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@ReleaseManagement-BP ReleaseManagement-BP released this 21 Aug 10:39
6.25.0
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Infrastructure - Dependency and CVE Update

What is being released?

This release fixed the “Common Vulnerabilities and Exposures” (CVE) scan, for further details see #4966. The following libraries with high-severity CVEs have been updated:

  • jackson-databind-2.17.1 — CVE-2026-54512 (8.1), CVE-2026-54513 (8.1)
  • logback-core-1.4.12 — CVE-2023-6481 (7.5), CVE-2025-11226 (7.3), CVE-2026-13006 (7.0)
  • plexus-utils-3.6.0 — CVE-2025-67030 (8.8, Zip Slip)
  • plus two Eclipse/Xtext CPE false positives (CVE-2020-27225, CVE-2019-10249).

Review Directions

Product Qualification - Zero Coupon Enhancement

Background

The Qualify_Transaction_ZeroCoupon function only recognises zero-coupon transactions when the payment frequency is explicitly represented as 1T (term). Transactions where the payment frequency equals the full contract duration are not identified as Zero Coupon, although they represent the same economic outcome.

What is being released?

Extended the qualification logic in to Qualify_Transaction_ZeroCoupon recognise alternative representations of zero-coupon transactions by adding a condition where the payment frequency corresponds to the duration between the effective date and the maturity date. The following new common functions have been introduced to handle frequency-to-day conversions () and dates operations required for the matching logic: - AddPeriod - PeriodCalculation Finally, it has been adjusted the input parameters for the AuxiliarEffectiveDate and AuxiliarTerminationDate to take the EconomicTerms instead of the Trade.

Review Directions

Changes can be reviewed in PR: #4960

CDM Model: FpML executionNotification ingestion mapping to CDM ExecutionInstruction

What is being released

An ingestion mapping has been added for the FpML executionNotification message so that its Trade element is now mapped onto a CDM ExecutionInstruction, in place of the previous mapping which produced a ContractFormationInstruction. This aligns the outcome of ingesting an executionNotification with the semantics of a newly executed trade, rather than a contract formation event that requires a pre-existing trade state.

To support this, a new enumerated value Execution has been added to the EventIntentEnum in the cdm.event.common namespace, with the description "The intent is to execute a new trade." This new intent is used by the ingestion functions to identify that the incoming FpML message represents a new trade execution.

The following ingestion functions have been updated in the cdm.ingest.fpml namespace:

  • MapExecutionNotificationToWorkflowStep (in ingest-fpml-confirmation-message-func.rosetta) — now remaps the resolved FpML intent to Execution when the raw intent is ContractFormation or absent, so that executionNotification messages are routed through the new execution path.
  • MapWorkflowStep (in ingest-fpml-confirmation-workflowstep-func.rosetta) — when intent = Execution, the workflow step's Instruction is now built with an execution PrimitiveInstruction (and no before TradeState), instead of the generic primitive instruction with a before state.
  • A new function MapTradeToExecutionInstruction has been added to map an FpML Trade (together with the party and quotation lists) directly to a CDM ExecutionInstruction, populating product, priceQuantity, counterparty, ancillaryParty, parties, partyRoles, executionDetails, tradeDate and tradeIdentifier.

Expected output JSON files for existing FpML confirmation and record-keeping samples that exercise executionNotification messages have been regenerated to reflect the new ExecutionInstruction-based output.

Review directions

In the CDM Portal open the Textual Browser, search for EventIntentEnum in the cdm.event.common namespace and observe the new Execution value. Then search for MapExecutionNotificationToWorkflowStep, MapWorkflowStep and MapTradeToExecutionInstruction in the cdm.ingest.fpml namespace to review the updated ingestion logic. Ingesting any of the updated FpML executionNotification sample files (e.g. pkg-ex01-pkge-execution-notification, pkg-ex55-execution-notification, msg-ex19-cds-execution-allocations) will now produce a WorkflowStep whose Instruction contains an execution PrimitiveInstruction rather than a contractFormation one.

Inspect Pull Request: #4928 and #5061

Inspect Issue: #4774

Adding Qualify_ForeignExchange_NDO function - To backport qualification function from CDM 7

Background

Qualify_ForeignExchange_NDO is missing from cdm 6

What is being released?

adding Qualify_ForeignExchange_NDO

Review Directions

Changes can be reviewed in PR: #5023

Populating ResolvedQuantity - Populating ResolvedQuantity with a secondary quantity

Background

In CDM 7+ we populate a derived quantity to allow for us to access both quantity without needing to check outside of the settlementPayout to bring these two back in sync we have decided to populated ResolvedQuantity quantity allowing us to have the other Quantity populate directly in the payout

What is being released?

adding total to QuantitySchedule and adding ingest mappings for fx products to Populate the ResolvedQuantity

Review Directions

Changes can be reviewed in PR: #5054

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