[master] Oscar Twomey Adding new IndexTypeto CollateralCriteria (Updated Expectations) (#4476)

* Collateral Model - Addition of `IndexType`

* update expectations

* update RELEASE.md

* Update RELEASE.md

* Add IndexType for collateral criteria definition

Added a new type `IndexType` for defining indices in collateral criteria without using `Index` in the Product Model.

---------

Co-authored-by: Oscar Twomey <oscar.twomey@regnosys.com>
Co-authored-by: CDM-ReleaseManagement-OT <oscar.twomey+cdm@regnosys.com>

Author: 3 people

RELEASE.md

@@ -1,3 +1,18 @@
+# _Collateral Model - Addition of IndexType_
+_Background_
+
+In the collateral model, there is no way of specifying whether a security is a constituent of a particular index without also specifying an asset identifier for that index.
+
+Furthermore, it was agreed on the working group discussions that `RegCap` could be removed as it is not in use.
+
+Addition of a new type `IndexType`. 
+
+This allows for the definition of an index within collateral criteria without using `Index` in the Product Model. Therefore, only the value in the `EquityIndexEnum` needs to be specified rather than an `AssetIdentifier`.
+
+_Review Directions_
+
+The changes can be reviewed in PR: [#4476](https://github.com/finos/common-domain-model/pull/4476)
+
 # _Asset Model - Removal of DebtClassEnum_
 _Background_
 

rosetta-source/src/main/rosetta/product-collateral-type.rosetta

@@ -6,6 +6,7 @@ import cdm.base.datetime.*
 import cdm.base.datetime.daycount.*
 import cdm.base.math.*
 import cdm.base.staticdata.asset.common.*
+import cdm.base.staticdata.asset.equity.*
 import cdm.base.staticdata.codelist.*
 import cdm.base.staticdata.identifier.*
 import cdm.base.staticdata.party.*
@@ -231,7 +232,7 @@ choice CollateralCriteria: <"The possible different terms that can be combined,
     CollateralTaxonomy <"Criteria is the taxonomy characteristics of an collateral.">
     ListingExchange <"Criteria is that the collateral is listed on a specific exchange.">
     ListingSector <"Criteria is the industry sector of the collateral asset.">
-    Index <"Criteria is that the collateral is a constituent of a specific index.">
+    IndexType <"Criteria is that the collateral is a constituent of a specific index.">
     CounterpartyOwnIssuePermitted <"Criteria includes collateral issued by the counterparty.">
     DomesticCurrencyIssued <"Criteria is that collateral must be denominated in the domestic currency of the issuer.">
 
@@ -360,3 +361,6 @@ type DeliveryAmount: <"A class to specify the application of Interest Amount wit
         one-of
 
 type SpecificAsset extends Asset: <"A single, specifically identified Asset chosen from the Asset data type">
+
+type IndexType: <"Specification of an index.">
+    equityIndex EquityIndexEnum (0..1) <"An enumerated list for equity indices.">