5.19.0

Infrastructure - Dependency Update

What is being released?

This release updates the rune dependencies to version 11.24.2. This update includes support for visualising the Choice Type elements in the Rosetta User Interface.

Review directions

The changes can be reviewed in PR: #3255

Mapping Update - InterestRateForwardDebtPriceMappingProcessor updated to handle 'Percentage' quoteUnits

Background

The price of bond forwards is captured as a monetary value whereas it should be a decimal/percentage. Even if the value in FpML was 'Percentage', the CDM representation value did not accurately represent this, causing misinterpretations.

What is being released?

• An update to the InterestRateForwardDebtPriceMappingProcessor code to fix the described issue. This change, would correct the interpretation by dividing the current monetary value by 100, when the quoteUnits corresponds to the XML value 'Percentage'.
• The bond-fwd-generic-ex01.xml and bond-fwd-generic-ex02.xml samples have been updated as the files were using the value 'Percent' but the correct value according to the enum should be 'Percentage'

Review directions

In Rosetta, select the Textual Browser and inspect each of the changes identified above.

The changes can be reviewed in PR: #3244

CDM Model - CapacityUnit Enum

Background
In has been seen that in the ExternalUnitOfMeasure1Code from the 2Q2024 ISO External CodeSets v1, the unity Joule is supported in the Enum. However, in CDM this is not the case, as it does not appear anywhere in the CapacityUnitEnum. Therefore, the Joule unit of measure will be added to the CapacityUnitEnum for completeness and to align with 2Q2024 ISO External CodeSets v1, for versions 5 and 6 of CDM.

What is being released?

• Updated CapacityUnitEnum in cdm.base.math

Enumerations

• Updated CapacityUnitEnum by adding 'J' to support Joule unit

The changes can be reviewed in PR: #3197

Infrastructure - Dependency Update

What is being released?

This release updates the rune dependencies.

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).

Review directions

In Rosetta, select the Textual Browser and inspect changes due to the FpML code scheme update:

• FloatingRateIndexEnum has values added:
  • EUR_EuroSTR_ICE_Swap_Rate
  • IDR_INDONIA
  • IDR_INDONIA_OIS_Compound
  • PHP_ORR
  • USD_SOFR_ICE_Swap_Rate_Spreads

The changes can be reviewed in PR: #3260