7.0.0-dev.104

Product - Removal of CashPrice from CashFlow

Background

CashPrice is meant to represent attributes of a cash payment arising from an unscheduled event, whereas Cashflow is used to represent a cashflow arising from a scheduled (payout-generated) event. Therefore, it appears that cashPrice should not be an attribute of Cashflow

What is being released?

1. Remove CashPrice type and remove it from Cashflow
2. Remove PremiumExpression as it is only used in CashPrice
3. Replace CashPrice with Premium in PriceTypeEnum, and remove Premium and Fee from PriceSubTypeEnum
4. Update the PriceQuantityTriangulation function to correctly use AssetPrice

Review Directions

Changes can be reviewed in PR: #4561

Collateral - Updating CheckAssetType function to correctly validate debt products are eligible

Background

Currently the CheckAssetType function only checks one field in the security type.

What is being released?

Updating the CheckAssetType function to validate that debt products as collateral are eligible against the eligibility query.

Review Directions

Changes can be reviewed in PR: #4607

Event Model - Adding a Transfer choice type and removing FeeTypeEnum

Background

ScheduledTransfer and UnscheduledTransfer exist in TransferExpression. They each share a number of attributes in Transfer which could be contained in a base type Furthermore, FeeTypeEnum values can be included in the UnscheduledTransferEnum and the FeeTypeEnum removed.

What is being released?

• Rationalise the Transfer types by creating a Transfer choice type
• Create a TransferBase which contains identifier and payerReceiver
• settlementOrigin should only be on scheduled & contingent transfers, as this tells you the payout which generated the transfer
• Remove FeeTypeEnum and move values to UnscheduledTransferEnum

Review Directions

Changes can be reviewed in PR: #4564