Skip to content

7.0.0-dev.99

Latest
Latest

Choose a tag to compare

View all tags
@ReleaseManagement-BP ReleaseManagement-BP released this 08 Apr 13:48
7.0.0-dev.99
798d643
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

What's Changed

Documentation - CDM Schema Publication

Background

CDM schemas were not previously available via the CDM Documentation, which limited their discoverability and reuse by external consumers and tooling. Issue #4436 identified the need to make CDM schemas available to support wider adoption and integration.

This change addresses that gap by enabling the publication of CDM schemas as part of the CDM Documentation.

What is being released?

  • Introducing publication of CDM schemas so they can be accessed publicly
  • Enabling external consumers to reference CDM schemas directly for validation and integration use cases
  • Supporting improved discoverability and reuse of CDM artefacts beyond the core repository

These changes are focused on schema availability and do not alter the underlying CDM business semantics.

DateChoice condition and notionalReference crdnlty - DateChoice condition w/FxFixingDate type and notionalReference cardinality w/PartialExercise type

Background

This release focuses on improving CDM model alignment to enhance validation accuracy and ensure consistent trade representation. These changes reduce validation errors, and strengthen alignment between FpML samples and the CDM model.

What is being released?

FxFixingDate: Aligned with FpML by enforcing a choice between dateRelativeToPaymentDates and dateRelativeToCalculationPeriodDates. MultipleExercise / PartialExercise: Updated cardinality to make notionalReference optional, aligning with the FpML specification.

Product Model - Support for Uncollateralised trades

Background

In certain scenarios it is possible for securities lending trades to be set up with no collateral defined i.e. where there is an agreement between the borrower and the lender that there will be no cash or non-cash collateral posted as collateral against the trade. This is commonly seen between internal counterparties, i.e. intra-group trades.

What is being released?

Changes:

  • AssetPayoutTradeTypeEnum has been updated to add a new option of "SecurityLending"
  • Qualify_SecurityLending has been updated to first check for tradeType being set to "SecurityLending".
    • If this is set then the trade is immediately qualified as a securities lending trade, which allows uncollateralised securities lending trades to be qualified.
    • If this is not set then the collateral is checked for trades that are collateralised with non-cash or cash

Infrastructure - Dependency Update

What is being released?

This release updates third-party software libraries to comply with the “Common Vulnerabilities and Exposures” standard (CVE, https://www.cve.org/).

Review Directions

The changes can be reviewed in the below PR's:

Assets 2
Loading