[6.x.x] Alston Antao BusinessEvent and TradeState Creation - Missing activityDate in closedState when creating a Termination #3969 (Updated Expectations)

[Chuks-Ajeh]

No description provided.

[linux-foundation-easycla]

The committers listed above are authorized under a signed CLA.

• ✅ login: aantao-isda / name: Alston Antao (773b5b8)
• ✅ login: CDM-ReleaseManagement-OT / name: CDM-ReleaseManagement-OT (b23af41, ee10463)
• ✅ login: Chuks-Ajeh / name: Chuks-Ajeh (92bf928, cf603cc)
• ✅ login: Oscar-Twomey / name: Oscar-Twomey (0d37792, 776fd48)
• ✅ login: PayalKhanna / name: payal.khanna (6361b79, cc67f87)

[CDM-ReleaseManagement-OT]

@finos/cdm-maintainers can someone please review?

[CDM-ReleaseManagement-OT]

codefresh-build

[CDM-ReleaseManagement-OT]

@tomhealey-icma, @annamunoz, @manel-martos please review the PR.

[manel-martos]

As discussed during the CRWG, this contribution is approved for the production branches (5.x and 6.x) to expedite the fix. The full review and follow-up comments will be addressed in the 7.x PR#4504

[aantao-isda]

Background

Issue link #3969

CDM does not populate the activityDate in the closedState of a TradeState when using the Create_TerminationInstruction function, thus always creating a TradeState with validation errors
[TradeState → state → closedState → activityDate]

Activity date cannot be added automatically from Create_TradeState as the activityDate exist in the Create_BusinessEvent and is not passed down to Create_TradeState

This change creates a provision for the activityDate by setting the effectiveDate of the QuantityChange when setting zero amounts in the Create_TerminationInstruction

Impact: the new parameter added to Create_TerminationInstruction has to be supported by all other functions calling it

What is being released?

#3969 (comment)

Primary Change:
Add input parameter in Create_TerminationInstruction
effectiveDate AdjustableOrRelativeDate (0..1) <"Date of Termination">

Assign activityDate in closed state of a Terminated TradeState
Assumption: All quantityChange instructions in the business event will be the same

Impact Changes:

functions using Create_TerminationInstruction need to supply the additional parameter effectiveDate

func Create_RollPrimitiveInstruction
use effectiveRollDate as the effectivDate for termination

func Create_OnDemandRateChangePrimitiveInstruction
use effectiveDate for termination

func Create_CancellationPrimitiveInstruction
use cancellationDate as the effectivDate for termination

func Create_RepricePrimitiveInstruction
use effectiveRepriceDate as the effectivDate for termination

func Create_AdjustmentPrimitiveInstruction
use effectiveRepriceDate as the effectivDate for termination

func Create_ShapingInstruction
use empty as the effectivDate for termination
no suitable date value to repurpose, issue will still exist

func Create_PartialDeliveryPrimitiveInstruction
use empty as the effectivDate for termination
no suitable date value to repurpose, issue will still exist

PS: This solution needs to be further tested and discusses

Review Directions

Changes can be reviewed in PR: #3969