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open contribution test
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open contribution test
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davidalk committed Sep 27, 2023
1 parent 35319ff commit c979a05
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7 changes: 7 additions & 0 deletions rosetta-source/src/main/rosetta/product-asset-func.rosetta
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Expand Up @@ -12,6 +12,13 @@ import cdm.product.template.*
import cdm.product.asset.calculation.*
import cdm.product.common.schedule.*

func NewFunc:
inputs:
input NewType(1..1)
output:
out NewType(1..1)
set out: input

func FixedAmount: <"2006 ISDA Definition Article 5 Section 5.1. Calculation of a Fixed Amount: The Fixed Amount payable by a party on a Payment Date will be: (a) if an amount is specified for the Swap Transaction as the Fixed Amount payable by that party for that Payment Date or for the related Calculation Period, that amount; or (b) if an amount is not specified for the Swap Transaction as the Fixed Amount payable by that party for that Payment Date or for the related Calculation Period, an amount calculated on a formula basis for that Payment Date or for the related Calculation Period as follows: Fixed Amount = Calculation Amount × Fixed Rate × Day Count Fraction.">
[calculation]
inputs:
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3 changes: 3 additions & 0 deletions rosetta-source/src/main/rosetta/product-asset-type.rosetta
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Expand Up @@ -21,6 +21,9 @@ import cdm.observable.asset.calculatedrate.*

import cdm.mapping.config.*

type NewType:
field string (1..1)

type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of a referenced underlier. (e.g. Commodities). Can represent both average (average of many) & bullet (average of 1) pricing">
[metadata key]
averagingFeature AveragingCalculation (0..1) <"Indicates if the averaging calculation, when applicable, is weighted or unweighted.">
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