6.0.0-dev.77

CDM Product Model - Underlier in Corporate Action

Background

In an earlier Asset Refactoring release, an unintending defect was introduced on the CorporateAction data type.
This release corrects that.

What is being released?

The data type of the underlier attribute within CorporateAction has been undated to be Underlier rather than
Instrument. Instrument is too restrictive as a broader range of assets can be the subject of corporate actions
and this is best represented by the Underlier data type.

Review Directions

In Rosetta, select the Textual Browser and inspect the changes to the data type identified above.

Changes can be reviewed in PR #3201

CDM Product Model - Add Price to Payouts

Background

This is an additional enhancement following the Asset Refactoring initiative by improving the consistency
of the modelling of prices on payouts.

What is being released?

The new attribute fixedPrice of type PriceSchedule has been added to the OptionPayout and to the
SettlementPayout. Both additionally have a metadata address link, pointing to the PriceQuantity
in the TradeLot.

Review Directions

In Rosetta, select the Textual Browser and inspect the changes to the two payouts identified above.

Changes can be reviewed in PR #3202