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@regnosys-ops regnosys-ops released this 17 Jun 15:10
· 413 commits to master since this release
5.13.0
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Product Model - Fix for Portfolio Return Terms

Background

The purpose of this update is to modify an existing condition relating to Basket which is causing unexpected behavior as well as a change in the cardinality required of PerformancePayout and PortfolioReturnTerms.

What is being released?

  • Condition attached to Basket has been updated to required choice basketConstituent, portfolioBasketConstituent instead of previous condition: one-of.
  • Cardinality of PerformancePayout attributes has been updated to (0..*) instead of (0..1) :
    • initialValuationPrice,
    • interimValuationPrice
    • finalValuationPrice
  • Cardinality of PortfolioReturnTerms attributes has been updated to (0..*) instead of (0..1) :
    • quantity
    • initialValuationPrice
    • interimValuationPrice
    • finalValuationPrice

Review Directions

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

The changes can be reviewed in PR: #2978

Product Model - Quantity Change For Existing Trade Lot

Background

This release adds support for price and/or quantity changes on an existing TradeLot, as described in issue #2923.

What is being released?

The Create_QuantityChange function has been updated to allow the price and/or quantity to be updated on an existing TradeLot. If the QuantityChangeInstruction->lotIdentifier matches the trade's TradeLot->lotIdentifier, then the price and/or quantity with matching units are updated based on the direction (i.e. Increase, Decrease, Replace) specified in the instructions.

The existing functionality is unchanged for an increase, i.e., if the QuantityChangeInstruction->lotIdentifier does not match the trade's TradeLot->lotIdentifier, then a new TradeLot is created.

Review Directions

In GitHub, review the following JSON sample files that have been added to represent the updates to an existing TradeLot.

  • cdm-sample-files/functions/business-event/quantity-change/increase-equity-swap-existing-trade-lot-func-input.json
  • cdm-sample-files/functions/business-event/quantity-change/increase-equity-swap-existing-trade-lot-func-output.json
  • cdm-sample-files/functions/business-event/quantity-change/partial-termination-equity-swap-func-input.json
  • cdm-sample-files/functions/business-event/quantity-change/partial-termination-equity-swap-func-output.json

In Rosetta, select the Visualisation tab and review the following examples in the Quantity Change Business Event folder:

  • Increase Equity Swap with Existing Trade Lot
  • Partial Termination Equity Swap

Changes can be reviewed in PR #2980

Product Model - FpML Mapping Update

Background

This release adds FpML mapping fixes and improvements that have been previously implemented in other models such as Digital Regulatory Reporting (DRR).

What is being released?

  • FpML synonyms to map EventInstruction attributes intent, eventDate and effectiveDate
  • FpML synonyms to map EconomicTerms attribute nonStandardisedTerms
  • FpML synonyms to map WorkflowState attribute workflowStatus
  • FpML synonyms and mapper to map commodity schedule xml elements calculationPeriodsSchedule and calculationPeriods into PriceSchedule->datedValue

Review Directions

In Rosetta, select the Translate tab and review the following samples:

  • fpml-5-10 > processes > msg-cleared-alpha-trade-CFTC-SEC-and-canada.xml
  • fpml-5-10 > processes > msg-ex52-execution-advice-trade-partial-novation-C02-00.xml
  • fpml-5-10 > incomplete-processes > msg-ex60-execution-advice-trade-amendment-correction-F02-10.xml
  • fpml-5-13 > products > commodity-derivatives > com-mockup-ex1-strikePricePerUnitSchedule.xml
  • fpml-5-13 > products > commodity-derivatives > com-mockup-ex2-strikePricePerUnitSchedule.xml

Changes can be reviewed in PR #2982

CDM Distribution - Python Code Generation

What is being released?

This release updates the bundle dependency to version 11.10.0 to include the new version of the Python generator which includes the following changes:

  • added support for model name clashes with Python keywords, soft keywords, and items whose names begin with "_"
  • added support for DSL operators to-string and to-enum
  • resolves the defect exposed by PR #2766
  • includes an update to the Python runtime library used to encapsulate the Pydantic support (now version 2.0.0)

Review directions

Download the latest Python distribution from Maven Central

The changes can be reviewed in PR: #2986

Infrastructure - Dependency Update

What is being released?

This release updates the ingest-test-framework and DSL dependency.

Version updates include:

Review directions

The changes can be reviewed in PR: #2990

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