7.0.0-dev.118
RecordKeeping Ingest - Inflation Swap Mappings
Background
Function MapInflationRateSpecification mappings sets the following objects to empty: inflationLag, indexSource, mainPublication, interpolationMethod and fallbackBondApplicable. These objects were previously implemented in the legacy synonym implementation.
What is being released?
Functional mappings for named objects which were previously set to empty. Expected differences seen in the fpml 5 10 incomplete products inflation swaps test pack.
Review Directions
Changes can be reviewed in PR: #4806
BusinessEvent and TradeState Creation - Missing activityDate in closedState when creating a Termination #3969
Background
"Issue link #3969
CDM does not populate the activityDate in the closedState of a TradeState when using the Create_TerminationInstruction function, thus always creating a TradeState with validation errors
[TradeState → state → closedState → activityDate]
Activity date cannot be added automatically from Create_TradeState as the activityDate exist in the Create_BusinessEvent and is not passed down to Create_TradeState
This change creates a provision for the activityDate by setting the effectiveDate of the QuantityChange when setting zero amounts in the Create_TerminationInstruction
Impact: the new parameter added to Create_TerminationInstruction has to be supported by all other functions calling it"
What is being released?
Primary Change:
Add input parameter in Create_TerminationInstruction
effectiveDate AdjustableOrRelativeDate (0..1) <""Date of Termination"">
Assign activityDate in closed state of a Terminated TradeState
Assumption: All quantityChange instructions in the business event will be the same
Impact Changes:
functions using Create_TerminationInstruction need to supply the additional parameter effectiveDate
func Create_RollPrimitiveInstruction
use effectiveRollDate as the effectivDate for termination
func Create_OnDemandRateChangePrimitiveInstruction
use effectiveDate for termination
func Create_CancellationPrimitiveInstruction
use cancellationDate as the effectivDate for termination
func Create_RepricePrimitiveInstruction
use effectiveRepriceDate as the effectivDate for termination
func Create_AdjustmentPrimitiveInstruction
use effectiveRepriceDate as the effectivDate for termination
func Create_ShapingInstruction
use empty as the effectivDate for termination
no suitable date value to repurpose, issue will still exist
func Create_PartialDeliveryPrimitiveInstruction
use empty as the effectivDate for termination
no suitable date value to repurpose, issue will still exist
PS: This solution needs to be further tested and discusses
Review Directions
Changes can be reviewed in PR: #4363
Note
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