Lionel Smith-Gordon Price P3+ - Release (finos#3202)

* Price P3+

Add attribute FixedPrice to SettlementPayout

* Price

On Option Payout

* Release note

* correction of typo

correction of typo

---------

Co-authored-by: Lionel Smith-Gordon <[email protected]>
Co-authored-by: Lionel SG <[email protected]>

RELEASE.md

@@ -1,12 +1,18 @@
-# _Infrastructure - Dependency Update_
+# *CDM Product Model - Add Price to Payouts*
+
+_Background_
+
+This is an additional enhancement following the Asset Refactoring initiative by improving the consistency
+of the modelling of prices on payouts.
 
 _What is being released?_
 
-This release updates the `DSL` dependency.
+The new attribute `fixedPrice` of type `PriceSchedule` has been added to the `OptionPayout` and to the
+`SettlementPayout`.  Both additionally have a `metadata` address link, pointing to the `PriceQuantity`
+in the `TradeLot`.
 
-Version updates include:
-- `DSL` 9.20.0: support for passing metadata to functions and highlighting fixes. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.20.0
+_Review Directions_
 
-_Review directions_
+In Rosetta, select the Textual Browser and inspect the changes to the two payouts identified above.
 
-The changes can be reviewed in PR: [#3191](https://github.com/finos/common-domain-model/pull/3191)
+Changes can be reviewed in PR [#3184](https://github.com/finos/common-domain-model/pull/3190)

rosetta-source/src/main/rosetta/product-template-type.rosetta

@@ -86,6 +86,8 @@ type OptionPayout extends PayoutBase: <" The option payout specification terms.
     optionType OptionTypeEnum (0..1) <"The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.">
     exerciseTerms ExerciseTerms (1..1) <"The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash).">
     strike OptionStrike (0..1) <"Specifies the strike of the option">
+    fixedPrice PriceSchedule (0..*) <"Specifies the price of the settlement. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing.">
+        [metadata address "pointsTo"=PriceQuantity->price]
 
     condition ClearedPhysicalSettlementExists:
         if settlementTerms -> physicalSettlementTerms exists
@@ -405,6 +407,8 @@ type SettlementPayout extends PayoutBase: <"Represents a forward settling payout
     deliveryTerm string (0..1) <"Also called contract month or delivery month. However, it's not always a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023 contract, (Z = December). For crude oil, the corresponding contract might be called CLZ23.">
     delivery AssetDeliveryInformation (0..1) <"Contains the information relative to the delivery of the asset.">
     schedule CalculationSchedule (0..1) <"Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way.">
+    fixedPrice PriceSchedule (0..*) <"Specifies the price of the settlement. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing.">
+        [metadata address "pointsTo"=PriceQuantity->price]
 
     condition Underlier: <"The underlier for a settlement payout cannot be a NonTransferableProduct.">
         underlier -> Product -> NonTransferableProduct is absent