Merge remote-tracking branch 'origin/master' into rvincent-qualify_Co…

…ntractFormation_Enhancement_for_transfer
rosetta-models · Nov 22, 2023 · 17cae35 · 17cae35
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diff --git a/RELEASE.md b/RELEASE.md
@@ -1,14 +1,30 @@
-# *Infrastructure - Dependency Update*
+# _Event Model - CounterpartyPositionBusinessEvent - Cardinality of the After state_
+
+_Background_
+
+Following the release of counterparty position in the Common Domain Model, a modelling update is required. The cardinality of the attribute `after` of type `CounterpartyPositionBusinessEvent` has been relaxed to unbounded list `(0..*)`. This change will support the cases when multiple `after` position states are generated as a result of a _partial option exercise_ event being applied to the position.
+
 
 _What is being released?_
 
-This release updates the `rosetta-dsl` and `rosetta-bundle` dependency.
+- The cardinality of the `after` position state within `CounterpartyPositionBusinessEvent`is relaxed to unbounded list.
+
+_Data types_
+
+- `after` attribute of type `CounterpartyPositionState` updated to multiple cardinality.
+
+_Review directions_
+
+In the CDM Portal, select the Textual Browser and inspect each of the changes listed above.
+
+Changes can be reviewed in PR: https://github.com/finos/common-domain-model/pull/2539
+
+# *Event / Product Model - FpML 5.13 Schema*
+
+_What is being released?_
 
-Version updates include:
-- `rosetta-dsl` 9.0.3: DSL performance and stability improvements. For further details see DSL release notes: https://github.com/REGnosys/rosetta-dsl/releases/tag/9.0.3.
-- `rosetta-dsl` 9.0.2: improved DSL error messages. For further details see DSL release notes: https://github.com/REGnosys/rosetta-dsl/releases/tag/9.0.2.
-- Updated FpML schemas to latest, updating the corresponding enumerations.
+This release updates the FpML schema used for FpML to CDM ingestion. The version has been updated from `5.13 Second Working Draft` to `5.13 Third Working Draft`.  For further details, visit https://www.fpml.org/spec/fpml-5-13-3-wd-3/.
 
-There are no changes to the model, and test expectations remain the same.
+_Review Directions_
 
-The changes can be reviewed in PR https://github.com/finos/common-domain-model/pull/2528.
+This change has no impact on the model or test expectations. The changes can be reviewed in PR [2542](https://github.com/finos/common-domain-model/pull/2542).
diff --git a/docs/event-model.md b/docs/event-model.md
@@ -841,8 +841,10 @@ enum EventIntentEnum:
    OptionExercise
    OptionalExtension
    OptionalCancellation
+   PortfolioRebalancing
    PrincipalExchange
    Reallocation
+   Repurchase
 ```
 
 ## Lineage

diff --git a/rosetta-source/src/main/resources/schemas/fpml-5-13/confirmation/fpml-asset-5-13.xsd b/rosetta-source/src/main/resources/schemas/fpml-5-13/confirmation/fpml-asset-5-13.xsd
@@ -4,7 +4,7 @@
 == Financial Products Markup Language is subject to the FpML public license. 
 == A copy of this license is available at http://www.fpml.org/license/license.html
 -->
-<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema" targetNamespace="http://www.fpml.org/FpML-5/confirmation" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" version="$Revision: 14153 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
+<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema" targetNamespace="http://www.fpml.org/FpML-5/confirmation" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" version="$Revision: 14811 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
   <xsd:include schemaLocation="fpml-shared-5-13.xsd" />
   <xsd:complexType name="ActualPrice">
     <xsd:sequence>
@@ -310,6 +310,28 @@
       </xsd:extension>
     </xsd:simpleContent>
   </xsd:complexType>
+  <xsd:complexType name="CommodityClassification">
+    <xsd:annotation>
+      <xsd:documentation xml:lang="en">A type containing all commodity classification codes belonging to a specific commodity classification system.</xsd:documentation>
+    </xsd:annotation>
+    <xsd:sequence>
+      <xsd:element name="code" type="CommodityClassificationLayer" minOccurs="0" maxOccurs="unbounded">
+        <xsd:annotation>
+          <xsd:documentation xml:lang="en">Specifies a commodity classification code. The layer and classification system the code belongs to are specified in the coding scheme's URI.</xsd:documentation>
+        </xsd:annotation>
+      </xsd:element>
+    </xsd:sequence>
+  </xsd:complexType>
+  <xsd:complexType name="CommodityClassificationLayer">
+    <xsd:annotation>
+      <xsd:documentation xml:lang="en">A type used to identify commodities. It can be used with several schemes in order to specify different classification layers or different classification systems or jurisdictions.</xsd:documentation>
+    </xsd:annotation>
+    <xsd:simpleContent>
+      <xsd:extension base="Scheme">
+        <xsd:attribute name="commodityClassificationScheme" type="NonEmptyURI" />
+      </xsd:extension>
+    </xsd:simpleContent>
+  </xsd:complexType>
   <xsd:complexType name="CommodityDetails">
     <xsd:simpleContent>
       <xsd:extension base="Scheme">
@@ -1504,16 +1526,25 @@
       <xsd:documentation xml:lang="en">A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.</xsd:documentation>
     </xsd:annotation>
     <xsd:sequence>
-      <xsd:element name="commodityBase" type="CommodityBase">
-        <xsd:annotation>
-          <xsd:documentation xml:lang="en">A coding scheme value to identify the base type of the commodity being traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Oil'.</xsd:documentation>
-        </xsd:annotation>
-      </xsd:element>
-      <xsd:element name="commodityDetails" type="CommodityDetails">
-        <xsd:annotation>
-          <xsd:documentation xml:lang="en">A coding scheme value to identify the commodity being traded more specifically. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Brent'.</xsd:documentation>
-        </xsd:annotation>
-      </xsd:element>
+      <xsd:choice>
+        <xsd:sequence>
+          <xsd:element name="commodityBase" type="CommodityBase">
+            <xsd:annotation>
+              <xsd:documentation xml:lang="en">A coding scheme value to identify the base type of the commodity being traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Oil'.</xsd:documentation>
+            </xsd:annotation>
+          </xsd:element>
+          <xsd:element name="commodityDetails" type="CommodityDetails">
+            <xsd:annotation>
+              <xsd:documentation xml:lang="en">A coding scheme value to identify the commodity being traded more specifically. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Brent'.</xsd:documentation>
+            </xsd:annotation>
+          </xsd:element>
+        </xsd:sequence>
+        <xsd:element name="commodityClassification" type="CommodityClassification" maxOccurs="unbounded">
+          <xsd:annotation>
+            <xsd:documentation xml:lang="en">Specifies the classification of a commodity in the context of an n-layer classification system such as 2005 ISDA Commodity Definitions Sub Annex A or that in Table 4 of the Annex of the Comission Implementing Regulation (EU)laying down implementing technical standards for the application of Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to the standards, formats, frequency and methods and arrangements for reporting for EMIR Refit.</xsd:documentation>
+          </xsd:annotation>
+        </xsd:element>
+      </xsd:choice>
       <xsd:element name="unit" type="QuantityUnit">
         <xsd:annotation>
           <xsd:documentation xml:lang="en">A coding scheme value to identify the unit of measure (e.g. Therms) in which the undelryer is denominated. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.</xsd:documentation>

diff --git a/rosetta-source/src/main/resources/schemas/fpml-5-13/confirmation/fpml-com-5-13.xsd b/rosetta-source/src/main/resources/schemas/fpml-5-13/confirmation/fpml-com-5-13.xsd
@@ -4,7 +4,7 @@
   == Financial Products Markup Language is subject to the FpML public license. 
   == A copy of this license is available at http://www.fpml.org/license/license.html
 -->
-<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema" targetNamespace="http://www.fpml.org/FpML-5/confirmation" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" version="$Revision: 14139 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
+<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema" targetNamespace="http://www.fpml.org/FpML-5/confirmation" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" version="$Revision: 14803 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
   <xsd:include schemaLocation="fpml-option-shared-5-13.xsd" />
   <xsd:complexType name="AbsoluteTolerance">
     <xsd:annotation>
@@ -38,7 +38,7 @@
       <xsd:documentation xml:lang="en">The average price leg of an average price commodity bullion or non-precious metal forward transaction.</xsd:documentation>
     </xsd:annotation>
     <xsd:complexContent>
-      <xsd:extension base="CommoditySwapLeg">
+      <xsd:extension base="CommodityLeg">
         <xsd:sequence>
           <xsd:group ref="PayerReceiver.model">
             <xsd:annotation>
@@ -938,20 +938,12 @@
               </xsd:annotation>
             </xsd:element>
           </xsd:choice>
-          <xsd:element ref="commodityForwardLeg" />
+          <xsd:element ref="physicalCommodityForwardLeg" />
           <xsd:group ref="CommodityContent.model" minOccurs="0"></xsd:group>
         </xsd:sequence>
       </xsd:extension>
     </xsd:complexContent>
   </xsd:complexType>
-  <xsd:complexType name="CommodityForwardLeg" abstract="true">
-    <xsd:annotation>
-      <xsd:documentation xml:lang="en">Abstract base class for all commodity forward legs.</xsd:documentation>
-    </xsd:annotation>
-    <xsd:complexContent>
-      <xsd:extension base="Leg" />
-    </xsd:complexContent>
-  </xsd:complexType>
   <xsd:complexType name="CommodityFrequencyType">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Frequency Type for use in Pricing Date specifications.</xsd:documentation>
@@ -1084,6 +1076,14 @@
       </xsd:extension>
     </xsd:complexContent>
   </xsd:complexType>
+  <xsd:complexType name="CommodityLeg" abstract="true">
+    <xsd:annotation>
+      <xsd:documentation xml:lang="en">Abstract base class for all commodity legs</xsd:documentation>
+    </xsd:annotation>
+    <xsd:complexContent>
+      <xsd:extension base="Leg" />
+    </xsd:complexContent>
+  </xsd:complexType>
   <xsd:complexType name="CommodityMarketDisruption">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">ISDA 1993 or 2005 commodity market disruption elements.</xsd:documentation>
@@ -1880,14 +1880,6 @@
       </xsd:extension>
     </xsd:complexContent>
   </xsd:complexType>
-  <xsd:complexType name="CommoditySwapLeg" abstract="true">
-    <xsd:annotation>
-      <xsd:documentation xml:lang="en">Abstract base class for all commodity swap legs</xsd:documentation>
-    </xsd:annotation>
-    <xsd:complexContent>
-      <xsd:extension base="Leg" />
-    </xsd:complexContent>
-  </xsd:complexType>
   <xsd:complexType name="CommoditySwaption">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation>
@@ -2524,7 +2516,7 @@
       <xsd:documentation xml:lang="en">The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.</xsd:documentation>
     </xsd:annotation>
     <xsd:complexContent>
-      <xsd:extension base="CommoditySwapLeg">
+      <xsd:extension base="CommodityLeg">
         <xsd:sequence>
           <xsd:group ref="PayerReceiver.model" />
         </xsd:sequence>
@@ -2966,7 +2958,7 @@
       <xsd:documentation xml:lang="en">The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap.</xsd:documentation>
     </xsd:annotation>
     <xsd:complexContent>
-      <xsd:extension base="CommoditySwapLeg">
+      <xsd:extension base="CommodityLeg">
         <xsd:sequence>
           <xsd:group ref="PayerReceiver.model">
             <xsd:annotation>
@@ -3168,19 +3160,28 @@
       <xsd:documentation xml:lang="en">The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.</xsd:documentation>
     </xsd:annotation>
     <xsd:complexContent>
-      <xsd:extension base="CommodityForwardLeg">
+      <xsd:extension base="PhysicalLegBase">
         <xsd:sequence>
           <xsd:group ref="PayerReceiver.model" />
         </xsd:sequence>
       </xsd:extension>
     </xsd:complexContent>
   </xsd:complexType>
+  <xsd:complexType name="PhysicalLegBase" abstract="true">
+    <xsd:complexContent>
+      <xsd:extension base="CommodityLeg">
+        <xsd:sequence>
+          <xsd:element name="commodityClassification" type="CommodityClassification" minOccurs="0" maxOccurs="unbounded" />
+        </xsd:sequence>
+      </xsd:extension>
+    </xsd:complexContent>
+  </xsd:complexType>
   <xsd:complexType name="PhysicalSwapLeg" abstract="true">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.</xsd:documentation>
     </xsd:annotation>
     <xsd:complexContent>
-      <xsd:extension base="CommoditySwapLeg">
+      <xsd:extension base="PhysicalLegBase">
         <xsd:sequence>
           <xsd:group ref="PayerReceiver.model" />
         </xsd:sequence>
@@ -3592,12 +3593,12 @@
       </xsd:extension>
     </xsd:simpleContent>
   </xsd:complexType>
-  <xsd:element name="bullionPhysicalLeg" type="BullionPhysicalLeg" substitutionGroup="commodityForwardLeg">
+  <xsd:element name="bullionPhysicalLeg" type="BullionPhysicalLeg" substitutionGroup="physicalCommodityForwardLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="coalPhysicalLeg" type="CoalPhysicalLeg" substitutionGroup="commoditySwapLeg">
+  <xsd:element name="coalPhysicalLeg" type="CoalPhysicalLeg" substitutionGroup="physicalLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation>
     </xsd:annotation>
@@ -3617,7 +3618,7 @@
       <xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="commodityForwardLeg" type="CommodityForwardLeg" abstract="true">
+  <xsd:element name="physicalCommodityForwardLeg" type="PhysicalLegBase" abstract="true">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation>
     </xsd:annotation>
@@ -3647,12 +3648,22 @@
       <xsd:documentation xml:lang="en">Specifies the return payments of a commodity return swap. There can be one or two return legs. In simple return swaps there is a return leg and an interest (a.k.a. 'fee') leg. In the case of a outperformance swap there are two return legs: the return performance of two commodity underlyers are swapped. In the case of a fully-funded return swap there is no financing component and, therefore, only a single return leg is specified.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
+  <xsd:element name="commodityPhysicalLeg" type="PhysicalLegBase" abstract="true">
+    <xsd:annotation>
+      <xsd:documentation xml:lang="en">Defines the substitutable physical leg</xsd:documentation>
+    </xsd:annotation>
+  </xsd:element>
+  <xsd:element name="physicalLeg" type="PhysicalLegBase" abstract="true" substitutionGroup="commoditySwapLeg">
+    <xsd:annotation>
+      <xsd:documentation xml:lang="en">Physical Commodity Leg.</xsd:documentation>
+    </xsd:annotation>
+  </xsd:element>
   <xsd:element name="commoditySwap" type="CommoditySwap" substitutionGroup="product">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="commoditySwapLeg" type="CommoditySwapLeg" abstract="true">
+  <xsd:element name="commoditySwapLeg" type="CommodityLeg" abstract="true">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Defines the substitutable commodity swap leg</xsd:documentation>
     </xsd:annotation>
@@ -3667,12 +3678,12 @@
       <xsd:documentation xml:lang="en">Specifies the variance payments of a commodity variance swap.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="electricityPhysicalLeg" type="ElectricityPhysicalLeg" substitutionGroup="commoditySwapLeg">
+  <xsd:element name="electricityPhysicalLeg" type="ElectricityPhysicalLeg" substitutionGroup="physicalLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled electricity leg.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="environmentalPhysicalLeg" type="EnvironmentalPhysicalLeg" substitutionGroup="commoditySwapLeg">
+  <xsd:element name="environmentalPhysicalLeg" type="EnvironmentalPhysicalLeg" substitutionGroup="physicalLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled environmental leg.</xsd:documentation>
     </xsd:annotation>
@@ -3687,17 +3698,17 @@
       <xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="gasPhysicalLeg" type="GasPhysicalLeg" substitutionGroup="commoditySwapLeg">
+  <xsd:element name="gasPhysicalLeg" type="GasPhysicalLeg" substitutionGroup="physicalLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="metalPhysicalLeg" type="MetalPhysicalLeg" substitutionGroup="commodityForwardLeg">
+  <xsd:element name="metalPhysicalLeg" type="MetalPhysicalLeg" substitutionGroup="physicalCommodityForwardLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled metal products leg.</xsd:documentation>
     </xsd:annotation>
   </xsd:element>
-  <xsd:element name="oilPhysicalLeg" type="OilPhysicalLeg" substitutionGroup="commoditySwapLeg">
+  <xsd:element name="oilPhysicalLeg" type="OilPhysicalLeg" substitutionGroup="physicalLeg">
     <xsd:annotation>
       <xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation>
     </xsd:annotation>