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Allow notional exchange flags to be set independently of FX Reset. #1542

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merged 8 commits into from Aug 3, 2017

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brianweller89 commented Aug 3, 2017

The initial, intermediate and final notional exchanges are no longer automatically set to true when an FX reset is present. Clients must now explicitly specify if the exchanges should be present.

FpML supports independent setting of all three flags.

Specifically, XCCY swaps with no initial exchange are a traded instrument and could not be constructed in Strata previously.

* then the notional exchange flags will be set to true.
* then at least one of the notional exchange flags should be set to true.
* <p>
* If all notional exchange flags are false then setting the fx reset definition has no impact.

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@jodastephen

jodastephen Aug 3, 2017

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How about throwing an exception if all are false?

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@brianweller89

brianweller89 Aug 3, 2017

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@jodastephen jodastephen added the Type:Bug label Aug 3, 2017

brianweller89 added some commits Aug 3, 2017

Merge branch 'master' into topic/integrate_xccy_pricing
# Conflicts:
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/MultiCcyFormatTradeRowParser.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/ProductType.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/TradeParser.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/TradeParserUtils.java
#	irs/src/test/java/com/opengamma/margining/jscc/irs/trade/CcsFormatTradeParserTest.java
Merge branch 'master' into topic/integrate_xccy_pricing
# Conflicts:
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/MultiCcyFormatTradeRowParser.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/ProductType.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/TradeParser.java
#	irs/src/main/java/com/opengamma/margining/jscc/irs/trade/TradeParserUtils.java
#	irs/src/test/java/com/opengamma/margining/jscc/irs/trade/CcsFormatTradeParserTest.java

@brianweller89 brianweller89 merged commit 0459df6 into master Aug 3, 2017

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@brianweller89 brianweller89 deleted the topic/notional_schedule_fix branch Aug 3, 2017

@jodastephen jodastephen added this to the v1.4 milestone Sep 18, 2017

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