CommodityPayoutUnderlier

Change the Underlier on CommodityPayout

rosetta-source/src/main/rosetta/product-asset-type.rosetta

@@ -26,8 +26,8 @@ type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of
     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.">
     calculationPeriodDates CalculationPeriodDates (0..1) <"Defines the calculation period dates schedule.">
     paymentDates PaymentDates (1..1) <"Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).">
-    underlier Commodity (1..1) <"Identifies the underlying product that is referenced for pricing of the applicable leg in a swap.  Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security.">
-        [metadata address "pointsTo"=PriceQuantity->observable->Asset->Commodity]
+    underlier Underlier (1..1) <"Identifies the underlying product that is referenced for pricing of the applicable leg in a swap.  Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security.">
+        // Commo[metadata address "pointsTo"=PriceQuantity->observable->Asset->Commodity]
     fxFeature FxFeature (0..1) <"Defines quanto or composite FX features that are included in the swap leg.">
     delivery AssetDeliveryInformation (0..1) <"Contains the information relative to the delivery of the asset.">
 
@@ -37,6 +37,9 @@ type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of
     condition CalculationPeriod: <"The calculation periods are either specified parametrically via CalculationPeriodDates or non-parametrically via SchedulePeriod.">
         required choice schedule, calculationPeriodDates
 
+    condition CommodityUnderlier: <"The underlier should be a commodity.">    
+        underlier -> Observable -> Asset -> Commodity exists or underlier -> Product -> TransferableProduct -> Commodity exists
+
     condition DeliveryCapacity: <"Checks that only one of the representations of delivery capacity is present simultaneously.">
         if delivery -> deliveryCapacity exists
         then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent