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@regnosys-ops regnosys-ops released this 16 Jan 16:48
7.0.0-dev.82
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Product Model - Security-Lending Qualification Updates

Background

The Qualify_SecurityLending function expects that a collateralPortfolio -> collateralPosition -> product -> TransferableProduct exists. This is not always going to be the case.

If a trade is against cash then collateralPortfolio -> collateralPosition -> product -> TransferableProduct will hold the details of the cash being used as collateral.

However, if a trade is against non-cash, the collateral will be referenced using a schedule/portfolio identifier and thus there will not be a collateralPosition under collateralPortfolio, but rather a collateralPortfolio -> portfolioIdentifer that will hold the identifier for the collateral pool being used as collateral against this trade.

What is being released?

The Qualify_SecurityLending function has been updated to just check for the presence of collateral -> collateralPortfolio which is generic enough to cover cash and non-cash.

Review directions

The changes can be reviewed in PR: #4336

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