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@regnosys-ops regnosys-ops released this 20 Oct 11:50
7eb8d89

Product Taxonomy Model - Adding "CFTC" value in TaxonomySourceEnum

Background

A gap has been identified in the model when capturing taxonomy values for commodity underlyer assets as defined by CFTC regulation. Introducing CFTC as a taxonomy source is necessary to properly map these values within the model and to support population of the "Commodity Underlyer ID" fields in DRR.

What is being released?

The contribution is the addition of a new CFTC value to the TaxonomySourceEnum in order to represent the Commodity Futures Trading Commission as a taxonomy source, enabling support for Commodity Underlyer ID rules under CFTC jurisdiction in DRR.

Review Directions

Changes can be reviewed in PR: #4112