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Additional normalisations for Cross-Asset (Other) Non-Standard Swap, Cross-Asset (Other) Non-Standard Option and Cross-Asset (Other) Non-Standard Other #187

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NataliaKozlovich opened this issue Nov 20, 2018 · 1 comment
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Additional normalisations for Cross-Asset (Other) Non-Standard Swap, Cross-Asset (Other) Non-Standard Option and Cross-Asset (Other) Non-Standard Other #187

NataliaKozlovich opened this issue Nov 20, 2018 · 1 comment
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enhancement Non-Standard UAT

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@NataliaKozlovich
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New normalisations and validations specifically pertaining to instances where products have multiple attributes across each leg will be added.
Updated documentation explaining all the validations and normalisations for Cross-Asset templates is available https://www.anna-dsb.com/download/dsb-uat-product-definitions-annex-6-non-std/.
Please refer to the new sections added to the document:
• Combined Normalisation of Reference Rate and Commodity components (3.2.6)
• Combined Normalisation of Cross Currency, Reference Rate and Commodity components (3.2.7)
• Combined Normalisation of Cross Currency and Commodity components (3.2.8)
• Combined Normalisation of Cross Currency, Optionality and Commodity components (3.2.9)
• Combined Normalisation of Cross Currency, Optionality and Reference Rate components (3.2.10)
• Combined Normalisation of Cross Currency, Optionality, Reference Rate and Commodity components (3.2.11)
Joshua-Oliveros added a commit that referenced this issue Dec 20, 2018
@Joshua-Oliveros
Amendments to the JSON templates to address #187 #188 #189 #190 #191 #…
39c4d40 
…192 - To be available in UAT environment on January 6, 2019
Joshua-Oliveros added a commit that referenced this issue Jan 30, 2019
@Joshua-Oliveros
Amendments to the JSON templates to address #120 #121 #122 #187 #188 #…
2387723 
…189 #191 - To be available in Production environment on December 2, 2018
@NathanDagg
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Released 17th February.

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@NataliaKozlovich @NathanDagg