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@regnosys-ops regnosys-ops released this 10 Nov 17:07
7.0.0-dev.54
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Event Model - Termination for Schedules

Background

Previously, when a termination applied to a quantity schedule, the model did not correctly update all dated values following the termination’s effective period. As a result, quantities after the termination date could still retain non-zero values.

To address this, the logic has been improved so that any dated values from the effective period onward are correctly set to zero when a termination occurs.

What is being released?

The UpdateQuantityAmountForEachMatchingQuantity function has been enhanced to apply the quantity change to all dated values from the current period onward. A new function UpdateDatedValues has been created to perform the update of the DatedValue.

The period from which the change should take effect is determined using the primitiveInstruction → quantityChange → change → effectiveDate.

Mappings

The mapping from the FpML termination effective date has been added to the function MapPriceQuantity pointing to the primitiveInstruction → quantityChange → change → effectiveDate.

Review Directions

Changes can be reviewed in PR: #4144

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