6.0.0-dev.68

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.18.0: new syntax features. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.18.0
• DSL 9.18.1: memory improvements. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.18.1

Review directions

The changes can be reviewed in PR: #3141

6.0.0-dev.67

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.16.2: support for ingestion tabulators. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.16.2

Review directions

The changes can be reviewed in PR: #3112

5.16.0

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.16.2: support for ingestion tabulators. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.16.2

Review directions

The changes can be reviewed in PR: #3111

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.15.0: patch for supporting tabulation of types with circular dependencies. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.0
• DSL 9.15.1: patch for missing generated Java files. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.1
• DSL 9.15.2: patch for missing Java meta classes. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.2

Review directions

The changes can be reviewed in PR: #3098

Infrastructure - Dependency Update

What is being released?

This release updates the ingest-test-framework dependency.

Version updates include:

• ingest-test-framework 11.17.1: Add support for address/location references to be used on nested model types.

FpML Java mapping code that sets address/location references have been updated accordingly. There are no changes to the model.

Review directions

The price referencing has been fixed in the following sample:

• fpml-5-13 / products / interest-rate-derivatives / ird-ex37-zero-coupon-swap-known-amount-schedule.xml

The changes can be reviewed in PR: #3100

6.0.0-dev.66

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.16.1: support for ingestion tabulators. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.16.1

Review directions

The changes can be reviewed in PR: #3107

6.0.0-dev.65

Infrastructure - Dependency Update

What is being released?

This release updates the ingest-test-framework dependency.

Version updates include:

• ingest-test-framework 11.17.1: Add support for address/location references to be used on nested model types.

FpML Java mapping code that sets address/location references have been updated accordingly. There are no changes to the model.

Review directions

The price referencing has been fixed in the following sample:

• fpml-5-13 / products / interest-rate-derivatives / ird-ex37-zero-coupon-swap-known-amount-schedule.xml

The changes can be reviewed in PR: #3099

6.0.0-dev.64

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.15.0: patch for supporting tabulation of types with circular dependencies. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.0
• DSL 9.15.1: patch for missing generated Java files. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.1
• DSL 9.15.2: patch for missing Java meta classes. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.15.2

Review directions

The changes can be reviewed in PR: #3097

5.15.0

Product Model - Equity Products

What is being released?

This issue was discussed at the CDM Derivatives Products and Business Events Working Group on August 14th, 2024 #3077 and resolves items 1, 2 and 4 from Issue #3087. Item 3 was discussed and will be contributed at a later time.

• Item 1: Zero Strike option
  In PriceSchedule, Positive Price condition requires Cash Price to be greater than 0. This caused a CDM error for Zero Strike Option products.
  The resolution to this is to relax the Positive Price condition to allow to 0.

• Item 2: Quantity Condition in Payout
  In type Payout, Quantity condition expects a priceQuantity or interestRatePayout legs only. For FX Options, there’re no interestRatePayout legs, hence this condition throws an error for FX Options.
  The resolution to this is to add foreignExchange check in condition Quantity.

• Item 4: Equity Forwards Qualification
  Added following Qualification functions:

• Qualify_EquityForward_PriceReturnBasicPerformance_SingleName

• Qualify_EquityForward_PriceReturnBasicPerformance_SingleIndex

• Qualify_EquityForward_PriceReturnBasicPerformance_Basket

Review directions

The changes can be reviewed in PRs: #3092.

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.14.0: Support for accessing meta features after a deep feature call. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.14.0
• DSL 9.14.1: Support for defining metadata annotations on choice options. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.14.1

Review directions

The changes can be reviewed in PRs: #3065 and #3082

6.0.0-dev.63

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.14.1: Support for defining metadata annotations on choice options. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.14.1

Review directions

The changes can be reviewed in PR: #3082

6.0.0-dev.62

Infrastructure - Remove Unused Folders

What is being released?

This release removes unused projects and folders to avoid the maintenance of legacy code.

The following folders have been removed:

• /rosetta-project - legacy Java PoC project related to translating CDM to FpML
• /rosetta-source/src/main/resources/available-samples - folder contains samples that are duplicates of ingestion samples

Review directions

The changes can be reviewed in PR: #3066

6.0.0-dev.61

Infrastructure - Dependency Update

What is being released?

This release updates the DSL dependency.

Version updates include:

• DSL 9.14.0: Support for accessing meta features after a deep feature call. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.14.0

Review directions

The changes can be reviewed in PR: #3064