From a570f5c01bb0d0ece3728d62fb0bca9edb0f6cae Mon Sep 17 00:00:00 2001 From: Payal Khanna <107400406+PayalKhanna@users.noreply.github.com> Date: Tue, 14 Nov 2023 15:01:05 +0000 Subject: [PATCH] BUG-557 sec-lending qualification with updated Expectations (#2456) * rename Qualify_RepurchaseAgreement Tactical solution to qualify both sec lending and repo trades as "SecuritiesFinance" given that they are indistinguishable from an economic terms perspective * TASK-6517 move AssetPayout to Collateral TASK-6517: Update sec lending samples to position `assetPayout` in the `collateral` object * Update full-return-settlement-workflow-func-input.json * TASK-6517 move AssetPayout to Collateral TASK-6517: Update sec lending samples to position `assetPayout` in the `collateral` object * TASK-6517 move AssetPayout to Collateral TASK-6517: Update sec lending samples to position `assetPayout` in the `collateral` object * TASK-6517 move AssetPayout to Collateral TASK-6517: Update sec lending samples to position `assetPayout` in the `collateral` object * TASK-6517 move AssetPayout to Collateral TASK-6517: Update sec lending samples to position `assetPayout` in the `collateral` object * TASK-6524: update expectations for sec-lending qualification * Update to SecuritiesFinance; delete unused func * TASK-6524: update expectations * Update RELEASE.md * TASK-6524: update expectations * Update reallocation-pre-settled-func-input.json changed product taxonomy to SecuritiesFinance * Update block-execution-instruction.json Updated productQualifier to "SecuritiesFinance" * Update allocation-sec-lending-func-input.json Updated productQualifier to "SecuritiesFinance" * TASK-6524: updated FIS Mapper * TASK-6524: update expectations * TASK-6524: update expectations * TASK-6524: update expectations * TASK-6524: update expectations * TASK-6524: update expectations * TASK-6524: update expectations * TASK-6524: update expectations * resolve merge conflicts * update expectations * update expectations * update expectations * update expectations * update expectations * update expectations * update expectations * update expectations * update expectations * revert removal of transfer history * revert removal of transfer history * update expectations * update expectations * update expectations * reinstated settlementOrigin and observable * updating functions to update the locations of assetpayout to new location * update Global keys * format release note * Update linked PR id * update expectations --------- Co-authored-by: Lionel Smith-Gordon Co-authored-by: Oblongs <146734978+Oblongs@users.noreply.github.com> Co-authored-by: lolabeis Co-authored-by: David Al-Kanani --- RELEASE.md | 57 +- .../processor/FISMapperMappingProcessor.java | 9 +- .../functions/SettlementFunctionHelper.java | 18 +- .../cdm-sample-files/fis/expectations.json | 2 +- .../repo-and-bond/cancellation-output.json | 8 +- .../clearing-via-novation-output.json | 8 +- .../clearing-via-open-offer-output.json | 8 +- .../on-demand-interest-payment-output.json | 2 +- .../on-demand-rate-change-output.json | 8 +- .../repo-and-bond/pair-off-output.json | 12 +- .../repo-execution-func-output.json | 4 +- .../functions/repo-and-bond/roll-output.json | 8 +- .../repo-and-bond/shaping-output.json | 16 +- .../allocation-sec-lending-func-input.json | 220 ++-- .../allocation-sec-lending-func-output.json | 882 +++++++------ .../block-execution-instruction.json | 148 ++- ...e-security-lending-invoice-func-input.json | 660 +++++----- ...-security-lending-invoice-func-output.json | 662 +++++----- ...return-settlement-workflow-func-input.json | 220 ++-- ...eturn-settlement-workflow-func-output.json | 894 +++++++------ .../new-settlement-workflow-func-input.json | 157 +-- .../new-settlement-workflow-func-output.json | 1110 +++++++++-------- ...return-settlement-workflow-func-input.json | 220 ++-- ...eturn-settlement-workflow-func-output.json | 894 +++++++------ .../reallocation-pre-settled-func-input.json | 220 ++-- .../reallocation-pre-settled-func-output.json | 662 +++++----- .../result-json-files/fis/isla1.json | 816 +++++++----- .../main/rosetta/event-common-func.rosetta | 18 +- .../rosetta/event-qualification-func.rosetta | 3 +- .../rosetta/observable-event-func.rosetta | 3 +- .../product-qualification-func.rosetta | 14 +- 31 files changed, 4453 insertions(+), 3510 deletions(-) diff --git a/RELEASE.md b/RELEASE.md index 87c3554840..c4a28bae6b 100644 --- a/RELEASE.md +++ b/RELEASE.md @@ -1,51 +1,36 @@ -# *Exchange Traded Positions Model* +# *Rename product qualification for Securities Lending and Repo* _Background_ -The CDM model does not currently support exchange traded positions within its framework. To that end, a collaborative effort has been made to model them within the framework of the CDM. This initiative has been a collective endeavor, drawing upon the expertise of SMEs. The primary objective has been to establish a representation of Exchange Traded Positions that aligns with the broader CDM. A working model has been reached which gathers consensus among member firms, and entails the creation of a root type `CounterpartyPositionState`, and a new type `CounterpartyPositionBusinessEvent` within the already existing `WorkflowStep` to document the state transition of a counterparty position in CDM. +The current product qualification rules do not distinguish between securities lending and repurchase agreement product types. A future enhancement will refactor how `product` works and also introduce additional capabilities to the qualification functions to use additional attributes to support finer grained qualification (see Issue #2365). + +In the meantime, the current qualification rule for repurchase agreements - which is invoked also for securities lending products - will be renamed to be "SecuritiesFinancing" to more loosely differentiate both sets of products. _What is being released?_ -- Support for exchange traded positions to CDM Core. +- An updated product qualification rule: `Qualify_RepurchaseAgreement` is renamed to `Qualify_SecuritiesFinancing`. _Data types_ -- Added new `CounterpartyPositionState` root type. -- `counterpartyPosition` attribute of type `CounterpartyPosition` added to `CounterpartyPositionState` type. -- `state` attribute of type `State` added to `CounterpartyPositionState` type. -- `observationHistory` attribute of type `ObservationEvent` added to `CounterpartyPositionState` type. -- `valuationHistory` attribute of type `Valuation` added to `CounterpartyPositionState` type. -- Added new `CounterpartyPositionBusinessEvent` type. -- `intent` attribute of type `PositionEventIntentEnum` added to `CounterpartyPositionBusinessEvent` type. -- `corporateActionIntent` attribute of type `CorporateActionTypeEnum` added to `CounterpartyPositionBusinessEvent` type. -- `eventDate` attribute of type `date` added to `CounterpartyPositionBusinessEvent` type. -- `effectiveDate` attribute of type `date` added to `CounterpartyPositionBusinessEvent` type. -- `packageInformation` attribute of type `IdentifiedList` added to `CounterpartyPositionBusinessEvent` type. -- `after` attribute of type `CounterpartyPositionState` added to `CounterpartyPositionBusinessEvent` type. -- Added new `PositionIdentifier` type. -- `identifierType` attribute of type `PositionIdentifierTypeEnum` added to `PositionIdentifier` type. -- `valuationTiming` attribute of type `PriceTimingEnum` added to `Valuation` type. -- `priceComponent` attribute of type `Price` added to `Valuation` type. -- `counterpartyPositionBusinessEvent` attribute of type `CounterpartyPositionBusinessEvent` added to `WorkflowStep` type. -- Added new `ContractBase` type. -- `contractDetails` attribute of type `ContractDetails` added to `ContractBase` type. -- `executionDetails` attribute of type `ExecutionDetails` added to `ContractBase` type. -- `collateral` attribute of type `Collateral` added to `ContractBase` type. -- Added new `CounterpartyPosition` type. -- `positionIdentifier` attribute of type `PositionIdentifier` added to `CounterpartyPosition` type. -- `openDateTime` attribute of type `dateTime` added to `CounterpartyPosition` type. -- `tradeReference` attribute of type `TradeState` added to `CounterpartyPosition` type. -- `party` attribute of type `Party` added to `CounterpartyPosition` type. -- `partyRole` attribute of type `PartyRole` added to `CounterpartyPosition` type. -- `positionBase` attribute of type `TradableProduct` added to `CounterpartyPosition` type. -- Added condition `CounterpartyPositionBusinessEventOrBusinessEventChoice` to `WorkflowStep` type. -- Added `[metadata key]` to `Collateral` type. +No changes. _Enumerations_ -- Added new `PositionEventIntentEnum` enumeration. -- Added new `PriceTimingEnum` enumeration. +No changes. + +_Sample Files_ + +The following JSON sample files have been updated to reflect the current modeling of securities lending products which is to have the collateral information inside the `Collateral` data type rather than inside `AssetPayout`. + +- create-security-lending-invoice-func-input.json +- full-return-settlement-workflow-func-input.json +- new-settlement-workflow-func-input.json +- new-settlement-workflow-func-input.json +- allocation/allocation-sec-lending-func-input.json +- reallocation/reallocation-pre-settled-func-input.json _Review directions_ -In the CDM Portal, select the Textual Browser and inspect each of the changes listed above. \ No newline at end of file +In the CDM Portal, select the Textual Browser and inspect each of the changes identified above. + +Changes can be reviewed in PR: https://github.com/finos/common-domain-model/pull/2456 diff --git a/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java b/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java index 0fb30f0f1c..317e385ea3 100644 --- a/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java +++ b/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java @@ -555,8 +555,13 @@ private PathValue getEcTerms(PathValue private PathValue getSecPO(PathValue ts) { PathValue et = getEcTerms(ts); - return new PathValue<>(et.getModelPath().addElement("payout").addElement("securityFinancePayout", 0), - et.getValue().getOrCreatePayout().getOrCreateAssetPayout(0)); + return new PathValue<>(et.getModelPath().addElement("collateral").addElement("collateralPortfolio", 0) + .addElement("collateralPosition", 0).addElement("product") + .addElement("contractualProduct").addElement("economicTerms") + .addElement("payout").addElement("assetPayout", 0), + et.getValue().getOrCreateCollateral().getOrCreateCollateralPortfolio(0).getOrCreateValue() + .getOrCreateCollateralPosition(0).getOrCreateProduct().getOrCreateContractualProduct() + .getOrCreateEconomicTerms().getOrCreatePayout().getOrCreateAssetPayout(0)); } private PathValue getColPro(PathValue ts) { diff --git a/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java b/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java index a435f08eb2..9267e9a294 100644 --- a/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java +++ b/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java @@ -11,7 +11,9 @@ import cdm.event.common.functions.CalculateTransfer; import cdm.event.common.functions.Create_BusinessEvent; import cdm.event.common.functions.Create_Return; +import cdm.event.common.metafields.ReferenceWithMetaCollateralPortfolio; import cdm.event.workflow.EventInstruction; +import cdm.product.collateral.Collateral; import cdm.product.template.*; import com.google.common.collect.Iterables; import com.rosetta.model.lib.RosettaModelObject; @@ -21,9 +23,7 @@ import javax.inject.Inject; import java.time.LocalDate; -import java.util.Arrays; -import java.util.List; -import java.util.Optional; +import java.util.*; import java.util.function.Function; import java.util.stream.Collectors; @@ -171,7 +171,17 @@ private Optional getPayout(BusinessEvent executionBusinessEvent) { .map(TradableProduct::getProduct) .map(Product::getContractualProduct) .map(ContractualProduct::getEconomicTerms) - .map(EconomicTerms::getPayout); + .map(EconomicTerms::getCollateral) + .map(Collateral::getCollateralPortfolio) + .orElse(Collections.emptyList()).stream() + .map(ReferenceWithMetaCollateralPortfolio::getValue) + .map(CollateralPortfolio::getCollateralPosition) + .flatMap(Collection::stream) + .map(CollateralPosition::getProduct) + .map(Product::getContractualProduct) + .map(ContractualProduct::getEconomicTerms) + .map(EconomicTerms::getPayout) + .findFirst(); } private Optional getSecurityPayout(BusinessEvent executionBusinessEvent) { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json b/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json index cc3878b7c6..fb9df7bcb8 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json @@ -1,2 +1,2 @@ [ -{"fileName":"cdm-sample-files/fis/isla1.xml","excludedPaths":0,"externalPaths":120,"outstandingMappings":10,"validationFailures":37,"qualificationExpectation":{"success":false,"qualifyResults":[{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":7}}] \ No newline at end of file +{"fileName":"cdm-sample-files/fis/isla1.xml","excludedPaths":0,"externalPaths":120,"outstandingMappings":10,"validationFailures":37,"qualificationExpectation":{"success":false,"qualifyResults":[{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":13}}] \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json index f2f5c20937..26ae21ea24 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json @@ -141,7 +141,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -398,7 +398,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -827,7 +827,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1255,7 +1255,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json index 0cc6632732..5cfda2b5f6 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json @@ -129,7 +129,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -572,7 +572,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -996,7 +996,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1420,7 +1420,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json index f538745910..783b7bcd45 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json @@ -30,7 +30,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -465,7 +465,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -909,7 +909,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1358,7 +1358,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json index 3becc560c4..61f60d24c4 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json @@ -308,7 +308,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json index 618116035b..00cc41f9a1 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json @@ -60,7 +60,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -317,7 +317,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -746,7 +746,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1174,7 +1174,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json index 99308ba11a..2bb91a09ab 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json @@ -15,7 +15,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -503,7 +503,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -908,7 +908,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1396,7 +1396,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1825,7 +1825,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2301,7 +2301,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/repo-execution-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/repo-execution-func-output.json index a5bd8dea05..02a244caeb 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/repo-execution-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/repo-execution-func-output.json @@ -14,7 +14,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -452,7 +452,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/roll-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/roll-output.json index 64a4ab85f0..605fb50d28 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/roll-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/roll-output.json @@ -141,7 +141,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -398,7 +398,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -826,7 +826,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1254,7 +1254,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/shaping-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/shaping-output.json index 51fb666f40..08a48788b6 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/shaping-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/shaping-output.json @@ -36,7 +36,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -549,7 +549,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1062,7 +1062,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1602,7 +1602,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2031,7 +2031,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2459,7 +2459,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2901,7 +2901,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -3343,7 +3343,7 @@ } }, { "source" : "ISDA", - "productQualifier" : "RepurchaseAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-input.json index 3cde883dae..eb9edefa0f 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-input.json @@ -258,7 +258,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -419,107 +419,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -531,16 +557,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -720,14 +746,14 @@ } } ], "meta" : { - "globalKey" : "ccd899e9" + "globalKey" : "b3a75a8c" } }, "state" : { "positionState" : "Executed" }, "meta" : { - "globalKey" : "a185ab38" + "globalKey" : "fa6cf1b" } } } diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-output.json index 48b393ff7a..4a2f7f545b 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/allocation/allocation-sec-lending-func-output.json @@ -230,7 +230,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -391,107 +391,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -503,16 +529,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -692,14 +718,14 @@ } } ], "meta" : { - "globalKey" : "ccd899e9" + "globalKey" : "b3a75a8c" } }, "state" : { "positionState" : "Executed" }, "meta" : { - "globalKey" : "a185ab38" + "globalKey" : "fa6cf1b" } } } @@ -731,7 +757,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -892,107 +918,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", - "meta" : { - "globalKey" : "3f2296" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1004,16 +1056,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1216,11 +1268,11 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "15fdf316" + "globalKey" : "ee6d4bf9" } }, "meta" : { - "globalKey" : "15fdf316" + "globalKey" : "ee6d4bf9" } }, { "trade" : { @@ -1248,7 +1300,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1409,107 +1461,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1521,16 +1599,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1733,11 +1811,11 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "e56e91fc" + "globalKey" : "951b633d" } }, "meta" : { - "globalKey" : "e56e91fc" + "globalKey" : "951b633d" } }, { "trade" : { @@ -1765,7 +1843,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1926,107 +2004,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2038,16 +2142,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2227,7 +2331,7 @@ } } ], "meta" : { - "globalKey" : "721dcd72" + "globalKey" : "58ec8e15" } }, "state" : { @@ -2237,10 +2341,10 @@ "positionState" : "Closed" }, "meta" : { - "globalKey" : "a965e901" + "globalKey" : "13cda024" } } ], "meta" : { - "globalKey" : "a50d4fce" + "globalKey" : "bf40601a" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/block-execution-instruction.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/block-execution-instruction.json index adabca59ad..11a30fe808 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/block-execution-instruction.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/block-execution-instruction.json @@ -4,7 +4,7 @@ "productTaxonomy": [ { "source": "ISDA", - "productQualifier": "SecurityLendingAgreement" + "productQualifier": "SecuritiesFinance" } ], "economicTerms": { @@ -107,76 +107,94 @@ } } } - ], - "assetPayout": [ + ] + }, + "collateral": { + "collateralPortfolio": [ { - "payerReceiver": { - "payer": "Party1", - "receiver": "Party2" - }, - "assetLeg": [ - { - "settlementDate": { - "adjustableDate": { - "dateAdjustments": { - "businessDayConvention": "NONE" - }, - "adjustedDate": { - "value": "2020-09-22" - } - } - }, - "deliveryMethod": "DeliveryVersusPayment" - }, - { - "settlementDate": { - "adjustableDate": { - "dateAdjustments": { - "businessDayConvention": "NONE" - }, - "adjustedDate": { - "value": "2020-10-22" - } - } - }, - "deliveryMethod": "DeliveryVersusPayment" - } - ], - "securityInformation": { - "security": { - "productIdentifier": [ - { - "value": { - "identifier": { - "value": "ST001" - }, - "source": "SEDOL" + "value": { + "collateralPosition": [ + { + "product": { + "contractualProduct": { + "economicTerms": { + "payout": { + "assetPayout": [ + { + "payerReceiver": { + "payer": "Party1", + "receiver": "Party2" + }, + "assetLeg": [ + { + "settlementDate": { + "adjustableDate": { + "dateAdjustments": { + "businessDayConvention": "NONE" + }, + "adjustedDate": { + "value": "2020-09-22" + } + } + }, + "deliveryMethod": "DeliveryVersusPayment" + }, + { + "settlementDate": { + "adjustableDate": { + "dateAdjustments": { + "businessDayConvention": "NONE" + }, + "adjustedDate": { + "value": "2020-10-22" + } + } + }, + "deliveryMethod": "DeliveryVersusPayment" + } + ], + "securityInformation": { + "security": { + "productIdentifier": [ + { + "value": { + "identifier": { + "value": "ST001" + }, + "source": "SEDOL" + } + } + ], + "securityType": "Equity" + } + }, + "durationType": { + "durationType": "Term" + }, + "minimumFee": { + "value": 0, + "unit": { + "currency": { + "value": "USD" + } + } + }, + "dividendTerms": { + "manufacturedIncomeRequirement": { + "totalRatio": 1 + } + } + } + ] + } + } } } - ], - "securityType": "Equity" - } - }, - "durationType": { - "durationType": "Term" - }, - "minimumFee": { - "value": 0, - "unit": { - "currency": { - "value": "USD" } - } - }, - "dividendTerms": { - "manufacturedIncomeRequirement": { - "totalRatio": 1 - } + ] } } - ] - }, - "collateral": { + ], "collateralProvisions": { "collateralType": "Cash", "eligibleCollateral": [ diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-input.json index 4618610772..60da078073 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-input.json @@ -63,7 +63,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -224,107 +224,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -336,16 +362,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -541,7 +567,7 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { @@ -697,7 +723,7 @@ } } ], "meta" : { - "globalKey" : "bd82914b" + "globalKey" : "ba4119c8" } } }, @@ -997,7 +1023,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1158,107 +1184,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1270,16 +1322,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1475,7 +1527,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -1628,7 +1680,7 @@ } } ], "meta" : { - "globalKey" : "acacc04" + "globalKey" : "799b4fc1" } } }, @@ -1772,7 +1824,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1933,107 +1985,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2045,16 +2123,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2250,7 +2328,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -2551,7 +2629,7 @@ } } ], "meta" : { - "globalKey" : "30932f4c" + "globalKey" : "ebbf596f" } } }, diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-output.json index ab12f7dc26..c8efb0a727 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/create-security-lending-invoice-func-output.json @@ -63,7 +63,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -224,107 +224,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -336,16 +362,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -541,7 +567,7 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { @@ -1091,7 +1117,7 @@ } } ], "meta" : { - "globalKey" : "f4588ec0" + "globalKey" : "2be1453d" } } }, @@ -1183,7 +1209,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1344,107 +1370,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1456,16 +1508,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1661,7 +1713,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "resetHistory" : [ { @@ -1987,7 +2039,7 @@ } } ], "meta" : { - "globalKey" : "bf54da2b" + "globalKey" : "295a504e" } } }, @@ -2079,7 +2131,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2240,107 +2292,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2352,16 +2430,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2557,7 +2635,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "resetHistory" : [ { @@ -3099,7 +3177,7 @@ } } ], "meta" : { - "globalKey" : "8fb6e427" + "globalKey" : "280699a4" } } }, @@ -3165,6 +3243,6 @@ "recordEndDate" : "2020-10-22" } ], "meta" : { - "globalKey" : "770c8538" + "globalKey" : "72dc8475" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-input.json index dd36967870..ca282a2d9f 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-input.json @@ -25,7 +25,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -186,107 +186,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -298,16 +324,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -503,7 +529,7 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { @@ -659,7 +685,7 @@ } } ], "meta" : { - "globalKey" : "bd82914b" + "globalKey" : "ba4119c8" } }, "returnInstruction" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-output.json index 9b0ae2175d..f07f2ef5d2 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/full-return-settlement-workflow-func-output.json @@ -28,7 +28,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -189,107 +189,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -301,16 +327,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -506,7 +532,7 @@ } } ], "meta" : { - "globalKey" : "58e8bd6e" + "globalKey" : "c83f37d1" } }, "state" : { @@ -662,11 +688,11 @@ } } ], "meta" : { - "globalKey" : "a8a64125" + "globalKey" : "a564c9a2" } } ], "meta" : { - "globalKey" : "a447b5f0" + "globalKey" : "ea876a77" } }, "messageInformation" : { @@ -690,7 +716,7 @@ } ], "action" : "New", "meta" : { - "globalKey" : "c6ceb243" + "globalKey" : "73150a" } }, { "proposedEvent" : { @@ -876,7 +902,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1037,107 +1063,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1149,16 +1201,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1354,7 +1406,7 @@ } } ], "meta" : { - "globalKey" : "58e8bd6e" + "globalKey" : "c83f37d1" } }, "state" : { @@ -1510,14 +1562,14 @@ } } ], "meta" : { - "globalKey" : "a8a64125" + "globalKey" : "a564c9a2" } } } } ] }, "previousWorkflowStep" : { - "globalReference" : "eb2853c3" + "globalReference" : "6518ea0a" }, "messageInformation" : { "messageId" : { @@ -1539,7 +1591,7 @@ } } ], "meta" : { - "globalKey" : "251b68d2" + "globalKey" : "61af4817" } }, { "businessEvent" : { @@ -1725,7 +1777,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1886,107 +1938,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1998,16 +2076,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2203,7 +2281,7 @@ } } ], "meta" : { - "globalKey" : "58e8bd6e" + "globalKey" : "c83f37d1" } }, "state" : { @@ -2359,7 +2437,7 @@ } } ], "meta" : { - "globalKey" : "a8a64125" + "globalKey" : "a564c9a2" } } } @@ -2391,7 +2469,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2552,107 +2630,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2664,16 +2768,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2869,7 +2973,7 @@ } } ], "meta" : { - "globalKey" : "58e8bd6e" + "globalKey" : "c83f37d1" } }, "state" : { @@ -3176,15 +3280,15 @@ } } ], "meta" : { - "globalKey" : "9ac3b309" + "globalKey" : "31b813ac" } } ], "meta" : { - "globalKey" : "ec7ab052" + "globalKey" : "6668849e" } }, "previousWorkflowStep" : { - "globalReference" : "cd058452" + "globalReference" : "8ed73c97" }, "messageInformation" : { "messageId" : { @@ -3206,7 +3310,7 @@ } } ], "meta" : { - "globalKey" : "8fd1ba76" + "globalKey" : "f5747eaa" } } ] } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-input.json index faadf83291..20abd77bbe 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-input.json @@ -101,85 +101,102 @@ } } } - ], - "assetPayout": [ + ] + }, + "collateral": { + "collateralPortfolio": [ { - "payerReceiver": { - "payer": "Party1", - "receiver": "Party2" - }, - "assetLeg": [ - { - "settlementDate": { - "adjustableDate": { - "dateAdjustments": { - "businessDayConvention": "NONE" - }, - "adjustedDate": { - "value": "2020-09-22" - } - } - }, - "deliveryMethod": "DeliveryVersusPayment" - }, - { - "settlementDate": { - "adjustableDate": { - "dateAdjustments": { - "businessDayConvention": "NONE" - }, - "adjustedDate": { - "value": "2020-10-22" - } - } - }, - "deliveryMethod": "DeliveryVersusPayment" - } - ], - "securityInformation": { - "security": { - "productIdentifier": [ - { - "value": { - "identifier": { - "value": "ST001" - }, - "source": "SEDOL" - } + "value": { + "collateralPosition": [ + { + "product": { + "contractualProduct": { + "economicTerms": { + "payout": { + "assetPayout": [ + { + "payerReceiver": { + "payer": "Party1", + "receiver": "Party2" + }, + "assetLeg": [ + { + "settlementDate": { + "adjustableDate": { + "dateAdjustments": { + "businessDayConvention": "NONE" + }, + "adjustedDate": { + "value": "2020-09-22" + } + } + }, + "deliveryMethod": "DeliveryVersusPayment" + }, + { + "settlementDate": { + "adjustableDate": { + "dateAdjustments": { + "businessDayConvention": "NONE" + }, + "adjustedDate": { + "value": "2020-10-22" + } + } + }, + "deliveryMethod": "DeliveryVersusPayment" + } + ], + "securityInformation": { + "security": { + "productIdentifier": [ + { + "value": { + "identifier": { + "value": "ST001" + }, + "source": "SEDOL" + } + } + ], + "securityType": "Equity" + } + }, + "durationType": { + "durationType": "Term" + }, + "minimumFee": { + "value": 0, + "unit": { + "currency": { + "value": "USD" + } + } + }, + "dividendTerms": { + "manufacturedIncomeRequirement": { + "totalRatio": 1 + } + } + } + ] } - ], - "securityType": "Equity" - } - }, - "durationType": { - "durationType": "Term" - }, - "minimumFee": { - "value": 0, - "unit": { - "currency": { - "value": "USD" } } - }, - "dividendTerms": { - "manufacturedIncomeRequirement": { - "totalRatio": 1 - } } - } - ] - }, - "collateral": { + } ] + } + } + ] , "collateralProvisions": { "collateralType": "Cash", "eligibleCollateral": [ { - "treatment": { - "valuationTreatment": { - "marginPercentage": 0.02 - } - } + "treatment": { + "valuationTreatment": { + "marginPercentage": 0.02 + } + } } ] } diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-output.json index 546dee1cc2..6a4b507ffd 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/new-settlement-workflow-func-output.json @@ -9,7 +9,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -170,107 +170,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -282,16 +308,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "priceQuantity" : [ { @@ -532,7 +558,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -693,107 +719,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -805,16 +857,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1010,18 +1062,18 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { "positionState" : "Executed" }, "meta" : { - "globalKey" : "df1966f4" + "globalKey" : "d2bad497" } } ], "meta" : { - "globalKey" : "c2c46704" + "globalKey" : "7b5e4e4" } }, "messageInformation" : { @@ -1045,7 +1097,7 @@ } ], "action" : "New", "meta" : { - "globalKey" : "6d845d97" + "globalKey" : "5e46377" } }, { "proposedEvent" : { @@ -1231,7 +1283,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1392,107 +1444,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1504,16 +1582,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1709,21 +1787,21 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { "positionState" : "Executed" }, "meta" : { - "globalKey" : "df1966f4" + "globalKey" : "d2bad497" } } } } ] }, "previousWorkflowStep" : { - "globalReference" : "6d845d97" + "globalReference" : "5e46377" }, "messageInformation" : { "messageId" : { @@ -1745,7 +1823,7 @@ } } ], "meta" : { - "globalKey" : "dc7f2159" + "globalKey" : "6157ad0c" } }, { "businessEvent" : { @@ -1931,7 +2009,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2092,107 +2170,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2204,16 +2308,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2409,14 +2513,14 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { "positionState" : "Executed" }, "meta" : { - "globalKey" : "df1966f4" + "globalKey" : "d2bad497" } } } @@ -2448,7 +2552,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2609,107 +2713,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2721,16 +2851,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2926,7 +3056,7 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { @@ -3082,15 +3212,15 @@ } } ], "meta" : { - "globalKey" : "bd82914b" + "globalKey" : "ba4119c8" } } ], "meta" : { - "globalKey" : "7315e3fb" + "globalKey" : "f70c0c4b" } }, "previousWorkflowStep" : { - "globalReference" : "c0902559" + "globalReference" : "7cda290c" }, "messageInformation" : { "messageId" : { @@ -3112,7 +3242,7 @@ } } ], "meta" : { - "globalKey" : "2a314a6d" + "globalKey" : "d9d5d01d" } } ] } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-input.json index e9d99fa3ad..0604ba9c36 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-input.json @@ -25,7 +25,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -186,107 +186,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -298,16 +324,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -503,7 +529,7 @@ } } ], "meta" : { - "globalKey" : "4e6014a5" + "globalKey" : "bdb68f08" } }, "state" : { @@ -659,7 +685,7 @@ } } ], "meta" : { - "globalKey" : "bd82914b" + "globalKey" : "ba4119c8" } }, "returnInstruction" : { diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-output.json index e4727e0653..751342c21d 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/part-return-settlement-workflow-func-output.json @@ -28,7 +28,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -189,107 +189,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -301,16 +327,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -506,7 +532,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -659,11 +685,11 @@ } } ], "meta" : { - "globalKey" : "acacc04" + "globalKey" : "799b4fc1" } } ], "meta" : { - "globalKey" : "28ff267c" + "globalKey" : "943abe49" } }, "messageInformation" : { @@ -687,7 +713,7 @@ } ], "action" : "New", "meta" : { - "globalKey" : "1c567002" + "globalKey" : "c41e968f" } }, { "proposedEvent" : { @@ -873,7 +899,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1034,107 +1060,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1146,16 +1198,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1351,7 +1403,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -1504,14 +1556,14 @@ } } ], "meta" : { - "globalKey" : "acacc04" + "globalKey" : "799b4fc1" } } } } ] }, "previousWorkflowStep" : { - "globalReference" : "72911782" + "globalReference" : "5913748f" }, "messageInformation" : { "messageId" : { @@ -1533,7 +1585,7 @@ } } ], "meta" : { - "globalKey" : "10a25a0" + "globalKey" : "4a099c55" } }, { "businessEvent" : { @@ -1719,7 +1771,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1880,107 +1932,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1992,16 +2070,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2197,7 +2275,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -2350,7 +2428,7 @@ } } ], "meta" : { - "globalKey" : "acacc04" + "globalKey" : "799b4fc1" } } } @@ -2382,7 +2460,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -2543,107 +2621,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -2655,16 +2759,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -2860,7 +2964,7 @@ } } ], "meta" : { - "globalKey" : "724b67db" + "globalKey" : "e1a1e23e" } }, "transferHistory" : [ { @@ -3161,15 +3265,15 @@ } } ], "meta" : { - "globalKey" : "30932f4c" + "globalKey" : "ebbf596f" } } ], "meta" : { - "globalKey" : "77ce833e" + "globalKey" : "3ed307a8" } }, "previousWorkflowStep" : { - "globalReference" : "fae2fae0" + "globalReference" : "5fd25f15" }, "messageInformation" : { "messageId" : { @@ -3191,7 +3295,7 @@ } } ], "meta" : { - "globalKey" : "beb44391" + "globalKey" : "f603b8e7" } } ] } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-input.json index 28bf381c34..b1d2b700d6 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-input.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-input.json @@ -163,7 +163,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -324,107 +324,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -436,16 +462,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -648,11 +674,11 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "83eb484e" + "globalKey" : "276c64cf" } }, "meta" : { - "globalKey" : "83eb484e" + "globalKey" : "276c64cf" } } } diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-output.json index 64cd8a28dc..71c556fb45 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-output.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/reallocation/reallocation-pre-settled-func-output.json @@ -145,7 +145,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -306,107 +306,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -418,16 +444,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -630,11 +656,11 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "83eb484e" + "globalKey" : "276c64cf" } }, "meta" : { - "globalKey" : "83eb484e" + "globalKey" : "276c64cf" } } } @@ -666,7 +692,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -827,107 +853,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", - "meta" : { - "globalKey" : "3f2296" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 + "globalKey" : "3b19750e" } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -939,16 +991,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1188,11 +1240,11 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "4a4db28e" + "globalKey" : "e49f89f1" } }, "meta" : { - "globalKey" : "4a4db28e" + "globalKey" : "e49f89f1" } }, { "trade" : { @@ -1220,7 +1272,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1381,107 +1433,133 @@ "globalKey" : "98fd77d9" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", - "meta" : { - "globalKey" : "3f2256" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - }, { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-10-22", + "meta" : { + "globalKey" : "98fd77d9" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + }, { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-10-22", + "meta" : { + "globalKey" : "3f2296" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "value" : { + "identifier" : { + "value" : "ST001" + }, + "source" : "SEDOL", + "meta" : { + "globalKey" : "a4ff65ff" + } + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7548eca6" + } + }, + "durationType" : { + "durationType" : "Term" + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1 + } + }, + "meta" : { + "globalKey" : "3b19750e" + } + } ], + "meta" : { + "globalKey" : "3b19750e" + } + } + }, "meta" : { - "globalKey" : "3f2296" + "globalKey" : "3b19750e" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "value" : { - "identifier" : { - "value" : "ST001" - }, - "source" : "SEDOL", - "meta" : { - "globalKey" : "a4ff65ff" - } + "globalKey" : "3b19750e" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7548eca6" - } - }, - "durationType" : { - "durationType" : "Term" - }, - "minimumFee" : { - "value" : 0, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "3b19750e" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1 - } - }, - "meta" : { - "globalKey" : "3b19750e" } } ], - "meta" : { - "globalKey" : "43b3b6a7" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1493,16 +1571,16 @@ } ] }, "meta" : { - "globalKey" : "30132633" + "globalKey" : "121818c1" } } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "meta" : { - "globalKey" : "43fbc31c" + "globalKey" : "f7fe0d6f" } }, "tradeLot" : [ { @@ -1705,14 +1783,14 @@ "role" : "AgentLender" } ], "meta" : { - "globalKey" : "edc1676a" + "globalKey" : "914283eb" } }, "meta" : { - "globalKey" : "edc1676a" + "globalKey" : "914283eb" } } ], "meta" : { - "globalKey" : "59f4216b" + "globalKey" : "ed6df130" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fis/isla1.json b/rosetta-source/src/main/resources/result-json-files/fis/isla1.json index a5a778913d..33d7ef39aa 100644 --- a/rosetta-source/src/main/resources/result-json-files/fis/isla1.json +++ b/rosetta-source/src/main/resources/result-json-files/fis/isla1.json @@ -3,7 +3,7 @@ "eventDate" : "2020-09-22", "instruction" : [ { "before" : { - "globalReference" : "909134c6", + "globalReference" : "ce158064", "externalReference" : "TradeState" } } ], @@ -30,7 +30,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -148,78 +148,104 @@ "globalKey" : "d3c969a8" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "d3c969a8" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "productIdentifier-1" + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7a5b92c5" + } + }, + "durationType" : { + "durationType" : "Open" + }, + "minimumFee" : { + "value" : 0.00, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1.00 + } + }, + "meta" : { + "globalKey" : "37f53f11" + } + } ], + "meta" : { + "globalKey" : "37f53f11" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "37f53f11" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "address" : { - "scope" : "DOCUMENT", - "value" : "productIdentifier-1" - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7a5b92c5" - } - }, - "durationType" : { - "durationType" : "Open" - }, - "minimumFee" : { - "value" : 0.00, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "37f53f11" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1.00 - } - }, - "meta" : { - "globalKey" : "37f53f11" } } ], - "meta" : { - "globalKey" : "36ab7869" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -231,16 +257,16 @@ } ] }, "meta" : { - "globalKey" : "2ffca1e4" + "globalKey" : "8109035" } } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "tradeLot" : [ { @@ -402,11 +428,11 @@ } }, "meta" : { - "globalKey" : "909134c6" + "globalKey" : "ce158064" } }, "meta" : { - "globalKey" : "909134c6", + "globalKey" : "ce158064", "externalKey" : "TradeState" } }, { @@ -432,7 +458,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -550,78 +576,104 @@ "globalKey" : "d3c969a8" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "d3c969a8" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "productIdentifier-1" + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7a5b92c5" + } + }, + "durationType" : { + "durationType" : "Open" + }, + "minimumFee" : { + "value" : 0.00, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1.00 + } + }, + "meta" : { + "globalKey" : "37f53f11" + } + } ], + "meta" : { + "globalKey" : "37f53f11" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "37f53f11" } }, "meta" : { - "globalKey" : "24a738" - } - }, - "meta" : { - "globalKey" : "24a738" - } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "address" : { - "scope" : "DOCUMENT", - "value" : "productIdentifier-1" + "globalKey" : "37f53f11" } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7a5b92c5" - } - }, - "durationType" : { - "durationType" : "Open" - }, - "minimumFee" : { - "value" : 0.00, - "unit" : { - "currency" : { - "value" : "USD" } - }, + } ], "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1.00 + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "37f53f11" } } ], - "meta" : { - "globalKey" : "36ab7869" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -633,16 +685,16 @@ } ] }, "meta" : { - "globalKey" : "2ffca1e4" + "globalKey" : "8109035" } } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "tradeLot" : [ { @@ -820,11 +872,11 @@ } }, "meta" : { - "globalKey" : "222d841f" + "globalKey" : "4626213d" } }, "meta" : { - "globalKey" : "222d841f" + "globalKey" : "4626213d" } }, { "trade" : { @@ -849,7 +901,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -967,78 +1019,104 @@ "globalKey" : "d3c969a8" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "d3c969a8" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "productIdentifier-1" + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7a5b92c5" + } + }, + "durationType" : { + "durationType" : "Open" + }, + "minimumFee" : { + "value" : 0.00, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1.00 + } + }, + "meta" : { + "globalKey" : "37f53f11" + } + } ], + "meta" : { + "globalKey" : "37f53f11" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "37f53f11" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "address" : { - "scope" : "DOCUMENT", - "value" : "productIdentifier-1" - } - } ], - "securityType" : "Equity" - }, + } ], "meta" : { - "globalKey" : "7a5b92c5" - } - }, - "durationType" : { - "durationType" : "Open" - }, - "minimumFee" : { - "value" : 0.00, - "unit" : { - "currency" : { - "value" : "USD" - } - }, - "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1.00 + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "37f53f11" } } ], - "meta" : { - "globalKey" : "36ab7869" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1050,16 +1128,16 @@ } ] }, "meta" : { - "globalKey" : "2ffca1e4" + "globalKey" : "8109035" } } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "tradeLot" : [ { @@ -1237,11 +1315,11 @@ } }, "meta" : { - "globalKey" : "6c1b835e" + "globalKey" : "9014207c" } }, "meta" : { - "globalKey" : "6c1b835e" + "globalKey" : "9014207c" } }, { "trade" : { @@ -1266,7 +1344,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1384,78 +1462,104 @@ "globalKey" : "d3c969a8" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "d3c969a8" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "productIdentifier-1" + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7a5b92c5" + } + }, + "durationType" : { + "durationType" : "Open" + }, + "minimumFee" : { + "value" : 0.00, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1.00 + } + }, + "meta" : { + "globalKey" : "37f53f11" + } + } ], + "meta" : { + "globalKey" : "37f53f11" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "37f53f11" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "address" : { - "scope" : "DOCUMENT", - "value" : "productIdentifier-1" - } - } ], - "securityType" : "Equity" - }, - "meta" : { - "globalKey" : "7a5b92c5" - } - }, - "durationType" : { - "durationType" : "Open" - }, - "minimumFee" : { - "value" : 0.00, - "unit" : { - "currency" : { - "value" : "USD" - } - }, + } ], "meta" : { - "globalKey" : "171b36" + "globalKey" : "37f53f11" } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1.00 - } - }, - "meta" : { - "globalKey" : "37f53f11" } } ], - "meta" : { - "globalKey" : "36ab7869" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1467,16 +1571,16 @@ } ] }, "meta" : { - "globalKey" : "2ffca1e4" + "globalKey" : "8109035" } } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "tradeLot" : [ { @@ -1654,11 +1758,11 @@ } }, "meta" : { - "globalKey" : "4f536984" + "globalKey" : "734c06a2" } }, "meta" : { - "globalKey" : "4f536984" + "globalKey" : "734c06a2" } }, { "trade" : { @@ -1683,7 +1787,7 @@ "contractualProduct" : { "productTaxonomy" : [ { "source" : "ISDA", - "productQualifier" : "SecurityLendingAgreement" + "productQualifier" : "SecuritiesFinance" } ], "economicTerms" : { "effectiveDate" : { @@ -1801,78 +1905,104 @@ "globalKey" : "d3c969a8" } } ], - "assetPayout" : [ { - "payerReceiver" : { - "payer" : "Party1", - "receiver" : "Party2" - }, - "assetLeg" : [ { - "settlementDate" : { - "adjustableDate" : { - "dateAdjustments" : { - "businessDayConvention" : "NONE", - "meta" : { - "globalKey" : "24a738" - } - }, - "adjustedDate" : { - "value" : "2020-09-22", + "meta" : { + "globalKey" : "d3c969a8" + } + }, + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "product" : { + "contractualProduct" : { + "economicTerms" : { + "payout" : { + "assetPayout" : [ { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "dateAdjustments" : { + "businessDayConvention" : "NONE", + "meta" : { + "globalKey" : "24a738" + } + }, + "adjustedDate" : { + "value" : "2020-09-22", + "meta" : { + "globalKey" : "3f2256" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "meta" : { + "globalKey" : "24a738" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "securityInformation" : { + "security" : { + "productIdentifier" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "productIdentifier-1" + } + } ], + "securityType" : "Equity" + }, + "meta" : { + "globalKey" : "7a5b92c5" + } + }, + "durationType" : { + "durationType" : "Open" + }, + "minimumFee" : { + "value" : 0.00, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + }, + "dividendTerms" : { + "manufacturedIncomeRequirement" : { + "totalRatio" : 1.00 + } + }, + "meta" : { + "globalKey" : "37f53f11" + } + } ], + "meta" : { + "globalKey" : "37f53f11" + } + } + }, "meta" : { - "globalKey" : "3f2256" + "globalKey" : "37f53f11" } }, "meta" : { - "globalKey" : "24a738" + "globalKey" : "37f53f11" } - }, - "meta" : { - "globalKey" : "24a738" } - }, - "deliveryMethod" : "DeliveryVersusPayment" - } ], - "securityInformation" : { - "security" : { - "productIdentifier" : [ { - "address" : { - "scope" : "DOCUMENT", - "value" : "productIdentifier-1" - } - } ], - "securityType" : "Equity" - }, + } ], "meta" : { - "globalKey" : "7a5b92c5" + "globalKey" : "37f53f11" } - }, - "durationType" : { - "durationType" : "Open" - }, - "minimumFee" : { - "value" : 0.00, - "unit" : { - "currency" : { - "value" : "USD" - } - }, - "meta" : { - "globalKey" : "171b36" - } - }, - "dividendTerms" : { - "manufacturedIncomeRequirement" : { - "totalRatio" : 1.00 - } - }, - "meta" : { - "globalKey" : "37f53f11" } } ], - "meta" : { - "globalKey" : "36ab7869" - } - }, - "collateral" : { "collateralProvisions" : { "collateralType" : "Cash", "eligibleCollateral" : [ { @@ -1884,16 +2014,16 @@ } ] }, "meta" : { - "globalKey" : "2ffca1e4" + "globalKey" : "8109035" } } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "meta" : { - "globalKey" : "4d3de56" + "globalKey" : "ce36c232" } }, "tradeLot" : [ { @@ -2071,15 +2201,15 @@ } }, "meta" : { - "globalKey" : "ea79ebb2" + "globalKey" : "e7288d0" } }, "meta" : { - "globalKey" : "ea79ebb2" + "globalKey" : "e7288d0" } } ], "meta" : { - "globalKey" : "12f2d96a" + "globalKey" : "dbbe4098" } }, "timestamp" : [ { @@ -2087,6 +2217,6 @@ "qualification" : "eventCreationDateTime" } ], "meta" : { - "globalKey" : "790f775" + "globalKey" : "b5cd1987" } } \ No newline at end of file diff --git a/rosetta-source/src/main/rosetta/event-common-func.rosetta b/rosetta-source/src/main/rosetta/event-common-func.rosetta index 9e3d4d692d..91cd457df2 100644 --- a/rosetta-source/src/main/rosetta/event-common-func.rosetta +++ b/rosetta-source/src/main/rosetta/event-common-func.rosetta @@ -642,7 +642,8 @@ func Create_AssetTransfer: <"Defines how Transfer that represents an exchange of transfer Transfer (1..1) alias assetPayout: - instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element + instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element alias tradeQuantity: <"Security quantity obtained by filtering on the trade quantity"> FilterQuantityByFinancialUnit( @@ -709,8 +710,10 @@ func Create_AssetTransfer: <"Defines how Transfer that represents an exchange of set transfer -> settlementDate -> adjustedDate: instruction -> date set transfer -> settlementOrigin -> assetPayout: - if instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists - then instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element + if instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists + then instruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element as-key func ResolveTransfer: <"Defines how to calculate the amount due to be transferred after a Reset Event."> @@ -759,7 +762,8 @@ func SecurityFinanceCashSettlementAmount: cashSettlementAmount Transfer (1..1) alias assetPayout: - tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element + tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element alias collateral: tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral @@ -1226,7 +1230,8 @@ func ResolveSecurityFinanceBillingAmount: <"Calculates the billing amount for a tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> interestRatePayout only-element alias assetPayout: <"The security finance payout that represents the securities lent."> - tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element + tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element alias collateral: tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral @@ -1358,7 +1363,8 @@ func Qualify_Repurchase: <"The qualification of a repurchase event from the fact is_event boolean (1..1) set is_event: businessEvent -> intent = EventIntentEnum -> Repurchase - and businessEvent -> after -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists + and businessEvent -> after -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists and (businessEvent -> instruction count = 1 and (businessEvent -> instruction -> primitiveInstruction -> quantityChange, businessEvent -> instruction -> primitiveInstruction -> transfer) only exists) and QuantityDecreasedToZero( diff --git a/rosetta-source/src/main/rosetta/event-qualification-func.rosetta b/rosetta-source/src/main/rosetta/event-qualification-func.rosetta index a07ae26588..5b572caf9b 100644 --- a/rosetta-source/src/main/rosetta/event-qualification-func.rosetta +++ b/rosetta-source/src/main/rosetta/event-qualification-func.rosetta @@ -450,7 +450,8 @@ func Qualify_FullReturn: <"The qualification of a full return event from the fac only-element set is_event: (businessEvent -> intent is absent) - and businessEvent -> after -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists + and businessEvent -> after -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout exists and (businessEvent -> instruction count = 1 and businessEvent -> instruction -> primitiveInstruction -> quantityChange exists or (businessEvent -> instruction -> primitiveInstruction -> quantityChange exists and transfer exists)) diff --git a/rosetta-source/src/main/rosetta/observable-event-func.rosetta b/rosetta-source/src/main/rosetta/observable-event-func.rosetta index 097928b2b3..b3e86a4012 100644 --- a/rosetta-source/src/main/rosetta/observable-event-func.rosetta +++ b/rosetta-source/src/main/rosetta/observable-event-func.rosetta @@ -14,7 +14,8 @@ func Create_AssetPayoutTradeStateWithObservations: <"Attaches a set of Observati tradeState TradeState (1..1) alias assetPayout: - billingInstruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element + billingInstruction -> tradeState -> trade -> tradableProduct -> product -> contractualProduct -> economicTerms -> collateral -> + collateralPortfolio -> collateralPosition -> product -> contractualProduct -> economicTerms -> payout -> assetPayout only-element alias date: billingInstruction -> recordEndDate diff --git a/rosetta-source/src/main/rosetta/product-qualification-func.rosetta b/rosetta-source/src/main/rosetta/product-qualification-func.rosetta index d8c53d5624..0cd56a72a2 100644 --- a/rosetta-source/src/main/rosetta/product-qualification-func.rosetta +++ b/rosetta-source/src/main/rosetta/product-qualification-func.rosetta @@ -1183,7 +1183,7 @@ func Qualify_InterestRate_InflationSwap_FixedFloat_YearOn_Year: <"Qualifies a pr * inputs: economicTerms EconomicTerms (1..1) * output: is_product boolean (1..1) * [synonym ISDA_Taxonomy_v2 value "InterestRate_Inflation"] - * + * * set is_product: * Qualify_BaseProduct_Inflation(economicTerms) = True * and Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon (economicTerms) = False @@ -1435,7 +1435,7 @@ func Qualify_ForeignExchange_VanillaOption: <"Qualifies a product as FX Plain Va and (economicTerms -> payout -> optionPayout -> feature is absent or economicTerms -> payout -> optionPayout -> feature -> averagingFeature only exists) -func Qualify_RepurchaseAgreement: +func Qualify_SecuritiesFinance: <"Qualifies a product as generic Securities Finance; eg Securities Lending or Repurchase Agreement."> [qualification Product] inputs: economicTerms EconomicTerms (1..1) @@ -1503,13 +1503,3 @@ func Qualify_Commodity_Swaption: <"Qualifies a product as a Swaption that can be economicTerms -> payout -> optionPayout only-element -> underlier -> contractualProduct -> economicTerms ) = True) -func Qualify_SecurityLendingAgreement: <"Qualifies a product as a Security Loan."> - [qualification Product] - inputs: - economicTerms EconomicTerms (1..1) - output: - is_product boolean (1..1) - set is_product: - economicTerms -> payout -> assetPayout exists - and economicTerms -> payout -> interestRatePayout exists - and economicTerms -> collateral exists