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Erin Cassidy BrokerEquityOption mappings for fpml ingest - BrokerEquityOption mappings for fpml ingest #4088

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Erin Cassidy BrokerEquityOption mappings for fpml ingest - BrokerEquityOption mappings for fpml ingest #4088

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6 changes: 5 additions & 1 deletion rosetta-source/src/main/rosetta/ingest-fpml-confirmation-payment-func.rosetta
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Original file line number Diff line number Diff line change
Expand Up @@ -143,6 +143,10 @@ func MapTransferStateList:
premium,
Premium
),
BrokerEquityOption then MapEquityPremiumListToTransferStateList(
equityPremium,
Premium
),
default empty

// otherPartyPayment
Expand Down Expand Up @@ -276,7 +280,7 @@ func MapReturnSwapAdditionalPaymentListToTransferStateList:
add transferStateList:
fpmlReturnSwapAdditionalPaymentList
extract MapReturnSwapAdditionalPaymentToTransferState(item, cdmFeeType)

func MapReturnSwapAdditionalPaymentToTransferState:
inputs:
fpmlReturnSwapAdditionalPayment fpml.ReturnSwapAdditionalPayment (0..1)
Expand Down
4 changes: 2 additions & 2 deletions rosetta-source/src/main/rosetta/ingest-fpml-confirmation-pricequantity-func.rosetta
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Expand Up @@ -226,7 +226,7 @@ func MapNumberOfOptionsAndOptionEntitlementToQuantity:
nonNegativeQuantitySchedule NonNegativeQuantitySchedule (0..1)

set nonNegativeQuantitySchedule:
if fpmlNumberOfOptions exists
if fpmlNumberOfOptions exists
then NonNegativeQuantitySchedule {
value: fpmlNumberOfOptions,
unit: UnitType {
Expand Down Expand Up @@ -1065,7 +1065,7 @@ func MapOptionStrikePrice:
optionStrike OptionStrike (0..1)

set optionStrike:
if fpmlStrikePrice exists or fpmlStrikePercentage exists
if fpmlStrikePrice exists or fpmlStrikePercentage exists
then OptionStrike {
strikePrice: Price {
value: fpmlStrikePrice default fpmlStrikePercentage,
Expand Down
17 changes: 8 additions & 9 deletions ...-source/src/main/rosetta/ingest-fpml-confirmation-product-brokerequityoption-func.rosetta
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Expand Up @@ -67,16 +67,12 @@ func MapBrokerEquityOptionPayout:

alias unit:
UnitType {
currency: MapCurrency(fpmlBrokerEquityOption -> strike -> currency),
...
}

alias perUnitOf:
UnitType {
currency: MapCurrency(fpmlBrokerEquityOption -> strike -> currency),
currency: MapCurrency(fpmlBrokerEquityOption -> strike -> currency default fpmlBrokerEquityOption -> equityExercise -> settlementCurrency),
...
}

alias perUnitOf: GetPerUnitOfForEquityDerivativeBase(fpmlBrokerEquityOption)

set payout:
Payout {
OptionPayout: OptionPayout {
Expand Down Expand Up @@ -117,7 +113,7 @@ func MapBrokerEquityOptionPayout:
fpmlBrokerEquityOption -> strike -> strikePrice,
fpmlBrokerEquityOption -> strike -> equityStrikeSequence -> strikePercentage,
unit,
perUnitOf
perUnitOf
),
...
},
Expand All @@ -138,8 +134,11 @@ func MapBrokerEquityOptionPriceQuantityList:
empty
),
observable: MapUnderlyerToObservableWithLocation(
fpmlBrokerEquityOption -> underlyer
fpmlBrokerEquityOption -> underlyer
),
price: MapEquityPermiumToPriceListWithLocation(
fpmlBrokerEquityOption -> equityPremium
),
...
}

Expand Down
6 changes: 3 additions & 3 deletions ...n/rosetta/ingest-fpml-confirmation-product-equityoptiontransactionsupplement-func.rosetta
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Expand Up @@ -127,13 +127,13 @@ func MapEquityOptionTransactionSupplementPayout:
fpmlEquityOptionTransactionSupplement -> strike -> strikePrice,
fpmlEquityOptionTransactionSupplement -> strike -> equityStrikeSequence -> strikePercentage,
unit,
perUnitOf
),
perUnitOf
),
...
},
...
}

func MapEquityOptionTransactionSupplementPriceQuantityList:
inputs:
fpmlEquityOptionTransactionSupplement fpml.EquityOptionTransactionSupplement (0..1)
Expand Down