diff --git a/RELEASE.md b/RELEASE.md index b6356b7451..d32665b753 100644 --- 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) \ No newline at end of file +The changes can be reviewed in PR: [#3250](https://github.com/finos/common-domain-model/pull/3250) \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-input.json index ee49b048d6..1bb10028f5 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/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/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-output.json index 1128e7d6b3..3d66dc9599 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/contract-formation/contract-formation-fx-forward-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/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/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-input.json index 08123d7515..7ae623e66e 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-input.json +++ b/rosetta-source/src/main/resources/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/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-output.json index 537cf7a3e6..1b1d4fd98a 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/business-event/execution/execution-fx-forward-func-output.json +++ b/rosetta-source/src/main/resources/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/rosetta-source/src/main/resources/cdm-sample-files/functions/fpml-5-10/processes/msg-partial-termination-xccy-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/fpml-5-10/processes/msg-partial-termination-xccy-func-output.json index 94337fe6fa..ce38c04cb1 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/fpml-5-10/processes/msg-partial-termination-xccy-func-output.json +++ b/rosetta-source/src/main/resources/cdm-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/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-input.json index 9a403feadc..461f942a1f 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-input.json +++ b/rosetta-source/src/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/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-output.json index 10b0def02f..71318a3651 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/bond-execution-func-output.json +++ b/rosetta-source/src/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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json index c93133a34c..b83c4a61f7 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json +++ b/rosetta-source/src/main/resources/result-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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json index 75d1d01de6..43aa9c5785 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/processes/msg-partial-termination-xccy.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/processes/msg-partial-termination-xccy.json index b5d1887874..1be36a8ab7 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/processes/msg-partial-termination-xccy.json +++ b/rosetta-source/src/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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex01-fx-spot.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex01-fx-spot.json index de17143d19..49726fd030 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex01-fx-spot.json +++ b/rosetta-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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex02-spot-cross-w-side-rates.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex02-spot-cross-w-side-rates.json index 592ec29f8f..2138c97107 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex02-spot-cross-w-side-rates.json +++ b/rosetta-source/src/main/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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex03-fx-fwd.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex03-fx-fwd.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex03-fx-fwd.json +++ b/rosetta-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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex04-fx-fwd-w-settlement.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex04-fx-fwd-w-settlement.json index 5f05dec58b..24fd8b6a30 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex04-fx-fwd-w-settlement.json +++ b/rosetta-source/src/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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex05-fx-fwd-w-ssi.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex05-fx-fwd-w-ssi.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex05-fx-fwd-w-ssi.json +++ b/rosetta-source/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" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex06-fx-fwd-w-splits.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex06-fx-fwd-w-splits.json index 0bb8887f6e..cfa793e411 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex06-fx-fwd-w-splits.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex06-fx-fwd-w-splits.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex07-non-deliverable-forward.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex07-non-deliverable-forward.json index c841acf98d..60ecade50b 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex07-non-deliverable-forward.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex07-non-deliverable-forward.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex08-fx-swap.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex08-fx-swap.json index 6254e3b739..39bb4e78e0 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex08-fx-swap.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex08-fx-swap.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/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex28-non-deliverable-w-disruption.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex28-non-deliverable-w-disruption.json index a3d951ccb5..dddb131830 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex28-non-deliverable-w-disruption.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex28-non-deliverable-w-disruption.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex01-fx-spot.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex01-fx-spot.json index de17143d19..49726fd030 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex01-fx-spot.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/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/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex02-spot-cross-w-side-rates.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex02-spot-cross-w-side-rates.json index 592ec29f8f..2138c97107 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex02-spot-cross-w-side-rates.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/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/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex03-fx-fwd.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex03-fx-fwd.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex03-fx-fwd.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/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/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex04-fx-fwd-w-settlement.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex04-fx-fwd-w-settlement.json index 5f05dec58b..24fd8b6a30 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex04-fx-fwd-w-settlement.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/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/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex05-fx-fwd-w-ssi.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex05-fx-fwd-w-ssi.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex05-fx-fwd-w-ssi.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/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" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex06-fx-fwd-w-splits.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex06-fx-fwd-w-splits.json index 0bb8887f6e..cfa793e411 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex06-fx-fwd-w-splits.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex06-fx-fwd-w-splits.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex07-non-deliverable-forward.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex07-non-deliverable-forward.json index c841acf98d..60ecade50b 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex07-non-deliverable-forward.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex07-non-deliverable-forward.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex08-fx-swap.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex08-fx-swap.json index 6254e3b739..39bb4e78e0 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex08-fx-swap.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex08-fx-swap.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/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex28-non-deliverable-w-disruption.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex28-non-deliverable-w-disruption.json index a3d951ccb5..dddb131830 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex28-non-deliverable-w-disruption.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/fx/fx-ex28-non-deliverable-w-disruption.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex04-fx-fwd-w-settlement.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex04-fx-fwd-w-settlement.json index 5f05dec58b..24fd8b6a30 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex04-fx-fwd-w-settlement.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex06-fx-fwd-w-splits.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex06-fx-fwd-w-splits.json index 0bb8887f6e..cfa793e411 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex06-fx-fwd-w-splits.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/fx-derivatives/fx-ex06-fx-fwd-w-splits.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex01-fx-spot.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex01-fx-spot.json index de17143d19..49726fd030 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex01-fx-spot.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex02-spot-cross-w-side-rates.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex02-spot-cross-w-side-rates.json index 592ec29f8f..2138c97107 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex02-spot-cross-w-side-rates.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex03-fx-fwd.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex03-fx-fwd.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex03-fx-fwd.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex05-fx-fwd-w-ssi.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex05-fx-fwd-w-ssi.json index 92fe41aacf..5307b7d736 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex05-fx-fwd-w-ssi.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex05-fx-fwd-w-ssi.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex07-non-deliverable-forward.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex07-non-deliverable-forward.json index c841acf98d..60ecade50b 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex07-non-deliverable-forward.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex07-non-deliverable-forward.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex08-fx-swap.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex08-fx-swap.json index 6254e3b739..39bb4e78e0 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex08-fx-swap.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex08-fx-swap.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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json index c93133a34c..b83c4a61f7 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex26-fxswap-multiple-USIs.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/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/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex28-non-deliverable-w-disruption.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex28-non-deliverable-w-disruption.json index a3d951ccb5..dddb131830 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex28-non-deliverable-w-disruption.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex28-non-deliverable-w-disruption.json @@ -19,6 +19,12 @@ "value" : "quantity-2" } }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "price-1" + } + } ], "meta" : { "globalKey" : "0" } diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json index 75d1d01de6..43aa9c5785 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/fx-derivatives/fx-ex29-fx-swap-with-multiple-identifiers.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/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/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta index 9c6b988313..7169210333 100644 --- a/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta +++ b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta @@ -1317,6 +1317,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML + futureValueNotional [value "futureValueNotional"] + priceSchedule + [meta "rate"] [meta "initialValue"] FutureValueAmount: @@ -2270,6 +2271,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML + priceQuantity [value "exchangedCurrency1" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency2PerCurrency1"] [value "exchangedCurrency2" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency1PerCurrency2"] + [value "exchangeRate"] [hint "notional"] + underlier [value "quoteBasis" path "exchangeRate->quotedCurrencyPair" mapper "AssetCashMeta"] diff --git a/rosetta-source/src/main/rosetta/namespace-hierarchy.json b/rosetta-source/src/main/rosetta/namespace-hierarchy.json deleted file mode 100644 index 1531ebbc2a..0000000000 --- a/rosetta-source/src/main/rosetta/namespace-hierarchy.json +++ /dev/null @@ -1,777 +0,0 @@ -[ - - { - "name": "cdm", - "description": "", - "children": [ - { - "name": "base", - "description": "Basic concepts used across the model: date, time, math, static data.", - "children": [ - { - "name": "base-desc", - "description": "Basic concepts used across the model: date, time, math, static data.", - "uri": "base-desc.rosetta" - }, - { - "name": "datetime", - "description": "Basic date and time concepts: relative date, date range, offset, business centre etc.", - "children": [ - { - "name": "Data", - "description": "Basic date and time concepts: relative date, date range, offset, business centre etc.", - "uri": "base-datetime-type.rosetta" - }, - { - "name": "Enum", - "description": "Basic date and time concepts: relative date, date range, offset, business centre etc.", - "uri": "base-datetime-enum.rosetta" - }, - { - "name": "Func", - "description": "Basic date and time concepts: relative date, date range, offset, business centre etc.", - "uri": "base-datetime-func.rosetta" - }, - { - "name": "daycount", - "description": "Day count concepts: Day count fraction, day count basis, year fraction", - "children": [ - { - "name": "Enum", - "description": "Day count concepts: Day count fraction, day count basis, year fraction", - "uri": "base-datetime-daycount-enum.rosetta" - }, - { - "name": "Func", - "description": "Day count concepts: Day count fraction, day count basis, year fraction", - "uri": "base-datetime-daycount-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "math", - "description": "Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.", - "children": [ - { - "name": "Data", - "description": "Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.", - "uri": "base-math-type.rosetta" - }, - { - "name": "Enum", - "description": "Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.", - "uri": "base-math-enum.rosetta" - }, - { - "name": "Func", - "description": "Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.", - "uri": "base-math-func.rosetta" - } - ] - - }, - { - "name": "staticdata", - "description": "Basic static data concepts: e.g. party, asset identifiers etc.", - "children": [ - { - "name": "base-staticdata-desc", - "description": "Basic static data concepts: e.g. party, asset identifiers etc.", - "uri": "base-staticdata-desc.rosetta" - }, - { - "name": "asset", - "description": "Basic static asset identifier and taxonomy concepts.", - "children": [ - { - "name": "base-staticdata-asset-desc", - "description": "Basic static asset identifier and taxonomy concepts.", - "uri": "base-staticdata-asset-desc.rosetta" - }, - { - "name": "common", - "description": "Basic static asset concepts that apply across asset classes: taxonomy etc.", - "children": [ - { - "name": "Data", - "description": "Basic static asset concepts that apply across asset classes: taxonomy etc.", - "uri": "base-staticdata-asset-common-type.rosetta" - }, - { - "name": "Enum", - "description": "Basic static asset concepts that apply across asset classes: taxonomy etc.", - "uri": "base-staticdata-asset-common-enum.rosetta" - } - ] - - }, - { - "name": "credit", - "description": "", - "children": [ - { - "name": "Data", - "description": "", - "uri": "base-staticdata-asset-credit-type.rosetta" - }, - { - "name": "Enum", - "description": "", - "uri": "base-staticdata-asset-credit-enum.rosetta" - } - ] - - }, - { - "name": "rates", - "description": "", - "children": [ - { - "name": "Enum", - "description": "", - "uri": "base-staticdata-asset-rates-enum.rosetta" - } - ] - - } - ] - - }, - { - "name": "identifier", - "description": "Basic identifier and assigned identifier concepts that are applicable across the model.", - "children": [ - { - "name": "Data", - "description": "Basic identifier and assigned identifier concepts that are applicable across the model.", - "uri": "base-staticdata-identifier-type.rosetta" - }, - { - "name": "Enum", - "description": "Basic identifier and assigned identifier concepts that are applicable across the model.", - "uri": "base-staticdata-identifier-enum.rosetta" - } - ] - - }, - { - "name": "party", - "description": "Basic party concepts: legal entity, natural person, contact details, buyer / payer and all related enums.", - "children": [ - { - "name": "Data", - "description": "Basic party concepts: legal entity, natural person, contact details, buyer / payer and all related enums.", - "uri": "base-staticdata-party-type.rosetta" - }, - { - "name": "Enum", - "description": "Basic party concepts: legal entity, natural person, contact details, buyer / payer and all related enums.", - "uri": "base-staticdata-party-enum.rosetta" - }, - { - "name": "Func", - "description": "Basic party concepts: legal entity, natural person, contact details, buyer / payer and all related enums.", - "uri": "base-staticdata-party-func.rosetta" - } - ] - - } - ] - - } - ] - - }, - { - "name": "event", - "description": "", - "children": [ - { - "name": "common", - "description": "Business event concepts: primitives, contract state and associated state transition function specifications.", - "children": [ - { - "name": "Data", - "description": "Business event concepts: primitives, contract state and associated state transition function specifications.", - "uri": "event-common-type.rosetta" - }, - { - "name": "Enum", - "description": "Business event concepts: primitives, contract state and associated state transition function specifications.", - "uri": "event-common-enum.rosetta" - }, - { - "name": "Func", - "description": "Business event concepts: primitives, contract state and associated state transition function specifications.", - "uri": "event-common-func.rosetta" - } - ] - - }, - { - "name": "position", - "description": "Position concepts: portfolio and portfolio aggregation.", - "children": [ - { - "name": "Data", - "description": "Position concepts: portfolio and portfolio aggregation.", - "uri": "event-position-type.rosetta" - }, - { - "name": "Enum", - "description": "Position concepts: portfolio and portfolio aggregation.", - "uri": "event-position-enum.rosetta" - }, - { - "name": "Func", - "description": "Position concepts: portfolio and portfolio aggregation.", - "uri": "event-position-func.rosetta" - } - ] - - }, - { - "name": "qualification", - "description": "", - "children": [ - { - "name": "Func", - "description": "", - "uri": "event-qualification-func.rosetta" - } - ] - - }, - { - "name": "workflow", - "description": "Workflow concepts (orthogonal to business event): time stamp, credit limit, trade warehouse info and associated function specifications.", - "children": [ - { - "name": "Data", - "description": "Workflow concepts (orthogonal to business event): time stamp, credit limit, trade warehouse info and associated function specifications.", - "uri": "event-workflow-type.rosetta" - }, - { - "name": "Enum", - "description": "Workflow concepts (orthogonal to business event): time stamp, credit limit, trade warehouse info and associated function specifications.", - "uri": "event-workflow-enum.rosetta" - }, - { - "name": "Func", - "description": "Workflow concepts (orthogonal to business event): time stamp, credit limit, trade warehouse info and associated function specifications.", - "uri": "event-workflow-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "legaldocumentation", - "description": "Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.", - "children": [ - { - "name": "legaldocumentation-desc", - "description": "Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.", - "uri": "legaldocumentation-desc.rosetta" - }, - { - "name": "common", - "description": "Common legal agreement concepts.", - "children": [ - { - "name": "Data", - "description": "Common legal agreement concepts.", - "uri": "legaldocumentation-common-type.rosetta" - }, - { - "name": "Enum", - "description": "Common legal agreement concepts.", - "uri": "legaldocumentation-common-enum.rosetta" - }, - { - "name": "Func", - "description": "Common legal agreement concepts.", - "uri": "legaldocumentation-common-func.rosetta" - } - ] - - }, - { - "name": "contract", - "description": "Contract (i.e. transaction confirmation) concepts.", - "children": [ - { - "name": "Data", - "description": "Contract (i.e. transaction confirmation) concepts.", - "uri": "legaldocumentation-contract-type.rosetta" - } - ] - - }, - { - "name": "csa", - "description": "Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.", - "children": [ - { - "name": "Data", - "description": "Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.", - "uri": "legaldocumentation-csa-type.rosetta" - } - ] - - }, - { - "name": "master", - "description": "Master agreement concepts.", - "children": [ - { - "name": "Data", - "description": "Master agreement concepts.", - "uri": "legaldocumentation-master-type.rosetta" - }, - { - "name": "Enum", - "description": "Master agreement concepts.", - "uri": "legaldocumentation-master-enum.rosetta" - } - ] - - } - ] - - }, - { - "name": "mapping", - "description": "", - "children": [ - { - "name": "cme", - "description": "", - "children": [ - { - "name": "mapping-cme-synonym", - "description": "", - "uri": "mapping-cme-synonym.rosetta" - } - ] - - }, - { - "name": "config", - "description": "", - "children": [ - { - "name": "mapping-config-synonym", - "description": "", - "uri": "mapping-config-synonym.rosetta" - } - ] - - }, - { - "name": "dtcc", - "description": "", - "children": [ - { - "name": "mapping-dtcc-synonym", - "description": "", - "uri": "mapping-dtcc-synonym.rosetta" - } - ] - - }, - { - "name": "fis", - "description": "", - "children": [ - { - "name": "mapping-fis-synonym", - "description": "", - "uri": "mapping-fis-synonym.rosetta" - } - ] - - }, - { - "name": "fpml", - "description": "", - "children": [ - { - "name": "confirmation", - "description": "", - "children": [ - { - "name": "tradestate", - "description": "", - "children": [ - { - "name": "mapping-fpml-confirmation-tradestate-synonym", - "description": "", - "uri": "mapping-fpml-confirmation-tradestate-synonym.rosetta" - } - ] - - }, - { - "name": "workflowstep", - "description": "", - "children": [ - { - "name": "mapping-fpml-confirmation-workflowstep-synonym", - "description": "", - "uri": "mapping-fpml-confirmation-workflowstep-synonym.rosetta" - } - ] - - } - ] - - } - ] - - }, - { - "name": "ore", - "description": "", - "children": [ - { - "name": "mapping-ore-synonym", - "description": "", - "uri": "mapping-ore-synonym.rosetta" - } - ] - - } - ] - - }, - { - "name": "observable", - "description": "Observable concepts: market data, holiday calendars etc.", - "children": [ - { - "name": "observable-desc", - "description": "Observable concepts: market data, holiday calendars etc.", - "uri": "observable-desc.rosetta" - }, - { - "name": "asset", - "description": "Observable concepts applicable to assets: price, reference price, valuation method etc. Observable asset concepts: schedule, settlement, price and quantity notation etc.", - "children": [ - { - "name": "Data", - "description": "Observable concepts applicable to assets: price, reference price, valuation method etc. Observable asset concepts: schedule, settlement, price and quantity notation etc.", - "uri": "observable-asset-type.rosetta" - }, - { - "name": "Enum", - "description": "Observable concepts applicable to assets: price, reference price, valuation method etc. Observable asset concepts: schedule, settlement, price and quantity notation etc.", - "uri": "observable-asset-enum.rosetta" - }, - { - "name": "Func", - "description": "Observable concepts applicable to assets: price, reference price, valuation method etc. Observable asset concepts: schedule, settlement, price and quantity notation etc.", - "uri": "observable-asset-func.rosetta" - }, - { - "name": "calculatedrate", - "description": "Support for calculated floating rates such as lookback compound or observation shift compound rate. Support for calculated floating rates such as lookback compound or observation shift compound rates Floating amount calculations for calculated rates.", - "children": [ - { - "name": "Data", - "description": "Support for calculated floating rates such as lookback compound or observation shift compound rate. Support for calculated floating rates such as lookback compound or observation shift compound rates Floating amount calculations for calculated rates.", - "uri": "observable-asset-calculatedrate-type.rosetta" - }, - { - "name": "Enum", - "description": "Support for calculated floating rates such as lookback compound or observation shift compound rate. Support for calculated floating rates such as lookback compound or observation shift compound rates Floating amount calculations for calculated rates.", - "uri": "observable-asset-calculatedrate-enum.rosetta" - }, - { - "name": "Func", - "description": "Support for calculated floating rates such as lookback compound or observation shift compound rate. Support for calculated floating rates such as lookback compound or observation shift compound rates Floating amount calculations for calculated rates.", - "uri": "observable-asset-calculatedrate-func.rosetta" - } - ] - - }, - { - "name": "fro", - "description": "Support for floating rate option definitions.", - "children": [ - { - "name": "Data", - "description": "Support for floating rate option definitions.", - "uri": "observable-asset-fro-type.rosetta" - }, - { - "name": "Enum", - "description": "Support for floating rate option definitions.", - "uri": "observable-asset-fro-enum.rosetta" - }, - { - "name": "Func", - "description": "Support for floating rate option definitions.", - "uri": "observable-asset-fro-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "common", - "description": "", - "children": [ - { - "name": "Enum", - "description": "", - "uri": "observable-common-enum.rosetta" - }, - { - "name": "Func", - "description": "", - "uri": "observable-common-func.rosetta" - } - ] - - }, - { - "name": "event", - "description": "Observable event concepts: extraordinary event, trigger event, disruption event etc.", - "children": [ - { - "name": "Data", - "description": "Observable event concepts: extraordinary event, trigger event, disruption event etc.", - "uri": "observable-event-type.rosetta" - }, - { - "name": "Enum", - "description": "Observable event concepts: extraordinary event, trigger event, disruption event etc.", - "uri": "observable-event-enum.rosetta" - }, - { - "name": "Func", - "description": "Observable event concepts: extraordinary event, trigger event, disruption event etc.", - "uri": "observable-event-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "product", - "description": "Generic product concepts: quantity, price, economic terms and payout, that are built using template features.", - "children": [ - { - "name": "product-desc", - "description": "Generic product concepts: quantity, price, economic terms and payout, that are built using template features.", - "uri": "product-desc.rosetta" - }, - { - "name": "asset", - "description": "Product concepts applicable to specific asset classes.", - "children": [ - { - "name": "Data", - "description": "Product concepts applicable to specific asset classes.", - "uri": "product-asset-type.rosetta" - }, - { - "name": "Enum", - "description": "Product concepts applicable to specific asset classes.", - "uri": "product-asset-enum.rosetta" - }, - { - "name": "Func", - "description": "Product concepts applicable to specific asset classes.", - "uri": "product-asset-func.rosetta" - }, - { - "name": "calculation", - "description": "Product-related, asset class-specific calculation concepts, such as day counting and calculating accruals.", - "children": [ - { - "name": "Func", - "description": "Product-related, asset class-specific calculation concepts, such as day counting and calculating accruals.", - "uri": "product-asset-calculation-func.rosetta" - } - ] - - }, - { - "name": "floatingrate", - "description": "Product-related, asset class-specific floating-rate index concepts, such as rate definitions . Product-related, asset class-specific floating-rate index concepts, such as rate definitions Product-related, asset class-specific floating-rate index concepts, such as rate definitions.", - "children": [ - { - "name": "Data", - "description": "Product-related, asset class-specific floating-rate index concepts, such as rate definitions . Product-related, asset class-specific floating-rate index concepts, such as rate definitions Product-related, asset class-specific floating-rate index concepts, such as rate definitions.", - "uri": "product-asset-floatingrate-type.rosetta" - }, - { - "name": "Enum", - "description": "Product-related, asset class-specific floating-rate index concepts, such as rate definitions . Product-related, asset class-specific floating-rate index concepts, such as rate definitions Product-related, asset class-specific floating-rate index concepts, such as rate definitions.", - "uri": "product-asset-floatingrate-enum.rosetta" - }, - { - "name": "Func", - "description": "Product-related, asset class-specific floating-rate index concepts, such as rate definitions . Product-related, asset class-specific floating-rate index concepts, such as rate definitions Product-related, asset class-specific floating-rate index concepts, such as rate definitions.", - "uri": "product-asset-floatingrate-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "collateral", - "description": "", - "children": [ - { - "name": "Data", - "description": "", - "uri": "product-collateral-type.rosetta" - }, - { - "name": "Enum", - "description": "", - "uri": "product-collateral-enum.rosetta" - }, - { - "name": "Func", - "description": "", - "uri": "product-collateral-func.rosetta" - } - ] - - }, - { - "name": "common", - "description": "", - "children": [ - { - "name": "Data", - "description": "", - "uri": "product-common-type.rosetta" - }, - { - "name": "Enum", - "description": "", - "uri": "product-common-enum.rosetta" - }, - { - "name": "Func", - "description": "", - "uri": "product-common-func.rosetta" - }, - { - "name": "schedule", - "description": "Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.", - "children": [ - { - "name": "Data", - "description": "Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.", - "uri": "product-common-schedule-type.rosetta" - }, - { - "name": "Enum", - "description": "Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.", - "uri": "product-common-schedule-enum.rosetta" - }, - { - "name": "Func", - "description": "Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.", - "uri": "product-common-schedule-func.rosetta" - } - ] - - }, - { - "name": "settlement", - "description": "Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.", - "children": [ - { - "name": "Data", - "description": "Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.", - "uri": "product-common-settlement-type.rosetta" - }, - { - "name": "Enum", - "description": "Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.", - "uri": "product-common-settlement-enum.rosetta" - }, - { - "name": "Func", - "description": "Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.", - "uri": "product-common-settlement-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "qualification", - "description": "", - "children": [ - { - "name": "Func", - "description": "", - "uri": "product-qualification-func.rosetta" - } - ] - - }, - { - "name": "template", - "description": "Template feature concepts to define payouts.", - "children": [ - { - "name": "Data", - "description": "Template feature concepts to define payouts.", - "uri": "product-template-type.rosetta" - }, - { - "name": "Enum", - "description": "Template feature concepts to define payouts.", - "uri": "product-template-enum.rosetta" - }, - { - "name": "Func", - "description": "Template feature concepts to define payouts.", - "uri": "product-template-func.rosetta" - } - ] - - } - ] - - }, - { - "name": "regulation", - "description": "Regulatory reporting concepts: regulatory rules, report definitions, reporting formats.", - "children": [ - { - "name": "Data", - "description": "Regulatory reporting concepts: regulatory rules, report definitions, reporting formats.", - "uri": "regulation-type.rosetta" - } - ] - - } - ] - - } - -] diff --git a/rosetta-source/src/main/rosetta/product-template-type.rosetta b/rosetta-source/src/main/rosetta/product-template-type.rosetta index 6cc3987a7b..79957c29fd 100644 --- a/rosetta-source/src/main/rosetta/product-template-type.rosetta +++ b/rosetta-source/src/main/rosetta/product-template-type.rosetta @@ -136,8 +136,6 @@ type OptionPayout extends PayoutBase: <" The option payout specification terms. optionType OptionTypeEnum (0..1) <"The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike."> exerciseTerms ExerciseTerms (1..1) <"The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash)."> strike OptionStrike (0..1) <"Specifies the strike of the option"> - fixedPrice PriceSchedule (0..*) <"Specifies the price of the settlement. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing."> - [metadata address "pointsTo"=PriceQuantity->price] condition ClearedPhysicalSettlementExists: if settlementTerms -> physicalSettlementTerms exists @@ -401,8 +399,6 @@ type SettlementPayout extends PayoutBase: <"Represents a forward settling payout deliveryTerm string (0..1) <"Also called contract month or delivery month. However, it's not always a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023 contract, (Z = December). For crude oil, the corresponding contract might be called CLZ23."> delivery AssetDeliveryInformation (0..1) <"Contains the information relative to the delivery of the asset."> schedule CalculationSchedule (0..1) <"Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way."> - fixedPrice PriceSchedule (0..*) <"Specifies the price of the settlement. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing."> - [metadata address "pointsTo"=PriceQuantity->price] condition Underlier: <"The underlier for a settlement payout cannot be a NonTransferableProduct."> underlier -> Product -> NonTransferableProduct is absent