7.0.0-dev.79

Ingestion Framework for FpML - Mapping Coverage: Credit Default Swap Option

Background

Ingestion functions for FpML Confirmation to CDM have mapping coverage gaps for some products or test packs compared to the legacy Synonym mapping coverage. For further information, see #4260.

What is being released?

This release maps Credit Default Swap Option products, as per #4293.

Updates to mapping of FpML products creditDefaultSwapOption and creditDefaultSwap:

• Product attributes taxonomy
• TradeLot attributes priceQuantity
• OptionPayout attributes exerciseTerms, referenceInformation, priceQuantity, settlementTerms, feature, underlier, optionType and strike

Review Directions

Changes can be reviewed in PR: #4340