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@hugohills-regnosys hugohills-regnosys released this 12 May 21:05
e655962

Legal Agreement - Master - ISLA - Added more elections to the ISLA GMSLA namespace

Background

Now that Foundations is merged, it is a good time to start adding in some (not all) of the extra elections that will help describe a Legal Agreement "GMSLA" in more detail in the CDM representative space. This should be iterated over, and slowly build to a full picture of representing this type of contract.

What is being released?

Added more elections to the isla namespace, with enumerated values. I propose we keep these distinct and separate to begin with, so each agreement can grow organically. At a time in the future when definitions that overlap can be spotted, we can revisit to make shared types and enums, as necessary

Review Directions

Changes can be reviewed in PR: #3968

Ingestion Framework for FpML - Improve Mapping Coverage

Background

FpML to CDM mapping functions were contributed to CDM 7-dev as part of #3836.

During the DRR upgrade to CDM, several gaps were identified between the legacy synonym mappings and the ingest functions. Further details are documented in issue #4640.

In addition, a number of model-related issues were identified:

What is being released?

  • Updating the FpML to CDM mapping functions to be more inline with synonym mappings, and bringing up the percentage completeness from #4260.
  • Fixed Create_ContractFormation to remove duplicates #4634
  • Fixed Qualify_InterestRate_CapFloor qualification function #4633

Review directions

Changes can be reviewed in PR: #4694