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@CDM-ReleaseManagement-OT CDM-ReleaseManagement-OT released this 24 Mar 14:11
7.0.0-dev.98
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Qualify_AssetClass_ForeignExchange - Add an or condition to the fx asset class qualification function

Background

The nested qualification for qualifying the fx asset class expects the performance leg to only have an observable>index>fx index - but the qualification for fx correlation requires the basket containing the index. Both can't be true at the same time. so we need to add a check which also looks for basket constituent only element fx index

What is being released?

Add an or to the asset class qualification which also looks for basket constituent only element fx index as well to the function Qualify_AssetClass_ForeignExchange

Review Directions

Changes can be reviewed in PR: #4520

Sample Data - Legal Agreements (CSA/ECS)

Background

The CDM has limited test samples. This release expands the test sample area with legal agreement sample data as CDM JSON files, that demonstrates the use of the CDM to provide standardized digital versions of legal agreements derived from original word/pdf hard copies of dummy documents.

What is being released?

Samples of the CDM legal agreements covering the various clauses and outcomes commonly negotiated in ISDA Credit Support Annex (CSA) Collateral documents and Eligible Collateral Schedules (ECS), as follows:

  • ISDA 1994/1995 New York and English Law CSA
  • ISDA 2016 VM New York and English Law CSA
  • ISDA 2018 IM New York and English Law CSA
  • Various eligible collateral schedules, covering different asset types.

Review Directions

Changes can be reviewed in PR: #4552

Infrastructure - Dependency Update

What is being released?

This release updates the DSL and bundle dependency:

Python Tests are commented out due to issue #4515. once this is is fixed the test can be re-enabled.

Version updates include:

  • DSL 9.77.1 Fix duplicate name errors for overridden namespaces. See DSL release notes: 9.77.0
  • DSL 9.77.0 Dto generation tool. See DSL release notes: 9.77.0
  • DSL 9.76.2 Bug fix. See DSL release notes: 9.76.2
  • DSL 9.76.0 Optimized Java code generation and bug fix. See DSL release notes: 9.76.0

Review Directions

The changes can be reviewed in PR: #4531

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