From 79ad801d9f857211bbb1e53982399d11c50719d0 Mon Sep 17 00:00:00 2001 From: regnosys-prod-user <67386743+regnosys-prod-user@users.noreply.github.com> Date: Fri, 2 Feb 2024 12:50:03 +0000 Subject: [PATCH] format (#2675) format Co-authored-by: Payal Khanna --- .../main/rosetta/event-common-func.rosetta | 14 +++++++------- ...ml-confirmation-tradestate-synonym.rosetta | 19 +++++++++---------- .../rosetta/observable-asset-type.rosetta | 2 +- .../main/rosetta/product-common-enum.rosetta | 6 +++--- 4 files changed, 20 insertions(+), 21 deletions(-) diff --git a/rosetta-source/src/main/rosetta/event-common-func.rosetta b/rosetta-source/src/main/rosetta/event-common-func.rosetta index 039f1d060f..4b4e00b0c8 100644 --- a/rosetta-source/src/main/rosetta/event-common-func.rosetta +++ b/rosetta-source/src/main/rosetta/event-common-func.rosetta @@ -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: @@ -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: @@ -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 diff --git a/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta index 901e6cd2e5..557452cc87 100644 --- a/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta +++ b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta @@ -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"] @@ -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"] @@ -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 @@ -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"] @@ -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 @@ -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 @@ -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" \ No newline at end of file + set result: productType contains "InterestRate:Forward:Debt" diff --git a/rosetta-source/src/main/rosetta/observable-asset-type.rosetta b/rosetta-source/src/main/rosetta/observable-asset-type.rosetta index 75cd233857..f8bcc29d6e 100644 --- a/rosetta-source/src/main/rosetta/observable-asset-type.rosetta +++ b/rosetta-source/src/main/rosetta/observable-asset-type.rosetta @@ -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 diff --git a/rosetta-source/src/main/rosetta/product-common-enum.rosetta b/rosetta-source/src/main/rosetta/product-common-enum.rosetta index 27e471e7bf..7cbc432eac 100644 --- a/rosetta-source/src/main/rosetta/product-common-enum.rosetta +++ b/rosetta-source/src/main/rosetta/product-common-enum.rosetta @@ -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.">