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@regnosys-ops regnosys-ops released this 27 Jan 14:08
7.0.0-dev.83
41af69b
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Product Model - Modification to Interest Rate and Equity Qualification functions

Background

Currently, some FX Products are qualifying as Interest rate, Equity and FX. This is due to a minor issue with the Interest Rate and Equity Qualification Function.

What is being released?

This release includes a modification to the Qualify_AssetClass_InterestRate and Qualify_AssetClass_Equity logic to avoid qualifying FX Products as Interest Rate or Equity.

Review Directions

Changes can be reviewed in PR: #4385

Product Model - Adding knockIn and knockOut to Barrier and Cardinality Update

Background

Barrier Options can have multiple knock-ins and knock-outs which are not supported with the current cardinality. The cardinality of the knock-in or out / barrierCap or floor attributes is currently (0..1).

Furthermore, knock-ins and knock-outs are features of Barrier Options, so the knockIn or knockOut attributes should be within the Barrier type.

What is being released?

  • Removal of the knock attribute from OptionFeature and removal of the Knock type
  • Rename the attributes within Barrier to knockIn & knockOut.
  • Relaxing of the cardinality to (0..*) to handle multiple knockIn or knockOut.

Review Directions

Changes can be reviewed in PR: #4359

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