Skip to content

7.0.0-dev.46

Choose a tag to compare

View all tags
@regnosys-ops regnosys-ops released this 15 Oct 11:37
7.0.0-dev.46
8e1fd1d
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

FpML Ingestion - FX Payer and Receiver

Background

This release fixes the FpML ingestion (based on synonyms) mapping of payer and receiver for FX products, as per GitHub issue #4039.

What is being released?

Update to the FpML synonym mappings for SettlementPayout attributes payer and receiver to correctly correspond the exchange rate quote basis.

Review Directions

In Rosetta, select the Ingest tab, select FpML_5_Confirmation_To_TradeState and review the following FpML samples:

  • fx-ex01-fx-spot.xml
  • fx-ex02-spot-cross-w-side-rates.xml
  • fx-ex03-fx-fwd.xml
  • fx-ex05-fx-fwd-w-ssi.xml
  • fx-ex07-non-deliverable-forward.xml
  • fx-ex08-fx-swap.xml
  • fx-ex26-fxswap-multiple-USIs.xml
  • fx-ex28-non-deliverable-w-disruption.xml
  • fx-ex29-fx-swap-with-multiple-identifiers.xml

Changes can be reviewed in PR: #4062

Assets 2
Loading