope" : "DOCUMENT",
+                          "value" : "price-1"
+                        }
+                      } ],
                       "meta" : {
                         "globalKey" : "0"
                       }

diff --git a/...ta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex01-fx-spot.json b/...ta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex01-fx-spot.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...in/resources/result-json-files/fpml-5-10/products/fx/fx-ex02-spot-cross-w-side-rates.json b/...in/resources/result-json-files/fpml-5-10/products/fx/fx-ex02-spot-cross-w-side-rates.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...tta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex03-fx-fwd.json b/...tta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex03-fx-fwd.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...c/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex04-fx-fwd-w-settlement.json b/...c/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex04-fx-fwd-w-settlement.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }

diff --git a/...urce/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex05-fx-fwd-w-ssi.json b/...urce/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex05-fx-fwd-w-ssi.json
@@ -19,6 +19,12 @@
                   "value" : "quantity-2"
                 }
               },
+              "priceSchedule" : [ {
+                "address" : {
+                  "scope" : "DOCUMENT",
+                  "value" : "price-1"
+                }
+              } ],
               "meta" : {
                 "globalKey" : "0"
               }