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format (finos#2675)
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format

Co-authored-by: Payal Khanna <[email protected]>
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regnosys-prod-user and PayalKhanna authored Feb 2, 2024
1 parent cd9c686 commit 79ad801
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Showing 4 changed files with 20 additions and 21 deletions.
14 changes: 7 additions & 7 deletions rosetta-source/src/main/rosetta/event-common-func.rosetta
Original file line number Diff line number Diff line change
Expand Up @@ -2568,9 +2568,9 @@ func ExtractTradePurchasePrice:

set value:
tradableProduct -> tradeLot only-element -> priceQuantity
extract [ item -> quantity ]
extract item -> quantity
then flatten
then extract [ item -> value ]
then extract item -> value

func ExtractTradeCollateralQuantity:
inputs:
Expand All @@ -2580,9 +2580,9 @@ func ExtractTradeCollateralQuantity:

set value:
tradableProduct -> tradeLot only-element -> priceQuantity
extract [ item -> quantity ]
extract item -> quantity
then flatten
then extract [ item -> value ]
then extract item -> value

func ExtractTradeCollateralPrice:
inputs:
Expand All @@ -2592,7 +2592,7 @@ func ExtractTradeCollateralPrice:

set value:
tradableProduct -> tradeLot only-element -> priceQuantity
extract [ item -> price ]
extract item -> price
then flatten
then filter [ item -> priceType = PriceTypeEnum -> AssetPrice ]
then extract [ item -> value ]
then filter item -> priceType = PriceTypeEnum -> AssetPrice
then extract item -> value
Original file line number Diff line number Diff line change
Expand Up @@ -772,7 +772,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[set to PriceTypeEnum -> InterestRate when "fixedRate" exists]
[set to PriceTypeEnum -> InterestRate when "initialRate" exists]
[set to PriceTypeEnum -> InterestRate when "spread" exists]
[set to PriceTypeEnum->InterestRate when path ="knownAmountSchedule"]
[set to PriceTypeEnum -> InterestRate when path = "knownAmountSchedule"]
[set to PriceTypeEnum -> InterestRate when "floatingRateCalculation->spread" exists]
[set to PriceTypeEnum -> InterestRate when path = "spreadSchedule"]
[set to PriceTypeEnum -> InterestRate when path = "floatingRateIndex"]
Expand Down Expand Up @@ -2197,7 +2197,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
+ futureValueNotional
[value "futureValueNotional"]
+ priceSchedule
[value "knownAmountSchedule" path "calculationPeriodAmount"] //test
[value "knownAmountSchedule" path "calculationPeriodAmount"] // test

CreditDefaultPayout:
[meta "id"]
Expand Down Expand Up @@ -2555,7 +2555,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "fxSingleLeg"]
[value "nearLeg"]
[value "farLeg"]
[value "genericProduct" set when condition-func MapGenericProductToForwardPayout condition-path "genericProduct->productType"]
[value "genericProduct" set when condition-func MapGenericProductToForwardPayout condition-path "genericProduct->productType"]
+ securityPayout
[value "repo"]
+ cashflow
Expand Down Expand Up @@ -4238,7 +4238,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "EUR-EURONIA-OIS-COMPOUND"]
+ EUR_EURONIA_OIS_Compound_1
[value "EUR-EURONIA-OIS Compound"]
+ EUR_EuroSTR
+ EUR_EuroSTR
[value "EUR-EuroSTR"]
+ EUR_EuroSTR_Average_12M
[value "EUR-EuroSTR Average 12M"]
Expand Down Expand Up @@ -5086,8 +5086,8 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "USD-Prime-H.15"]
+ USD_Prime_Reference_Banks
[value "USD-Prime-Reference Banks"]
+ USD_SandP_Index_High_Grade
[value "USD-SandP Index High Grade"]
+ USD_SandP_Index_High_Grade
[value "USD-SandP Index High Grade"]
+ USD_SIBOR_Reference_Banks
[value "USD-SIBOR-Reference Banks"]
+ USD_SIBOR_SIBO
Expand Down Expand Up @@ -5121,13 +5121,13 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
+ USD_SOFR_ICE_Compounded_Index_5D_Lag
[value "USD-SOFR ICE Compounded Index 5D Lag"]
+ USD_SOFR_ICE_Swap_Rate
[value "USD-SOFR ICE Swap Rate"]
[value "USD-SOFR ICE Swap Rate"]
+ USD_SOFR_ICE_Term
[value "USD-SOFR ICE Term"]
+ USD_SOFR_OIS_Compound
[value "USD-SOFR-OIS Compound"]
+ USD_S_P_Index_High_Grade
[value "USD-S&P Index-High Grade"]
[value "USD-S&P Index-High Grade"]
+ USD_Swap_Rate_BCMP1
[value "USD Swap Rate-BCMP1"]
+ USD_TBILL_H_15
Expand Down Expand Up @@ -8224,5 +8224,4 @@ func MapGenericProductToForwardPayout: <"Func that is invoked from a synonym 'se
output:
result boolean (1..1)

set result:
productType contains "InterestRate:Forward:Debt"
set result: productType contains "InterestRate:Forward:Debt"
Original file line number Diff line number Diff line change
Expand Up @@ -133,7 +133,7 @@ type PriceSchedule extends MeasureSchedule: <"Specifies the price of a financial
condition UnitOfAmountExists: <"Requires that a unit of amount must be specified for price unless price type is Variance, Volatility or Correlation.">
if priceType = PriceTypeEnum -> Variance
or priceType = PriceTypeEnum -> Volatility
or priceType = PriceTypeEnum -> Correlation
or priceType = PriceTypeEnum -> Correlation
then unit is absent and perUnitOf is absent
else unit exists and perUnitOf exists

Expand Down
6 changes: 3 additions & 3 deletions rosetta-source/src/main/rosetta/product-common-enum.rosetta
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,6 @@ namespace cdm.product.common
version "${project.version}"

enum NotionalAdjustmentEnum: <"The enumerated values to specify the conditions that govern the adjustment to the number of units of the return swap.">
Execution <"The adjustments to the number of units are governed by an execution clause.">
PortfolioRebalancing <"The adjustments to the number of units are governed by a portfolio rebalancing clause.">
Standard <"The adjustments to the number of units are not governed by any specific clause.">
Execution <"The adjustments to the number of units are governed by an execution clause.">
PortfolioRebalancing <"The adjustments to the number of units are governed by a portfolio rebalancing clause.">
Standard <"The adjustments to the number of units are not governed by any specific clause.">

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