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@regnosys-ops regnosys-ops released this 16 Oct 17:54
7.0.0-dev.48
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Ingest - Mapping for WorkflowStep, EquityOptions, and CDS

Background

Ingest functions for FpML Confirmation to CDM are available in the CDM 7-dev version for beta testing by the CDM community. There are still gaps between the original synonym mapping and ingest functional mapping which will be addressed in this PR.

What is being released?

Mapping has been completed for the following areas in CDM:

  • Workflow Step

    • Expanded PrimitiveInstruction mapping function for different message types (ConfirmationAgreed, ExecutionNotification, RequestClearing RequestConfirmation, ClearingConfirmed, ExecutionAdvice, ExecutionAdviceRetracted, ExecutionNotification, RequestClearing, TradeChangeAdvice)
    • Created new MapPrimitiveInstruction along with function with new functions for amendments, terminations, and event based model mapping (MapAmendmentToPrimitiveInstruction, MapTerminationToPrimitiveInstruction, MapTradingEventsBaseModelToPrimitiveInstruction)
    • Extended workflow step mapping for EventTimestamps and MessageInformation

  • Vanilla Equity Option

    • Further mapping for Equity Bermuda multipleExercise
    • Created a new functions MapBasketConstituentQuantity and MapEquityBaseFinancialUnit
    • Added mapping for a multiplier on non negative quantity schedules
    • Mapped passThrough and averagingFeature on an option payout feature attribute

  • Broker Equity Option

    • Adding MapEquityPremiumListToTransferStateList function for BrokerEquityOption product type
    • Further mapping for payout fields (unit type, price)

  • Credit Default Swaps

    • Mapped protectionTerms fields (gracePeriodExtension, obligationAcceleration, repudiationMoratorium, multipleHolderObligation, multipleCreditEventNotices)
    • Mapped physical and cash settlement terms in the MapCreditDefaultSwapChoiceToSettlementTerms function

  • Common

    • Added coverage for TradeAmendmentContent in GetFpmlTrade function
    • Added functions MapFeeTypeEnumWithScheme and MapMessageAction

  • DateTime

    • Added 2 new functions MapFpmlDateTimeListToDateTimeList and MapEventTimestampQualification

  • PriceQuantity

    • Add multiplier mapping to MapCurrencyAmountToQuantity function

  • Other

    • Added new values to MapFeeTypeEnum function

Review Directions

Changes can be reviewed in PR: #4091

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