Merge remote-tracking branch 'origin/5.x.x' into 5.x.x-oil-physical-l…

…eg-fwd # Conflicts: # rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json # rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/processes/execution-advice/expectations.json # rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/products/equity-swaps/expectations.json # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-incomplete-products-commodity-derivatives-aggregated-mapping-failure-report.csv # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-incomplete-products-commodity-derivatives-failed-mappings-report.csv # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-processes-execution-advice-aggregated-mapping-failure-report.csv # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-processes-execution-advice-failed-mappings-report.csv # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-products-equity-swaps-aggregated-mapping-failure-report.csv # rosetta-source/src/main/resources/mapping-analytics/fpml-5-13-products-equity-swaps-failed-mappings-report.csv # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex11-physical-oil-pipeline-heating-oil-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex12-physical-gas-europe-zbt-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex14-physical-gas-europe-ttf-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex15-physical-oil-pipeline-crude-wcs-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex17-physical-power-uk-gtma-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex18-physical-power-us-eei-fixed-price-shaped-volume.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex20-physical-coal-us-fixed-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex21-physical-power-us-eei-fixed-price-shaped-volume-and-price.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex22-physical-gas-option-multiple-expiration.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex23-physical-power-option-daily-expiration-efet.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex29-physical-eu-emissions-option.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex30-physical-eu-emissions-forward.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex31-physical-us-emissions-option.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex47-physical-eu-emissions-option-pred-clearing.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.json # rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex70-execution-advice-commodity-swap-classification-termination-esma-emir-refit.json
rosetta-models · Mar 21, 2024 · b4ed11a · b4ed11a
2 parents 4c39ff0 + 9d54df0
commit b4ed11a
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Showing 27 changed files with 314 additions and 619 deletions.
diff --git a/...es/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json b/...es/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json
diff --git a/...rce/src/main/resources/cdm-sample-files/fpml-5-13/products/equity-swaps/expectations.json b/...rce/src/main/resources/cdm-sample-files/fpml-5-13/products/equity-swaps/expectations.json
@@ -1,4 +1,5 @@
 [
+{"fileName":"cdm-sample-files/fpml-5-13/products/equity-swaps/eqs-ex01-single-underlyer-execution-long-form.xml","excludedPaths":-1,"externalPaths":155,"outstandingMappings":40,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"EquitySwap_TotalReturnBasicPerformance_SingleName","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
 {"fileName":"cdm-sample-files/fpml-5-13/products/equity-swaps/eqs-ex02-composite-basket-long-form.xml","excludedPaths":-1,"externalPaths":190,"outstandingMappings":59,"validationFailures":5,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"EquitySwap_TotalReturnBasicPerformance_Basket","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
 {"fileName":"cdm-sample-files/fpml-5-13/products/equity-swaps/eqs-ex03-index-quanto-long-form.xml","excludedPaths":-1,"externalPaths":160,"outstandingMappings":44,"validationFailures":4,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"EquitySwap_PriceReturnBasicPerformance_Basket","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},
 {"fileName":"cdm-sample-files/fpml-5-13/products/equity-swaps/eqs-ex06-single-index-long-form.xml","excludedPaths":-1,"externalPaths":131,"outstandingMappings":33,"validationFailures":3,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"EquitySwap_PriceReturnBasicPerformance_Index","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}},

diff --git a/...fpml-5-13-incomplete-products-commodity-derivatives-aggregated-mapping-failure-report.csv b/...fpml-5-13-incomplete-products-commodity-derivatives-aggregated-mapping-failure-report.csv
@@ -1,4 +1,4 @@
-Mapping Coverage,43.54
+Mapping Coverage,41.67
 
 Input Path,Failed Mapping Count
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.eEPParameters.equivalentApplicable,2
@@ -21,6 +21,7 @@ trade.commoditySwap.weatherLeg.calculation.calculationDate.periodMultiplier,2
 trade.commoditySwaption.physicalExercise.europeanExercise.expirationDates.periodicDates.calculationPeriodFrequency.rollConvention,2
 trade.commoditySwap.environmentalPhysicalLeg.deliveryDate.adjustableDate.dateAdjustments.businessDayConvention,1
 trade.commodityOption.premium.premiumPerUnit.currency,1
+trade.commoditySwaption.commoditySwap.electricityPhysicalLeg.id,1
 trade.commoditySwap.gasPhysicalLeg.deliveryConditions.deliveryPoint.deliveryPointScheme,3
 trade.commoditySwap.gasPhysicalLeg.deliveryQuantity.physicalQuantity.quantityUnit,3
 trade.commoditySwap.environmentalPhysicalLeg.deliveryDate.adjustableDate.unadjustedDate,1
@@ -34,6 +35,7 @@ trade.commodityDigitalOption.effectiveDate.adjustableDate.unadjustedDate,1
 trade.commodityDigitalOption.digital.featurePaymentAmount.amount,1
 trade.commoditySwap.gasPhysicalLeg.gas.quality,1
 trade.commoditySwaption.commoditySwap.fixedLeg.settlementPeriodsPrice.settlementPeriodsReference.href,1
+trade.commoditySwap.oilPhysicalLeg.payerPartyReference.href,3
 trade.commodityDigitalOption.effectiveDate.adjustableDate.dateAdjustments.businessDayConvention,1
 trade.commodityPerformanceSwap.commodityReturnLeg.calculationPeriodsSchedule.balanceOfFirstPeriod,1
 trade.commoditySwap.coalPhysicalLeg.deliveryPeriods.periodsSchedule.period,1
@@ -72,6 +74,7 @@ trade.commoditySwap.environmentalPhysicalLeg.paymentDate.periodMultiplier,1
 trade.commodityPerformanceSwap.commodityVarianceLeg.varianceCalculation.valuationDates.valuationDates.id,1
 trade.commoditySwap.fixedLeg.settlementPeriodsPrice.settlementPeriodsReference.href,4
 trade.commodityBasketOption.exercise.settlementCurrency,1
+trade.commoditySwap.coalPhysicalLeg.receiverPartyReference.href,1
 trade.commoditySwap.gasPhysicalLeg.deliveryPeriods.periodsSchedule.period,3
 trade.commodityDigitalOption.premium.paymentAmount.amount,1
 trade.commodityBasketOption.effectiveDate.adjustableDate.unadjustedDate,1
@@ -110,6 +113,7 @@ trade.commoditySwap.gasPhysicalLeg.deliveryPeriods.periodsSchedule.id,3
 trade.commodityPerformanceSwap.commodityReturnLeg.receiverPartyReference.href,2
 trade.commoditySwap.gasPhysicalLeg.deliveryPeriods.supplyEndTime.location,1
 trade.commodityOption.calculation.settlementLevel,1
+trade.commoditySwap.electricityPhysicalLeg.payerPartyReference.href,4
 trade.commodityPerformanceSwap.commodityInterestLeg.calculationPeriodsScheduleReference.href,1
 trade.commodityPerformanceSwap.commodityVarianceLeg.calculationPeriodsSchedule.balanceOfFirstPeriod,2
 trade.commodityPerformanceSwap.commodityReturnLeg.commodity.specifiedPrice,2
@@ -227,6 +231,7 @@ trade.commodityBasketOption.notionalQuantityBasket.underlying.notionalQuantity.q
 trade.commoditySwaption.commoditySwap.gasPhysicalLeg.deliveryConditions.deliveryPoint.deliveryPointScheme,1
 trade.commodityForward.bullionPhysicalLeg.id,3
 trade.commodityPerformanceSwap.commodityVarianceLeg.payerPartyReference.href,2
+trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.receiverPartyReference.href,3
 trade.commodityBasketOption.premium.premiumPerUnit.currency,1
 trade.commodityForward.metalPhysicalLeg.payerPartyReference.href,1
 trade.commoditySwaption.commoditySwap.fixedLeg.calculationPeriodsSchedule.balanceOfFirstPeriod,2
@@ -235,6 +240,7 @@ trade.commodityForward.averagePriceLeg.paymentDates.relativeDate.dateRelativeTo.
 trade.commodityDigitalOption.commodity.publication.rateSourcePage,1
 trade.commodityPerformanceSwap.commodityReturnLeg.notionalAmount.reinvestmentFeature,2
 trade.commodityOption.exercise.relativePaymentDates.payRelativeTo,1
+trade.commoditySwap.electricityPhysicalLeg.receiverPartyReference.href,4
 trade.commodityPerformanceSwap.commodityVarianceLeg.calculationPeriodsSchedule.id,2
 trade.commoditySwap.fixedLeg.calculationPeriodsReference.href,2
 trade.commoditySwap.electricityPhysicalLeg.deliveryPeriods.periodsSchedule.periodMultiplier,1
@@ -276,6 +282,7 @@ trade.commoditySwap.oilPhysicalLeg.deliveryConditions.pipeline.pipelineName.pipe
 trade.commoditySwap.weatherLeg.weatherIndexData.synopticDataFallback,2
 trade.commodityPerformanceSwap.commodityReturnLeg.calculationPeriodsScheduleReference.href,1
 trade.commoditySwap.electricityPhysicalLeg.deliveryConditions.deliveryPoint,2
+trade.commoditySwap.coalPhysicalLeg.payerPartyReference.href,1
 trade.commoditySwap.weatherLeg.weatherNotionalAmount.currency,2
 trade.commoditySwap.electricityPhysicalLeg.deliveryPeriods.periodsSchedule.balanceOfFirstPeriod,1
 trade.commoditySwap.electricityPhysicalLeg.deliveryConditions.deliveryZone.deliveryPointScheme,2
@@ -313,7 +320,9 @@ trade.commodityDigitalOption.premium.paymentDate.relativeDate.dateRelativeTo.hre
 trade.commoditySwap.floatingLeg.masterAgreementPaymentDates,3
 trade.commodityPerformanceSwap.commodityVarianceLeg.varianceStrikePrice,2
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.abandonmentOfScheme,1
+trade.commoditySwap.oilPhysicalLeg.receiverPartyReference.href,3
 trade.commoditySwaption.commoditySwap.gasPhysicalLeg.deliveryQuantity.totalPhysicalQuantity.quantity,1
+trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.payerPartyReference.href,3
 trade.commodityForward.bullionPhysicalLeg.physicalQuantity.id,3
 trade.commoditySwap.floatingLeg.quantityReference.href,3
 trade.commodityPerformanceSwap.commodityReturnLeg.relativePaymentDates.payRelativeTo,2
@@ -330,6 +339,7 @@ trade.commodityPerformanceSwap.commodityInterestLeg.relativePaymentDates.payment
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.paymentDate.periodMultiplier,3
 trade.commoditySwap.marketDisruption.disruptionFallbacks,2
 trade.commodityBasketOption.notionalQuantityBasket.underlying.id,3
+trade.commoditySwaption.commoditySwap.gasPhysicalLeg.receiverPartyReference.href,1
 trade.commodityForward.bullionPhysicalLeg.deliveryLocation,3
 trade.commodityPerformanceSwap.commodityVarianceLeg.varianceCalculation.valuationDates.dayDistribution,1
 trade.commodityForward.valueDate.adjustableDate.dateAdjustments.businessDayConvention,3
@@ -339,6 +349,7 @@ trade.commoditySwaption.commoditySwap.gasPhysicalLeg.gas.type,1
 trade.commoditySwap.coalPhysicalLeg.deliveryPeriods.periodsSchedule.periodMultiplier,1
 trade.commodityBasketOption.notionalQuantityBasket.underlying.pricingDates.lag.lagDuration.periodMultiplier,3
 trade.commoditySwap.electricityPhysicalLeg.settlementPeriods.endTime.time.hourMinuteTime,8
+trade.commoditySwaption.commoditySwap.electricityPhysicalLeg.receiverPartyReference.href,1
 trade.commodityPerformanceSwap.commodityVarianceLeg.relativePaymentDates.id,1
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.failureToDeliverApplicable,3
 trade.commodityBasketOption.exercise.europeanExercise.expirationDate.relativeDate.periodMultiplier,1
@@ -360,6 +371,7 @@ trade.commodityDigitalOption.premium.paymentDate.relativeDate.period,1
 trade.commodityForward.metalPhysicalLeg.physicalQuantity.quantityFrequency,1
 trade.commodityPerformanceSwap.primaryAssetClass,4
 trade.commodityPerformanceSwap.commodityVarianceLeg.receiverPartyReference.href,2
+trade.commoditySwap.environmentalPhysicalLeg.receiverPartyReference.href,1
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.deliveryDate.adjustableDate.dateAdjustments.businessDayConvention,1
 trade.commodityBasketOption.notionalQuantityBasket.id,1
 trade.commoditySwap.fixedLeg.fixedPriceSchedule.settlementPeriodsPriceSchedule.settlementPeriodsReference.href,3
@@ -422,6 +434,7 @@ trade.commodityForward.averagePriceLeg.calculationPeriodsSchedule.id,2
 trade.commoditySwaption.commoditySwap.electricityPhysicalLeg.deliveryQuantity.physicalQuantity.quantityFrequency,1
 trade.commoditySwap.electricityPhysicalLeg.deliveryQuantity.physicalQuantitySchedule.deliveryPeriodsScheduleReference.href,4
 trade.commoditySwaption.commoditySwap.environmentalPhysicalLeg.numberOfAllowances.id,3
+trade.commoditySwaption.commoditySwap.electricityPhysicalLeg.payerPartyReference.href,1
 trade.commoditySwap.electricityPhysicalLeg.settlementPeriods.excludeHolidays,6
 trade.commoditySwap.electricityPhysicalLeg.deliveryQuantity.physicalQuantity.settlementPeriodsReference.href,2
 trade.commoditySwap.electricityPhysicalLeg.deliveryQuantity.physicalQuantitySchedule.quantityStep.quantityUnit,12
@@ -442,6 +455,7 @@ trade.commoditySwap.weatherLeg.weatherCalculationPeriods.calculationPeriod.calcu
 trade.commoditySwap.fixedLeg.fixedPriceSchedule.settlementPeriodsPriceSchedule.settlementPeriodsPriceStep.priceCurrency,6
 trade.commodityPerformanceSwap.commodityVarianceLeg.varianceCalculation.valuationDates.valuationDates.unadjustedDate,1
 trade.commoditySwap.weatherLeg.weatherIndexData.alternativeDataProvider,2
+trade.commoditySwap.environmentalPhysicalLeg.payerPartyReference.href,1
 trade.commoditySwap.weatherLeg.weatherIndexData.weatherStationSecondFallback.weatherStationWBAN,2
 party.organizationType,12
 trade.commodityOption.calculation.calculationDate.periodMultiplier,1
@@ -476,6 +490,7 @@ trade.commodityForward.averagePriceLeg.calculation.averagingMethod,1
 trade.commodityForward.fixedLeg.paymentDates.relativeDate.periodMultiplier,1
 trade.commodityForward.averagePriceLeg.payerPartyReference.href,2
 trade.commodityPerformanceSwap.commodityReturnLeg.relativePaymentDates.calculationPeriodsScheduleReference.href,2
+trade.commoditySwaption.commoditySwap.gasPhysicalLeg.payerPartyReference.href,1
 trade.commodityPerformanceSwap.commodityVarianceLeg.varianceCalculation.pricingDates.dayDistribution,1
 trade.commodityPerformanceSwap.commodityReturnLeg.relativePaymentDates.paymentDaysOffset.businessDayConvention,2
 trade.commodityForward.averagePriceLeg.calculation.pricingDates.dayType,2
@@ -506,6 +521,7 @@ trade.commoditySwaption.physicalExercise.europeanExercise.expirationDates.period
 trade.commodityPerformanceSwap.commodityVarianceLeg.relativePaymentDates.calculationPeriodsScheduleReference.href,1
 trade.commodityForward.fixedLeg.relativePaymentDates.payRelativeToEvent,1
 trade.commoditySwap.weatherLeg.receiverPartyReference.href,2
+trade.commoditySwap.gasPhysicalLeg.receiverPartyReference.href,3
 trade.commodityBasketOption.exercise.relativePaymentDates.paymentDaysOffset.dayType,1
 trade.commoditySwap.oilPhysicalLeg.deliveryConditions.pipeline.risk,2
 trade.commodityPerformanceSwap.commodityInterestLeg.relativePaymentDates.paymentDaysOffset.period,2
@@ -546,6 +562,7 @@ trade.commodityOption.calculation.businessDays,1
 trade.commoditySwaption.commoditySwap.electricityPhysicalLeg.deliveryQuantity.totalPhysicalQuantity.quantityUnit,1
 trade.commoditySwap.weatherLeg.weatherIndexData.finalEditedData,2
 trade.commodityForward.valueDate.adjustableDate.unadjustedDate,3
+trade.commoditySwap.gasPhysicalLeg.payerPartyReference.href,3
 trade.commodityPerformanceSwap.commodityVarianceLeg.commodity.instrumentId.instrumentIdScheme,2
 trade.commodityForward.averagePriceLeg.commodity.instrumentId.instrumentIdScheme,2
 trade.commoditySwap.coalPhysicalLeg.deliveryQuantity.id,1