Add settlement type mapper

rosetta-models · Aug 4, 2023 · c3e3b51 · c3e3b51
1 parent 077ab77
commit c3e3b51
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Showing 45 changed files with 462 additions and 363 deletions.
diff --git a/pom.xml b/pom.xml
@@ -82,7 +82,7 @@
 
         <repoServerHost>oss.sonatype.org</repoServerHost>
 
-        <rosetta.bundle.version>7.5.9</rosetta.bundle.version>
+        <rosetta.bundle.version>7.5.10</rosetta.bundle.version>
         <rosetta.code-gen.version>${rosetta.bundle.version}</rosetta.code-gen.version>
         <rosetta.dsl.version>8.3.5</rosetta.dsl.version>
 

diff --git a/...ta-source/src/main/java/cdm/product/common/settlement/processor/SettlementTypeHelper.java b/...ta-source/src/main/java/cdm/product/common/settlement/processor/SettlementTypeHelper.java
@@ -0,0 +1,28 @@
+package cdm.product.common.settlement.processor;
+
+import cdm.product.common.settlement.SettlementTerms;
+import cdm.product.common.settlement.SettlementTypeEnum;
+import com.regnosys.rosetta.common.translation.Path;
+import com.rosetta.model.metafields.FieldWithMetaString;
+
+import java.util.Optional;
+
+public class SettlementTypeHelper {
+
+    public void setSettlementType(Path settlementCurrencySynonymPath, SettlementTerms.SettlementTermsBuilder settlementTermsBuilder) {
+        if (settlementCurrencySynonymPath.endsWith("commoditySwap", "settlementCurrency")
+                || settlementCurrencySynonymPath.endsWith("exercise", "settlementCurrency")) {
+            Optional.ofNullable(settlementTermsBuilder)
+                    .filter(this::settlementCurrencyExists)
+                    .ifPresent(builder -> {
+                        if (builder.getSettlementType() == null) {
+                            builder.setSettlementType(SettlementTypeEnum.CASH);
+                        }
+                    });
+        }
+    }
+
+    private boolean settlementCurrencyExists(SettlementTerms.SettlementTermsBuilder builder) {
+        return Optional.ofNullable(builder.getSettlementCurrency()).map(FieldWithMetaString::getValue).isPresent();
+    }
+}
diff --git a/...src/main/java/cdm/product/common/settlement/processor/SettlementTypeMappingProcessor.java b/...src/main/java/cdm/product/common/settlement/processor/SettlementTypeMappingProcessor.java
@@ -0,0 +1,31 @@
+package cdm.product.common.settlement.processor;
+
+import com.regnosys.rosetta.common.translation.MappingContext;
+import com.regnosys.rosetta.common.translation.MappingProcessor;
+import com.regnosys.rosetta.common.translation.Path;
+import com.rosetta.model.lib.RosettaModelObjectBuilder;
+import com.rosetta.model.lib.path.RosettaPath;
+
+import java.util.List;
+import java.util.Optional;
+
+import static cdm.product.common.settlement.SettlementTerms.SettlementTermsBuilder;
+
+/**
+ * FpML mapping processor.
+ */
+@SuppressWarnings("unused")
+public class SettlementTypeMappingProcessor extends MappingProcessor {
+
+    private final SettlementTypeHelper settlementTypeHelper;
+
+    public SettlementTypeMappingProcessor(RosettaPath modelPath, List<Path> synonymPaths, MappingContext context) {
+        super(modelPath, synonymPaths, context);
+        this.settlementTypeHelper = new SettlementTypeHelper();
+    }
+
+    @Override
+    public <T> void mapBasic(Path synonymPath, Optional<T> instance, RosettaModelObjectBuilder parent) {
+        settlementTypeHelper.setSettlementType(synonymPath, (SettlementTermsBuilder) parent);
+    }
+}
diff --git a/...es/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json b/...es/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json
diff --git a/...source/src/main/resources/cdm-sample-files/fpml-5-10/products/commodity/expectations.json b/...source/src/main/resources/cdm-sample-files/fpml-5-10/products/commodity/expectations.json
@@ -1,15 +1,15 @@
 [
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.xml","excludedPaths":0,"externalPaths":60,"outstandingMappings":4,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":5,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.xml","excludedPaths":0,"externalPaths":67,"outstandingMappings":4,"validationFailures":7,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_Basis","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.xml","excludedPaths":0,"externalPaths":61,"outstandingMappings":9,"validationFailures":9,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.xml","excludedPaths":0,"externalPaths":59,"outstandingMappings":9,"validationFailures":9,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":9,"validationFailures":7,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.xml","excludedPaths":0,"externalPaths":66,"outstandingMappings":11,"validationFailures":7,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.xml","excludedPaths":0,"externalPaths":63,"outstandingMappings":11,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.xml","excludedPaths":0,"externalPaths":66,"outstandingMappings":6,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.xml","excludedPaths":0,"externalPaths":60,"outstandingMappings":4,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":5,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.xml","excludedPaths":0,"externalPaths":67,"outstandingMappings":4,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_Basis","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.xml","excludedPaths":0,"externalPaths":61,"outstandingMappings":9,"validationFailures":8,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.xml","excludedPaths":0,"externalPaths":59,"outstandingMappings":9,"validationFailures":8,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":9,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.xml","excludedPaths":0,"externalPaths":66,"outstandingMappings":11,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.xml","excludedPaths":0,"externalPaths":63,"outstandingMappings":11,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.xml","excludedPaths":0,"externalPaths":66,"outstandingMappings":6,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
 {"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex39-basket-option-confirmation.xml","excludedPaths":0,"externalPaths":114,"outstandingMappings":96,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[],"qualifiableObjectCount":0}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.xml","excludedPaths":0,"externalPaths":83,"outstandingMappings":29,"validationFailures":9,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":8,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}}]
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.xml","excludedPaths":0,"externalPaths":83,"outstandingMappings":29,"validationFailures":8,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":8,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}}]
diff --git a/...source/src/main/resources/cdm-sample-files/fpml-5-12/products/commodity/expectations.json b/...source/src/main/resources/cdm-sample-files/fpml-5-12/products/commodity/expectations.json
@@ -1,4 +1,4 @@
 [
-{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.xml","excludedPaths":0,"externalPaths":67,"outstandingMappings":4,"validationFailures":7,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_Basis","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
-{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":9,"validationFailures":7,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}}]
+{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.xml","excludedPaths":0,"externalPaths":62,"outstandingMappings":4,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_FixedFloat","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.xml","excludedPaths":0,"externalPaths":67,"outstandingMappings":4,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Swap_Basis","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
+{"fileName":"cdm-sample-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.xml","excludedPaths":0,"externalPaths":64,"outstandingMappings":9,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}}]
diff --git a/...oducts/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json b/...oducts/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json
@@ -1,6 +1,6 @@
 {
   "meta" : {
-    "globalKey" : "6dc04898"
+    "globalKey" : "d4e0c05"
   },
   "trade" : {
     "contractDetails" : {
@@ -34,7 +34,7 @@
       }
     },
     "meta" : {
-      "globalKey" : "6dc04898"
+      "globalKey" : "d4e0c05"
     },
     "party" : [ {
       "meta" : {
@@ -119,14 +119,15 @@
                 },
                 "settlementTerms" : {
                   "meta" : {
-                    "globalKey" : "14966"
+                    "globalKey" : "7610bbd9"
                   },
                   "settlementCurrency" : {
                     "value" : "USD"
-                  }
+                  },
+                  "settlementType" : "CASH"
                 },
                 "meta" : {
-                  "globalKey" : "cf7d9ddc"
+                  "globalKey" : "f7f45f67"
                 },
                 "pricingDates" : {
                   "parametricDates" : {
@@ -147,7 +148,7 @@
                 }
               } ],
               "meta" : {
-                "globalKey" : "cf7d9ddc"
+                "globalKey" : "f7f45f67"
               }
             },
             "terminationDate" : {
@@ -169,11 +170,11 @@
             }
           },
           "meta" : {
-            "globalKey" : "641e159"
+            "globalKey" : "d4ee1656"
           }
         },
         "meta" : {
-          "globalKey" : "641e159"
+          "globalKey" : "d4ee1656"
         }
       },
       "tradeLot" : [ {

diff --git a/...roducts/commodity-derivatives/com-ex11-physical-oil-pipeline-heating-oil-fixed-price.json b/...roducts/commodity-derivatives/com-ex11-physical-oil-pipeline-heating-oil-fixed-price.json
@@ -1,6 +1,6 @@
 {
   "meta" : {
-    "globalKey" : "26160b23"
+    "globalKey" : "abc778a8"
   },
   "trade" : {
     "contractDetails" : {
@@ -34,7 +34,7 @@
       }
     },
     "meta" : {
-      "globalKey" : "26160b23"
+      "globalKey" : "abc778a8"
     },
     "party" : [ {
       "meta" : {
@@ -115,14 +115,15 @@
               "commodityPayout" : [ {
                 "settlementTerms" : {
                   "meta" : {
-                    "globalKey" : "14966"
+                    "globalKey" : "7610bbd9"
                   },
                   "settlementCurrency" : {
                     "value" : "USD"
-                  }
+                  },
+                  "settlementType" : "CASH"
                 },
                 "meta" : {
-                  "globalKey" : "14966"
+                  "globalKey" : "7610bbd9"
                 }
               } ],
               "fixedPricePayout" : [ {
@@ -143,7 +144,7 @@
                 }
               } ],
               "meta" : {
-                "globalKey" : "c9b3e779"
+                "globalKey" : "11b904e6"
               }
             },
             "terminationDate" : {
@@ -165,11 +166,11 @@
             }
           },
           "meta" : {
-            "globalKey" : "c7422745"
+            "globalKey" : "eb01e050"
           }
         },
         "meta" : {
-          "globalKey" : "c7422745"
+          "globalKey" : "eb01e050"
         }
       },
       "tradeLot" : [ {

diff --git a/...complete-products/commodity-derivatives/com-ex12-physical-gas-europe-zbt-fixed-price.json b/...complete-products/commodity-derivatives/com-ex12-physical-gas-europe-zbt-fixed-price.json
@@ -1,6 +1,6 @@
 {
   "meta" : {
-    "globalKey" : "bcf466bb"
+    "globalKey" : "b627eec0"
   },
   "trade" : {
     "contractDetails" : {
@@ -34,7 +34,7 @@
       }
     },
     "meta" : {
-      "globalKey" : "bcf466bb"
+      "globalKey" : "b627eec0"
     },
     "party" : [ {
       "meta" : {
@@ -115,14 +115,15 @@
               "commodityPayout" : [ {
                 "settlementTerms" : {
                   "meta" : {
-                    "globalKey" : "10da2"
+                    "globalKey" : "76108015"
                   },
                   "settlementCurrency" : {
                     "value" : "EUR"
-                  }
+                  },
+                  "settlementType" : "CASH"
                 },
                 "meta" : {
-                  "globalKey" : "10da2"
+                  "globalKey" : "76108015"
                 }
               } ],
               "fixedPricePayout" : [ {
@@ -143,7 +144,7 @@
                 }
               } ],
               "meta" : {
-                "globalKey" : "cd5168bd"
+                "globalKey" : "1556862a"
               }
             },
             "terminationDate" : {
@@ -165,11 +166,11 @@
             }
           },
           "meta" : {
-            "globalKey" : "5c977881"
+            "globalKey" : "21b7a70c"
           }
         },
         "meta" : {
-          "globalKey" : "5c977881"
+          "globalKey" : "21b7a70c"
         }
       },
       "tradeLot" : [ {