Merge pull request #361 from ANNA-DSB/UAT-ETA-17-July-2024

Amendments to the Normalized JSON templates to address #358 - To be available in UAT environment on July 17, 2024
ANNA-DSB · Aug 2, 2024 · 0f5c581 · 0f5c581
2 parents fad9b7f + 3524073
commit 0f5c581
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Showing 4 changed files with 32 additions and 4 deletions.
diff --git a/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json b/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json
@@ -1,7 +1,7 @@
 {
   "$schema": "http://json-schema.org/draft-04/schema#",
   "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.",
-  "LastModifyDateTime": "2023-11-10T03:54:55",
+  "LastModifyDateTime": "2024-06-10T03:46:34",
   "title": "FpmlRatesReferenceAndInflationRate",
   "type": "string",
   "description": "FpML Reference Rate and Inflation Rate",
@@ -49,6 +49,7 @@
     "CAD-CDOR",
     "CAD-CORRA",
     "CAD-CORRA CanDeal TMX Term",
+    "CAD-CORRA Compounded Index",
     "CAD-CORRA-OIS Compound",
     "CAD-CORRA-OIS-COMPOUND",
     "CAD-CPI",
@@ -209,6 +210,7 @@
     "EUR-EuroSTR Average 3M",
     "EUR-EuroSTR Average 6M",
     "EUR-EuroSTR Compounded Index",
+    "EUR-EuroSTR FTSE Term",
     "EUR-EuroSTR ICE Compounded Index",
     "EUR-EuroSTR ICE Compounded Index 0 Floor",
     "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag",
@@ -262,6 +264,7 @@
     "GBP-Semi-Annual Swap Rate-SwapMarker26",
     "GBP-SONIA",
     "GBP-SONIA Compounded Index",
+    "GBP-SONIA FTSE Term",
     "GBP-SONIA ICE Compounded Index",
     "GBP-SONIA ICE Compounded Index 0 Floor",
     "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag",
@@ -697,6 +700,7 @@
     "USD-SOFR ICE Swap Rate",
     "USD-SOFR ICE Term",
     "USD-SOFR-OIS Compound",
+    "USD-TBILL Auction High Rate",
     "USD-TBILL Secondary Market-Bond Equivalent Yield",
     "USD-TBILL-H.15",
     "USD-TBILL-H.15-Bloomberg",
@@ -771,6 +775,7 @@
     "CAD-CDOR": "CAD-CDOR",
     "CAD-CORRA": "CAD-CORRA",
     "CAD-CORRA CanDeal TMX Term": "CAD-CORRA CanDeal TMX Term",
+    "CAD-CORRA Compounded Index": "CAD-CORRA Compounded Index",
     "CAD-CORRA-OIS Compound": "CAD-CORRA-OIS Compound",
     "CAD-CORRA-OIS-COMPOUND": "CAD-CORRA-OIS-COMPOUND",
     "CAD-CPI": "CAD-CPI",
@@ -931,6 +936,7 @@
     "EUR-EuroSTR Average 3M": "EUR-EuroSTR Average 3M",
     "EUR-EuroSTR Average 6M": "EUR-EuroSTR Average 6M",
     "EUR-EuroSTR Compounded Index": "EUR-EuroSTR Compounded Index",
+    "EUR-EuroSTR FTSE Term": "EUR-EuroSTR FTSE Term",
     "EUR-EuroSTR ICE Compounded Index": "EUR-EuroSTR ICE Compounded Index",
     "EUR-EuroSTR ICE Compounded Index 0 Floor": "EUR-EuroSTR ICE Compounded Index 0 Floor",
     "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag": "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag",
@@ -984,6 +990,7 @@
     "GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26",
     "GBP-SONIA": "GBP-SONIA",
     "GBP-SONIA Compounded Index": "GBP-SONIA Compounded Index",
+    "GBP-SONIA FTSE Term": "GBP-SONIA FTSE Term",
     "GBP-SONIA ICE Compounded Index": "GBP-SONIA ICE Compounded Index",
     "GBP-SONIA ICE Compounded Index 0 Floor": "GBP-SONIA ICE Compounded Index 0 Floor",
     "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag": "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag",
@@ -1419,6 +1426,7 @@
     "USD-SOFR ICE Swap Rate": "USD-SOFR ICE Swap Rate",
     "USD-SOFR ICE Term": "USD-SOFR ICE Term",
     "USD-SOFR-OIS Compound": "USD-SOFR-OIS Compound",
+    "USD-TBILL Auction High Rate": "USD-TBILL Auction High Rate",
     "USD-TBILL Secondary Market-Bond Equivalent Yield": "USD-TBILL Secondary Market-Bond Equivalent Yield",
     "USD-TBILL-H.15": "USD-TBILL-H.15",
     "USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg",
@@ -1494,6 +1502,7 @@
       "CAD-CDOR (2021)",
       "CAD-CORRA (2006, 2021)",
       "CAD-CORRA CanDeal TMX Term (2021)",
+      "CAD-CORRA Compounded Index (2021)",
       "CAD-CORRA-OIS Compound (2021)",
       "CAD-CORRA-OIS-COMPOUND (2006)",
       "CAD-CPI",
@@ -1654,6 +1663,7 @@
       "EUR-EuroSTR Average 3M (2006, 2021)",
       "EUR-EuroSTR Average 6M (2006, 2021)",
       "EUR-EuroSTR Compounded Index (2006, 2021)",
+      "EUR-EuroSTR FTSE Term (2021)",
       "EUR-EuroSTR ICE Compounded Index (2006, 2021)",
       "EUR-EuroSTR ICE Compounded Index 0 Floor (2006, 2021)",
       "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag (2006, 2021)",
@@ -1707,6 +1717,7 @@
       "GBP-Semi-Annual Swap Rate-SwapMarker26 (2006)",
       "GBP-SONIA (2006, 2021)",
       "GBP-SONIA Compounded Index (2006, 2021)",
+      "GBP-SONIA FTSE Term (2006, 2021)",
       "GBP-SONIA ICE Compounded Index (2006, 2021)",
       "GBP-SONIA ICE Compounded Index 0 Floor (2006, 2021)",
       "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag (2006, 2021)",
@@ -2142,6 +2153,7 @@
       "USD-SOFR ICE Swap Rate (2006, 2021)",
       "USD-SOFR ICE Term (2021)",
       "USD-SOFR-OIS Compound (2021)",
+      "USD-TBILL Auction High Rate (2021)",
       "USD-TBILL Secondary Market-Bond Equivalent Yield (2021)",
       "USD-TBILL-H.15 (2006)",
       "USD-TBILL-H.15-Bloomberg (2006)",

diff --git a/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json b/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json
@@ -1,7 +1,7 @@
 {
   "$schema": "http://json-schema.org/draft-04/schema#",
   "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.",
-  "LastModifyDateTime": "2023-11-10T03:54:55",
+  "LastModifyDateTime": "2024-06-10T03:46:34",
   "title": "FpmlRatesReferenceRate",
   "type": "string",
   "description": "FpML Reference Rate",
@@ -41,6 +41,7 @@
     "CAD-CDOR",
     "CAD-CORRA",
     "CAD-CORRA CanDeal TMX Term",
+    "CAD-CORRA Compounded Index",
     "CAD-CORRA-OIS Compound",
     "CAD-CORRA-OIS-COMPOUND",
     "CAD-ISDA-Swap Rate",
@@ -186,6 +187,7 @@
     "EUR-EuroSTR Average 3M",
     "EUR-EuroSTR Average 6M",
     "EUR-EuroSTR Compounded Index",
+    "EUR-EuroSTR FTSE Term",
     "EUR-EuroSTR ICE Compounded Index",
     "EUR-EuroSTR ICE Compounded Index 0 Floor",
     "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag",
@@ -233,6 +235,7 @@
     "GBP-Semi-Annual Swap Rate-SwapMarker26",
     "GBP-SONIA",
     "GBP-SONIA Compounded Index",
+    "GBP-SONIA FTSE Term",
     "GBP-SONIA ICE Compounded Index",
     "GBP-SONIA ICE Compounded Index 0 Floor",
     "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag",
@@ -626,6 +629,7 @@
     "USD-SOFR ICE Swap Rate",
     "USD-SOFR ICE Term",
     "USD-SOFR-OIS Compound",
+    "USD-TBILL Auction High Rate",
     "USD-TBILL Secondary Market-Bond Equivalent Yield",
     "USD-TBILL-H.15",
     "USD-TBILL-H.15-Bloomberg",
@@ -690,6 +694,7 @@
     "CAD-CDOR": "CAD-CDOR",
     "CAD-CORRA": "CAD-CORRA",
     "CAD-CORRA CanDeal TMX Term": "CAD-CORRA CanDeal TMX Term",
+    "CAD-CORRA Compounded Index": "CAD-CORRA Compounded Index",
     "CAD-CORRA-OIS Compound": "CAD-CORRA-OIS Compound",
     "CAD-CORRA-OIS-COMPOUND": "CAD-CORRA-OIS-COMPOUND",
     "CAD-ISDA-Swap Rate": "CAD-ISDA-Swap Rate",
@@ -835,6 +840,7 @@
     "EUR-EuroSTR Average 3M": "EUR-EuroSTR Average 3M",
     "EUR-EuroSTR Average 6M": "EUR-EuroSTR Average 6M",
     "EUR-EuroSTR Compounded Index": "EUR-EuroSTR Compounded Index",
+    "EUR-EuroSTR FTSE Term": "EUR-EuroSTR FTSE Term",
     "EUR-EuroSTR ICE Compounded Index": "EUR-EuroSTR ICE Compounded Index",
     "EUR-EuroSTR ICE Compounded Index 0 Floor": "EUR-EuroSTR ICE Compounded Index 0 Floor",
     "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag": "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag",
@@ -882,6 +888,7 @@
     "GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26",
     "GBP-SONIA": "GBP-SONIA",
     "GBP-SONIA Compounded Index": "GBP-SONIA Compounded Index",
+    "GBP-SONIA FTSE Term": "GBP-SONIA FTSE Term",
     "GBP-SONIA ICE Compounded Index": "GBP-SONIA ICE Compounded Index",
     "GBP-SONIA ICE Compounded Index 0 Floor": "GBP-SONIA ICE Compounded Index 0 Floor",
     "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag": "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag",
@@ -1275,6 +1282,7 @@
     "USD-SOFR ICE Swap Rate": "USD-SOFR ICE Swap Rate",
     "USD-SOFR ICE Term": "USD-SOFR ICE Term",
     "USD-SOFR-OIS Compound": "USD-SOFR-OIS Compound",
+    "USD-TBILL Auction High Rate": "USD-TBILL Auction High Rate",
     "USD-TBILL Secondary Market-Bond Equivalent Yield": "USD-TBILL Secondary Market-Bond Equivalent Yield",
     "USD-TBILL-H.15": "USD-TBILL-H.15",
     "USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg",
@@ -1340,6 +1348,7 @@
       "CAD-CDOR (2021)",
       "CAD-CORRA (2006, 2021)",
       "CAD-CORRA CanDeal TMX Term (2021)",
+      "CAD-CORRA Compounded Index (2021)",
       "CAD-CORRA-OIS Compound (2021)",
       "CAD-CORRA-OIS-COMPOUND (2006)",
       "CAD-ISDA-Swap Rate (2006)",
@@ -1485,6 +1494,7 @@
       "EUR-EuroSTR Average 3M (2006, 2021)",
       "EUR-EuroSTR Average 6M (2006, 2021)",
       "EUR-EuroSTR Compounded Index (2006, 2021)",
+      "EUR-EuroSTR FTSE Term (2021)",
       "EUR-EuroSTR ICE Compounded Index (2006, 2021)",
       "EUR-EuroSTR ICE Compounded Index 0 Floor (2006, 2021)",
       "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag (2006, 2021)",
@@ -1532,6 +1542,7 @@
       "GBP-Semi-Annual Swap Rate-SwapMarker26 (2006)",
       "GBP-SONIA (2006, 2021)",
       "GBP-SONIA Compounded Index (2006, 2021)",
+      "GBP-SONIA FTSE Term (2006, 2021)",
       "GBP-SONIA ICE Compounded Index (2006, 2021)",
       "GBP-SONIA ICE Compounded Index 0 Floor (2006, 2021)",
       "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag (2006, 2021)",
@@ -1925,6 +1936,7 @@
       "USD-SOFR ICE Swap Rate (2006, 2021)",
       "USD-SOFR ICE Term (2021)",
       "USD-SOFR-OIS Compound (2021)",
+      "USD-TBILL Auction High Rate (2021)",
       "USD-TBILL Secondary Market-Bond Equivalent Yield (2021)",
       "USD-TBILL-H.15 (2006)",
       "USD-TBILL-H.15-Bloomberg (2006)",

diff --git a/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json b/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json
@@ -1,7 +1,7 @@
 {
   "$schema": "http://json-schema.org/draft-04/schema#",
   "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.",
-  "LastModifyDateTime": "2023-11-10T03:54:55",
+  "LastModifyDateTime": "2024-06-10T03:46:34",
   "title": "ISORatesReferenceAndInflationRate",
   "type": "string",
   "description": "ISO 20022 Reference Rate and Inflation Rate",
@@ -308,6 +308,7 @@
     "TAIBOR-Bloomberg",
     "TAIBOR-Reuters",
     "TAM-CDC",
+    "TBILL Auction High Rate",
     "TBILL-H.15-Bloomberg",
     "TBILL-H.15",
     "TBILL-ISDD",
@@ -695,6 +696,7 @@
     "TAIBOR-Bloomberg": "TAIBOR-Bloomberg",
     "TAIBOR-Reuters": "TAIBOR-Reuters",
     "TAM-CDC": "TAM-CDC",
+    "TBILL Auction High Rate": "TBILL Auction High Rate",
     "TBILL-H.15-Bloomberg": "TBILL-H.15-Bloomberg",
     "TBILL-H.15": "TBILL-H.15",
     "TBILL-ISDD": "TBILL-ISDD",

diff --git a/UAT/OTC-Products/codesets/ISORatesReferenceRate.json b/UAT/OTC-Products/codesets/ISORatesReferenceRate.json
@@ -1,7 +1,7 @@
 {
   "$schema": "http://json-schema.org/draft-04/schema#",
   "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.",
-  "LastModifyDateTime": "2023-11-10T03:54:55",
+  "LastModifyDateTime": "2024-06-10T03:46:34",
   "title": "ISORatesReferenceRate",
   "type": "string",
   "description": "ISO 20022 Reference Rate",
@@ -262,6 +262,7 @@
     "TAIBOR-Bloomberg",
     "TAIBOR-Reuters",
     "TAM-CDC",
+    "TBILL Auction High Rate",
     "TBILL-H.15-Bloomberg",
     "TBILL-H.15",
     "TBILL-ISDD",
@@ -597,6 +598,7 @@
     "TAIBOR-Bloomberg": "TAIBOR-Bloomberg",
     "TAIBOR-Reuters": "TAIBOR-Reuters",
     "TAM-CDC": "TAM-CDC",
+    "TBILL Auction High Rate": "TBILL Auction High Rate",
     "TBILL-H.15-Bloomberg": "TBILL-H.15-Bloomberg",
     "TBILL-H.15": "TBILL-H.15",
     "TBILL-ISDD": "TBILL-ISDD",