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DSB-2991 : OTC ISIN : COMD OPTN : Correct the Generation of CFI Code in Swaption template #368

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msurop opened this issue Oct 25, 2024 · 0 comments

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@msurop
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msurop commented Oct 25, 2024

In the current OTC ISIN Product Definition for Commodities Option Swaption, the DSB allows user to generate or assign an incorrect CFI Code by selecting the value of the Underlying Asset Type in the REQUEST message. However, in the UPI Service, the CFI Code is generated accurately since the value of the Underlying Asset Type is derived from the Underlying Instrument UPI.

To maintain the consistency in generating the correct CFI Code between UPI and OTC ISIN Services, there is a requirement to align the functionality where value of the Underlying Asset Type should be derived from the Underlying Instrument ISIN.

Note: This must be implemented in conjunction with DSB-2959 / DSB-2981.

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