What's Changed
Notable additions since 4.2.9
-
EMT V4.3: new MiFID II EMT template version (EMT_V4_3, EMT_V43_*,
EMTType_V43) including VCA reporting fields. -
Derivatives & transactions: dedicated Future / Option / Swap transaction
structures, option characteristics (exercise date/quantity, premium,
contracts), day-count convention, reset/term details, UTI references. -
Central clearing & collateral: CCP / clearing status, tri-party agent,
collateral baskets and items (nominal, market value), variation margin,
rehypothecation flag, repo rate, general collateral flag. -
Identifiers: additional instrument identifiers (FIGI, CFI).
-
Country / regulatory: French additional information and VCA methodology
fields; UK and UCITS ongoing-cost fields. -
feat(repo): comprehensive repo refactoring for TransactionData and AssetMasterData by @karlkauc in #11
Full Changelog: 4.2.10...4.2.11
