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@regnosys-ops regnosys-ops released this 12 Feb 14:36
· 13 commits to master since this release
7.0.0-dev.89
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Ingestion Framework for FpML - Mapping Coverage: FX and Rates

Background

Ingestion functions for FpML Confirmation to CDM have mapping coverage gaps for some products or test packs compared to the legacy Synonym mapping coverage. For further information, see #4260.

What is being released?

This release maps FX and Rates products, as per #4373 and #4440.

  • Mapping updates to quantitySchedule for FpML FX products
  • Duplicate mappings removed in product taxonomy for FpML FRA products

Review Directions

Changes can be reviewed in PR: #4376

Product Model - EquityForward Qualification functions

Background

There are no qualification functions for Equity Forwards.

What is being released?

Qualification Functions for Equity Forwards introduced:

  • Qualify_EquityForward_PriceReturnBasicPerformance_SingleName
  • Qualify_EquityForward_PriceReturnBasicPerformance_SingleIndex
  • Qualify_EquityForward_PriceReturnBasicPerformance_Basket

Review Directions

The changes can be reviewed in PR: #4405

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