6.24.0

Infrastructure - Dependency Update

Background

The CDM infrastructure includes a feature for enumerations that allows them to be linked directly to an FpML or ISO coding scheme. By assigning the appropriate canonical URI to the enumeration, it can automatically stay in sync with updates to the underlying coding scheme.

What is being released?

The FpML Coding Scheme 2.26 was recently published, the changes to coding schemes can be viewed here. To keep in sync with the new published FpML Coding Scheme, the FloatingRateIndexEnum has been updated with the following values:

• PHP_ORR_OIS_Compound

This release also updates the DSL and Bundle dependencies:

Version updates include:

• DSL 9.84.0 - as operation. See DSL release notes: 9.84.0
• Bundle 11.122.2 - Update FpML coding scheme to 2.26

Review Directions

Changes can be reviewed in PR: #4924

Ingest - Mapping FpML LinkId to TradeIdentifier and EventIdentifier

Background

Ingest functions for FpML Confirmation to CDM are available in the CDM 7-dev version for beta testing by the CDM community. There are still gaps in the original synonym mapping and ingest functional mapping which will be addressed in this PR.

What is being released?

Added new functional mapping for FpML linkId fields:

• MapPartyTradeIdentifierToTradeIdentifierList — maps linkId entries with the ESMA report tracking number scheme (esma-report-tracking-number) into assignedIdentifier on TradeIdentifier
• MapEventIdentifier — extended to accept fpmlPartyTradeIdentifier and maps linkId entries matching ESMA PTRR schemes (esma-ptrr-compression, esma-ptrr-portfolio-rebalancing, esma-ptrr-margin-management) into eventIdentifier
• Updated expectations for custom-basket-linkId-ptrr-comp and custom-basket-linkId-rtn test cases to reflect the newly mapped LinkId values

Review Directions

Changes can be reviewed in PR: #4875