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Manuel Carrera CDM FX NDS prod #2867

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regnosys-prod-user
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This contribution gives qualification support for FX NDS
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netlify bot commented Apr 16, 2024

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@manucarreramoreno
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manucarreramoreno commented Apr 16, 2024

Product Model - Qualification of Foreign Exchange NDS

Background

Currently, Foreign Exchange Non-Deliverable Swaps are not supported in the Common Domain Model. This release adds qualification support for this kind of product.

What is being released?

  • Added the function Qualify_ForeignExchange_NDS that qualifies as true if a product has two forward payouts with an FX underlier and the cashSettlementTerms populated.

Review directions

In the Rosetta platform, select the Textual View and inspect each of the changes identified above

PR: #2867

eacunaISDA
eacunaISDA previously approved these changes Apr 17, 2024
@hugohills-regnosys hugohills-regnosys merged commit 966c44a into finos:5.x.x Apr 18, 2024
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@hugohills-regnosys hugohills-regnosys deleted the mcarrera_auth0_619cb6a21f6a43006b4efbd6-cdmFXNDS branch April 18, 2024 11:29
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5 participants