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Product Model - FpML Mappings

Background

This release updates and extends the FpML mapping coverage for the product model.

What is being released?

  • Mappings added to populate CDM attribute SettlementBase -> settlementType with code Cash or Physical when nonDeliverableSettlement or physicalExercise are present on the FpML input, respectively
  • Mappings added to populate CDM attribute SettlementBase -> settlementCurrency with FpML element entitlementCurrency
  • Mappings added to populate CDM attribute productIdentifier when the instrument is a generic product
  • Mappings added to populate CDM attributes primaryAssetClass and secondaryAssetClass when the instrument is a generic product
  • Mappings added to populate CDM attribute TransferExpression -> priceTransfer with code Upfront when payment type is Additional Payment and code Novation when the input is a novation
  • Mappings added to populate CDM attributes effectiveDate and terminationDate for generic products
  • Mappings added to populate CDM attribute optionPayout when the generic product is an option
  • Mappings added to populate CDM attribute Product -> contractualProduct for generic products
  • Mappings added to populate CDM attribute AveragingCalculationMethod
  • Mappings updated for CDM attribute PayerReceiver

Review directions

In the CDM Portal, select the Textual Browser and inspect each of the changes identified above.

In the CDM Portal, select Ingestion and review the following samples:

  • fpml-5-10 > products > fx > fx-ex07-non-deliverable-forward
  • fpml-5-10 > products > fx > fx-ex28-non--deliverable-w-disruption
  • fpml-5-10 > products > rates > bond-option-uti
  • fpml-5-10 > products > rates > cb-option-usi
  • fpml-5-10 > incomplete-products > bond-options > bond-option
  • fpml-5-10 > incomplete-products > bond-options > cb-option
  • fpml-5-10 > incomplete-products > bond-options > cb-option-2
  • fpml-5-10 > incomplete-products > commodity-derivatives > com-ex22-physical-gas-option-multiple-expiration
  • fpml-5-10 > incomplete-products > commodity-derivatives > com-ex23-physical-power-option-daily-expiration-efet
  • fpml-5-10 > incomplete-products > commodity-derivatives > com-ex29-physical-eu-emissions-option
  • fpml-5-10 > incomplete-products > commodity-derivatives > com-ex31-physical-us-emissions-option
  • fpml-5-10 > incomplete-products > commodity-derivatives > com-ex47-physical-eu-emissions-option-pred-clearing

Product Model - Orphan Types clean-up

Background

This release relocates and deletes some unused types in the model and adjusts the corresponding FpML synonym mappings.

What is being released?

  • Attribute personRole of type NaturalPersonRole added to type Party
  • Attribute assetPool of type AssetPool added to type Product
  • Enumeration 'MortgageSectorEnum' was deleted
  • Attribute commodityInfoPublisher which uses the enumeration'commodityInfoPublisherEnum' added to type CommodityProductDefinition
  • Attribute deliveryNearby added to type DeliveryDateParameters

Related synonymm mappings were also adjusted to deal with changes.

Review Directions

In the CDM Portal, select the Textual Browser to inspect the types mentioned above and review the changes.