Upgrade model version from 7.0.0-dev.52 to 7.0.0-dev.53

Author: gtarres

RELEASE.md

@@ -1,103 +1,29 @@
-# *Legal Documentation - Valuation/Calculation Agent*
+# *Ingestion Framework - Rune DSL syntax replacing static Java functions*
 
 _Background_
 
-D2LT and ISDA are working to enhance the legal documentation aspect of CDM. D2LT has reviewed the Initial Margin / Variation Margin (IM/VM) and Legacy Credit Support documentation and is updating the model to accurately represent the clauses. This includes reducing duplication in the model where possible.
+This change is required to remove references to the hard-coded choice functions such as ToDocumentChoice. These functions are implemented in static Java and can instead be implemented with the switch operator in the Rune syntax.
 
 _What is being released?_
 
-Calculation Agent:
-- Changed the party type from `CounterpartyRoleEnum` to `CalculationValuationAgentPartyEnum`.
-- Updated type and attribute descriptions.
-
-Valuation Agent:
-- Removed duplicate `CollateralValuationAgent`
-- Renamed `LegacyValuationDate`/`LegacyValuationTime`/`LegacyValuationDate` to `ValuationDate`/`ValuationTime`/`ValuationLocation`.
-- Updated type and attribute descriptions.
-
-`CalculationValuationAgentPartyEnum` and `ValuationCalculationDateLocation`:
-- Standardised types and enums used under both Valuation Agent and Calculation Agent.
-
-
-_Review Directions_
-
-Changes can be reviewed in PR: [#4080](https://github.com/finos/common-domain-model/pull/4080)
-
-# _Infrastructure - Dependency Update_
-
-_What is being released?_
-
-This release updates the `DSL` dependency.
-
-Version updates include:
-- `DSL` `9.68.0` Allow usage of the `switch` operator on types which exist in other namespaces. See DSL release notes: [DSL 9.68.0](https://github.com/finos/rune-dsl/releases/tag/9.68.0)
-
-No expectations are updated as part of this release.
-
-_Review Directions_
-
-The changes can be reviewed in PR: [#4134](https://github.com/finos/common-domain-model/pull/4134)
-
-# *Legal Documentation - Initial Margin and Variation Margin Clause Updates*
-
-_Background_
-
-D2LT and ISDA are working to enhance the legal documentation aspect of CDM. D2LT has reviewed the Initial Margin / Variation Margin (IM/VM) and Legacy Credit Support documentation and is updating the model to accurately represent the clauses. This includes reducing duplication in the model where possible.
-
-_What is being released?_
-
-Dispute Resolution:
-- Merged `valueTerms` and `legacyValue`.
-- Merged `resolutionTime` and `legacyResolutionTime`.
-- Renamed `LegacyResolutionValue` to `ResolutionValue`.
-
-IneligibleCreditSupport:
-- Changed `specifiedParty` type from `Party` to `CounterpartyRoleEnum`.
-- Updated type and attribute descriptions.
-
-SensitivityMethodologies:
-- Added `partyElection` attribute with a type `SensitivityMethodologiesPartyElection`.
-- Split `SensitivityToEquity` into `sensitivityToIndices`, `sensitivityToFunds`, and `sensitivityToETFs`.
-- Updated type and attribute descriptions.
-
-Substitution:
-- Added `partyElection` attribute with a type `SubstitutionPartyElection`.
-
-Covered Transactions:
-- Merged `exposure` and `legacyExposure`.
-- Updated type and attribute descriptions.
+Everywhere in the ingestion functions where we use a choice function, the function call has been replaced with a switch operator which is now capable of switching over types that extend a base type.
+The following rosetta files are affected:
+
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-common-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-datetime-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-legal-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-message-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-party-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-payment-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-pricequantity-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-commodityswap-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-creditdefaultswap-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-equityswaptransactionsupplement-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-returnswap-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-swap-func.rosetta
+- rosetta-source/src/main/rosetta/ingest-fpml-confirmation-tradestate-func.rosetta
 
 _Review Directions_
 
-Changes can be reviewed in PR: [#4081](https://github.com/finos/common-domain-model/pull/4081)
-
-## Legal documentation - Updating the Legacy Threshold and Minimum Transfer Amount types
-
-*Background*
-
-D2LT and ISDA are working to enhance the legal documentation aspect of CDM. D2LT has reviewed the Initial Margin / Variation Margin (IM/VM) and Legacy Credit Support documentation and is updating the model to accurately represent the clauses. This includes reducing duplication in the model where possible.
-
-*What is being released?*
-
-The following updates were applied to Threshold and Minimum Transfer Amount (MTA) types:
-
-Threshold
-- Merged Legacy threshold and threshold types.
-- Added party elections to specify the party to which the threshold applies.
-- Changed infinity attribute to boolean.
-- Added conditions for robustness.
-- Change fixed amount type to money.
-- Added Zero event to fixed amount.
-- Updated descriptions of types and attributes.
-
-Minimum Transfer Amount
-- Merged Legacy MTA and MTA.
-- Added party elections to specify the party to which the MTA applies.
-- Added conditions for robustness.
-- Change fixed amount type to money.
-- Added Zero event to fixed amount.
-- Updated descriptions of types and attributes.
-
-*Review Directions*
 
-Changes can be reviewed in PR: [#4107](https://github.com/finos/common-domain-model/pull/4107)
+Changes can be reviewed in PR: [#4156](https://github.com/finos/common-domain-model/pull/4156)

pom.xml

@@ -81,7 +81,7 @@
         <!-- release version is overridden in rosetta-source -->
         <maven.compiler.release>11</maven.compiler.release>
 
-        <rune-fpml.version>1.1.0</rune-fpml.version>
+        <rune-fpml.version>1.2.0</rune-fpml.version>
         <rosetta.dsl.version>9.68.0</rosetta.dsl.version>
         <rosetta.bundle.version>11.89.3</rosetta.bundle.version>
         <rosetta.code-gen.version>${rosetta.bundle.version}</rosetta.code-gen.version>

rosetta-source/src/main/rosetta/ingest-fpml-confirmation-common-func.rosetta

@@ -16,51 +16,14 @@ import cdm.product.common.schedule.*
 import cdm.product.common.settlement.*
 import cdm.product.template.*
 
-import fpml.confirmation.custom.*
-import fpml.consolidated.* as fpml
-import fpml.consolidated.* as fpml
-import fpml.consolidated.accumulator.* as fpml
 import fpml.consolidated.asset.* as fpml
-import fpml.consolidated.bond.option.* as fpml
 import fpml.consolidated.business.events.* as fpml
-import fpml.consolidated.business.events.* as fpml
-import fpml.consolidated.cd.* as fpml
-import fpml.consolidated.clearing.processes.* as fpml
 import fpml.consolidated.com.* as fpml
-import fpml.consolidated.confirmation.processes.* as fpml
-import fpml.consolidated.correlation.swaps.* as fpml
-import fpml.consolidated.credit.event.notification.* as fpml
-import fpml.consolidated.dividend.swaps.* as fpml
 import fpml.consolidated.doc.* as fpml
-import fpml.consolidated.eq.shared.* as fpml
 import fpml.consolidated.eqd.* as fpml
-import fpml.consolidated.fpmlenum.* as fpml
-import fpml.consolidated.fpmlenum.* as fpml
-import fpml.consolidated.fpmlreturn.swaps.* as fpml
-import fpml.consolidated.fpmlstandard.* as fpml
 import fpml.consolidated.fx.* as fpml
-import fpml.consolidated.fx.accruals.* as fpml
-import fpml.consolidated.fx.targets.* as fpml
-import fpml.consolidated.generic.* as fpml
-import fpml.consolidated.ird.* as fpml
-import fpml.consolidated.loan.* as fpml
-import fpml.consolidated.main.* as fpml
-import fpml.consolidated.mktenv.* as fpml
-import fpml.consolidated.msg.* as fpml
 import fpml.consolidated.option.shared.* as fpml
-import fpml.consolidated.recordkeeping.processes.* as fpml
-import fpml.consolidated.reg.fpmlreporting.product.* as fpml
-import fpml.consolidated.reg.fpmlreporting.shared.* as fpml
-import fpml.consolidated.repo.* as fpml
-import fpml.consolidated.riskdef.* as fpml
-import fpml.consolidated.sec.lending.* as fpml
 import fpml.consolidated.shared.* as fpml
-import fpml.consolidated.valuation.* as fpml
-import fpml.consolidated.valuation.fpmlreporting.* as fpml
-import fpml.consolidated.variance.swaps.* as fpml
-import fpml.consolidated.volatility.swaps.* as fpml
-import fpml.custom.*
-import fpml.custom.*
 
 func GetFpmlTrade:
     inputs:
@@ -93,8 +56,21 @@ func MapStringWithScheme:
         stringWithScheme string (0..1)
             [metadata scheme]
 
-    set stringWithScheme: value
-    set stringWithScheme -> scheme: scheme
+    set stringWithScheme: value with-meta {
+        scheme: scheme
+    }
+
+func MapStringWithReference:
+    inputs:
+        value string (0..1)
+        reference string (0..1)
+    output:
+        stringWithReference string (0..1)
+            [metadata reference]
+
+    set stringWithReference: value with-meta {
+        reference: reference
+    }
 
 func MapCurrency:
     inputs:
@@ -113,7 +89,8 @@ func MapCurrencyReference:
         currencyReference string (0..1)
             [metadata reference]
 
-    set currencyReference -> reference: fpmlIdentifiedCurrencyReference -> href
+    set currencyReference: 
+        MapStringWithReference(empty, fpmlIdentifiedCurrencyReference -> href)
 
 func MapResolvablePriceQuantityReference:
     inputs:
@@ -122,7 +99,9 @@ func MapResolvablePriceQuantityReference:
         quantityReference ResolvablePriceQuantity (0..1)
             [metadata reference]
 
-    set quantityReference -> reference: fpmlHref
+    set quantityReference: empty with-meta {
+        reference: fpmlHref
+    }
 
 func MapProductTaxonomyList:
     inputs:
@@ -159,8 +138,9 @@ func MapAssetClassWithScheme:
         enumWithScheme AssetClassEnum (0..1)
             [metadata scheme]
 
-    set enumWithScheme: value to-enum AssetClassEnum
-    set enumWithScheme -> scheme: scheme
+    set enumWithScheme: value to-enum AssetClassEnum with-meta {
+        scheme: scheme
+    }
 
 func MapUnitTypeWithScheme:
     inputs:
@@ -188,8 +168,9 @@ func MapCapacityUnitWithScheme:
         enumWithScheme CapacityUnitEnum (0..1)
             [metadata scheme]
 
-    set enumWithScheme: MapCapacityUnitEnum(value)
-    set enumWithScheme -> scheme: scheme
+    set enumWithScheme: MapCapacityUnitEnum(value) with-meta {
+        scheme: scheme
+    }
 
 func MapWeatherUnitWithScheme:
     inputs:
@@ -199,8 +180,9 @@ func MapWeatherUnitWithScheme:
         enumWithScheme WeatherUnitEnum (0..1)
             [metadata scheme]
 
-    set enumWithScheme: value to-enum WeatherUnitEnum
-    set enumWithScheme -> scheme: scheme
+    set enumWithScheme: value to-enum WeatherUnitEnum with-meta {
+        scheme: scheme
+    }
 
 func MapFinancialUnitWithScheme:
     inputs:
@@ -210,19 +192,9 @@ func MapFinancialUnitWithScheme:
         enumWithScheme FinancialUnitEnum (0..1)
             [metadata scheme]
 
-    set enumWithScheme: value to-enum FinancialUnitEnum
-    set enumWithScheme -> scheme: scheme
-
-func MapCommodityFrequencyWithScheme:
-    inputs:
-        value string (0..1)
-        scheme string (0..1)
-    output:
-        frequency Frequency (0..1)
-            [metadata scheme]
-
-    set frequency -> key: value
-    set frequency -> scheme: scheme
+    set enumWithScheme: value to-enum FinancialUnitEnum with-meta {
+        scheme: scheme
+    }
 
 func MapTaxonomySourceEnum:
     inputs:
@@ -247,8 +219,9 @@ func MapFeeTypeEnumWithScheme:
         enumWithScheme FeeTypeEnum (0..1)
             [metadata scheme]
 
-    set enumWithScheme: MapFeeTypeEnum(value)
-    set enumWithScheme -> scheme: scheme
+    set enumWithScheme: MapFeeTypeEnum(value) with-meta {
+        scheme: scheme
+    }
 
 func MapProductIdentifierList:
     inputs:
@@ -316,9 +289,10 @@ func MapReferenceCurrency:
             [metadata id]
             [metadata scheme]
 
-    set currency: fpmlReferenceCurrency -> value
-    set currency -> id: fpmlReferenceCurrency -> id
-    set currency -> scheme: fpmlReferenceCurrency -> currencyScheme
+    set currency: fpmlReferenceCurrency -> value with-meta {
+        id: fpmlReferenceCurrency -> id,
+        scheme: fpmlReferenceCurrency -> currencyScheme
+    }
 
 func MapComposite:
     inputs:
@@ -381,8 +355,9 @@ func MapQuotedCurrencyPairWithLocation:
         quotedCurrencyPair QuotedCurrencyPair (0..1)
             [metadata location]
 
-    set quotedCurrencyPair: MapQuotedCurrencyPair(fpmlQuotedCurrencyPair)
-    set quotedCurrencyPair -> location: CreateQuotedCurrencyPairKey(fpmlQuotedCurrencyPair) // TODO: fix code gen issue when setting using with-meta
+    set quotedCurrencyPair: MapQuotedCurrencyPair(fpmlQuotedCurrencyPair) with-meta {
+        location: CreateQuotedCurrencyPairKey(fpmlQuotedCurrencyPair)
+    }
 
 func MapFxSpotRateSource:
     inputs:
@@ -513,20 +488,19 @@ func MapExerciseTerms:
                 )
 
     set exerciseTerms:
-        ToExerciseChoice(fpmlExercise)
-            switch
-        EuropeanExercise then MapEuropeanExerciseTerms(item, cdmExerciseProcedure),
-        EquityEuropeanExercise then MapEquityEuropeanExerciseTerms(item, cdmExerciseProcedure),
-        CommodityEuropeanExercise then MapCommodityEuropeanExerciseTerms(item, cdmExerciseProcedure),
-        FxEuropeanExercise then MapFxEuropeanExerciseTerms(item, cdmExerciseProcedure),
-        BermudaExercise then MapBermudaExerciseTerms(item, cdmExerciseProcedure),
-        EquityBermudaExercise then MapEquityBermudaExerciseTerms(item, cdmExerciseProcedure),
-        AmericanExercise then MapAmericanExerciseTerms(item, cdmExerciseProcedure),
-        EquityAmericanExercise then MapEquityAmericanExerciseTerms(item, cdmExerciseProcedure),
-        CommodityAmericanExercise then MapCommodityAmericanExerciseTerms(item, cdmExerciseProcedure),
-        FxAmericanExercise then MapFxAmericanExerciseTerms(item, cdmExerciseProcedure),
-        FxDigitalAmericanExercise then MapFxDigitalAmericanExercise(item, cdmExerciseProcedure),
-        default empty
+        fpmlExercise switch
+            fpml.EuropeanExercise then MapEuropeanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.EquityEuropeanExercise then MapEquityEuropeanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.CommodityEuropeanExercise then MapCommodityEuropeanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.FxEuropeanExercise then MapFxEuropeanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.BermudaExercise then MapBermudaExerciseTerms(item, cdmExerciseProcedure),
+            fpml.EquityBermudaExercise then MapEquityBermudaExerciseTerms(item, cdmExerciseProcedure),
+            fpml.AmericanExercise then MapAmericanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.EquityAmericanExercise then MapEquityAmericanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.CommodityAmericanExercise then MapCommodityAmericanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.FxAmericanExercise then MapFxAmericanExerciseTerms(item, cdmExerciseProcedure),
+            fpml.FxDigitalAmericanExercise then MapFxDigitalAmericanExercise(item, cdmExerciseProcedure),
+            default empty
 
 func MapExerciseProcedure:
     inputs:
@@ -925,19 +899,17 @@ func GetPerUnitOfForEquityDerivativeBase:
     output:
         perUnitOf UnitType (0..1)
 
-    alias assetChoice:
-        ToAssetChoice(
-                fpmlEquityDerivativeBase -> underlyer -> singleUnderlyer -> underlyingAsset
-            )
+    alias fpmlUnderlyingAsset:
+        fpmlEquityDerivativeBase -> underlyer -> singleUnderlyer -> underlyingAsset
 
     alias financialUnit:
-        assetChoice switch
-        Index then if instrumentId exists then FinancialUnitEnum -> IndexUnit,
-        default FinancialUnitEnum -> Share
+        fpmlUnderlyingAsset switch
+            fpml.Index then if instrumentId exists then FinancialUnitEnum -> IndexUnit,
+            default empty
 
     set perUnitOf:
         UnitType {
-            financialUnit: financialUnit,
+            financialUnit: financialUnit default FinancialUnitEnum -> Share,
             ...
         }