Merge branch 'master' of https://github.com/finos/common-domain-model …

…into type-coercions
rosetta-models · Nov 17, 2023 · d4c9267 · d4c9267
2 parents 43b8218 + 1724975
commit d4c9267
Show file tree

Hide file tree

Showing 56 changed files with 11,136 additions and 3,546 deletions.
diff --git a/RELEASE.md b/RELEASE.md
diff --git a/...a/cdm/base/staticdata/asset/common/processor/ProductIdentifierSourceMappingProcessor.java b/...a/cdm/base/staticdata/asset/common/processor/ProductIdentifierSourceMappingProcessor.java
@@ -2,8 +2,6 @@
 
 import cdm.base.staticdata.asset.common.ProductIdTypeEnum;
 import cdm.base.staticdata.asset.common.ProductIdentifier;
-import cdm.base.staticdata.asset.common.ProductTaxonomy;
-import cdm.base.staticdata.asset.common.TaxonomySourceEnum;
 import com.regnosys.rosetta.common.translation.MappingContext;
 import com.regnosys.rosetta.common.translation.MappingProcessor;
 import com.regnosys.rosetta.common.translation.MappingProcessorUtils;
@@ -26,7 +24,6 @@ public void map(Path synonymPath, RosettaModelObjectBuilder builder, RosettaMode
             MappingProcessorUtils.getNonNullMappingForModelPath(getMappings(), PathUtils.toPath(getModelPath().newSubPath("value")))
                 .map(m -> m.getXmlPath())
                 .ifPresent(xmlPath -> {
-//
                     ProductIdentifier.ProductIdentifierBuilder productIdentifierBuilder = (ProductIdentifier.ProductIdentifierBuilder) parent;
                     FieldWithMetaString.FieldWithMetaStringBuilder productIdentifierValueBuilder = (FieldWithMetaString.FieldWithMetaStringBuilder) builder;
 
@@ -68,8 +65,10 @@ protected ProductIdTypeEnum getSourceEnum(String scheme) {
             return ProductIdTypeEnum.RIC;
         } else if (scheme.contains("Bloomberg")){
             return ProductIdTypeEnum.BBGID;
-        }else if (scheme.contains("commodity-reference-price")){
+        } else if (scheme.contains("commodity-reference-price")){
             return ProductIdTypeEnum.ISDACRP;
+        } else if (scheme.contains("iso4914")) {
+            return ProductIdTypeEnum.UPI;
         } else {
             return ProductIdTypeEnum.OTHER;
         }

diff --git a/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java b/rosetta-source/src/main/java/cdm/event/workflow/processor/FISMapperMappingProcessor.java
@@ -555,8 +555,13 @@ private PathValue<EconomicTermsBuilder> getEcTerms(PathValue<TradeStateBuilder>
 
 	private PathValue<AssetPayout.AssetPayoutBuilder> getSecPO(PathValue<TradeStateBuilder> ts) {
 		PathValue<EconomicTermsBuilder> et = getEcTerms(ts);
-		return new PathValue<>(et.getModelPath().addElement("payout").addElement("securityFinancePayout", 0),
-				et.getValue().getOrCreatePayout().getOrCreateAssetPayout(0));
+		return new PathValue<>(et.getModelPath().addElement("collateral").addElement("collateralPortfolio", 0)
+				.addElement("collateralPosition", 0).addElement("product")
+				.addElement("contractualProduct").addElement("economicTerms")
+					.addElement("payout").addElement("assetPayout", 0),
+				et.getValue().getOrCreateCollateral().getOrCreateCollateralPortfolio(0).getOrCreateValue()
+						.getOrCreateCollateralPosition(0).getOrCreateProduct().getOrCreateContractualProduct()
+						.getOrCreateEconomicTerms().getOrCreatePayout().getOrCreateAssetPayout(0));
 	}
 
 	private PathValue<CollateralProvisions.CollateralProvisionsBuilder> getColPro(PathValue<TradeStateBuilder> ts) {

diff --git a/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java b/rosetta-source/src/main/java/cdm/security/lending/functions/SettlementFunctionHelper.java
@@ -11,7 +11,9 @@
 import cdm.event.common.functions.CalculateTransfer;
 import cdm.event.common.functions.Create_BusinessEvent;
 import cdm.event.common.functions.Create_Return;
+import cdm.event.common.metafields.ReferenceWithMetaCollateralPortfolio;
 import cdm.event.workflow.EventInstruction;
+import cdm.product.collateral.Collateral;
 import cdm.product.template.*;
 import com.google.common.collect.Iterables;
 import com.rosetta.model.lib.RosettaModelObject;
@@ -21,9 +23,7 @@
 
 import javax.inject.Inject;
 import java.time.LocalDate;
-import java.util.Arrays;
-import java.util.List;
-import java.util.Optional;
+import java.util.*;
 import java.util.function.Function;
 import java.util.stream.Collectors;
 
@@ -171,7 +171,17 @@ private Optional<Payout> getPayout(BusinessEvent executionBusinessEvent) {
                 .map(TradableProduct::getProduct)
                 .map(Product::getContractualProduct)
                 .map(ContractualProduct::getEconomicTerms)
-                .map(EconomicTerms::getPayout);
+                .map(EconomicTerms::getCollateral)
+                .map(Collateral::getCollateralPortfolio)
+                .orElse(Collections.emptyList()).stream()
+                .map(ReferenceWithMetaCollateralPortfolio::getValue)
+                .map(CollateralPortfolio::getCollateralPosition)
+                .flatMap(Collection::stream)
+                .map(CollateralPosition::getProduct)
+                .map(Product::getContractualProduct)
+                .map(ContractualProduct::getEconomicTerms)
+                .map(EconomicTerms::getPayout)
+                .findFirst();
     }
 
     private Optional<Payout> getSecurityPayout(BusinessEvent executionBusinessEvent) {

diff --git a/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json b/rosetta-source/src/main/resources/cdm-sample-files/fis/expectations.json
@@ -1,2 +1,2 @@
 [
-{"fileName":"cdm-sample-files/fis/isla1.xml","excludedPaths":0,"externalPaths":120,"outstandingMappings":10,"validationFailures":37,"qualificationExpectation":{"success":false,"qualifyResults":[{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecurityLendingAgreement","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":7}}]
+{"fileName":"cdm-sample-files/fis/isla1.xml","excludedPaths":0,"externalPaths":120,"outstandingMappings":10,"validationFailures":37,"qualificationExpectation":{"success":false,"qualifyResults":[{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"},{"qualifiedName":"SecuritiesFinance","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":13}}]
diff --git a/...rce/src/main/resources/cdm-sample-files/functions/repo-and-bond-execution-descriptor.json b/...rce/src/main/resources/cdm-sample-files/functions/repo-and-bond-execution-descriptor.json
@@ -97,5 +97,45 @@
     "markDownFile": "cdm-sample-files/functions/repo-and-bond/shaping.md",
     "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent",
     "nativeFunction": true
+  },
+    {
+    "group": "repo-and-bond",
+    "name": "Partial Delivery",
+    "description": "Partial Delivery",
+    "inputFile": "cdm-sample-files/functions/repo-and-bond/partial-delivery-input.json",
+    "expectedOutputFile": "cdm-sample-files/functions/repo-and-bond/partial-delivery-output.json",
+    "markDownFile": "cdm-sample-files/functions/repo-and-bond/partial-delivery.md",
+    "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent",
+    "nativeFunction": true
+  },
+    {
+    "group": "repo-and-bond",
+    "name": "Reprice",
+    "description": "Reprice",
+    "inputFile": "cdm-sample-files/functions/repo-and-bond/repo-reprice-input.json",
+    "expectedOutputFile": "cdm-sample-files/functions/repo-and-bond/repo-reprice-output.json",
+    "markDownFile": "cdm-sample-files/functions/repo-and-bond/repo-reprice.md",
+    "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent",
+    "nativeFunction": true
+  },
+    {
+    "group": "repo-and-bond",
+    "name": "Adjustment",
+    "description": "Adjustment",
+    "inputFile": "cdm-sample-files/functions/repo-and-bond/repo-adjustment-input.json",
+    "expectedOutputFile": "cdm-sample-files/functions/repo-and-bond/repo-adjustment-output.json",
+    "markDownFile": "cdm-sample-files/functions/repo-and-bond/repo-adjustment.md",
+    "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent",
+    "nativeFunction": true
+  },
+     {
+    "group": "repo-and-bond",
+    "name": "Substitution",
+    "description": "Substitution",
+    "inputFile": "cdm-sample-files/functions/repo-and-bond/repo-substitution-input.json",
+    "expectedOutputFile": "cdm-sample-files/functions/repo-and-bond/repo-substitution-output.json",
+    "markDownFile": "cdm-sample-files/functions/repo-and-bond/repo-substitution.md",
+    "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent",
+    "nativeFunction": true
   }
 ]
diff --git a/...urce/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json b/...urce/src/main/resources/cdm-sample-files/functions/repo-and-bond/cancellation-output.json
@@ -141,7 +141,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -398,7 +398,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -827,7 +827,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -1255,7 +1255,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {

diff --git a/...main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json b/...main/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-novation-output.json
@@ -129,7 +129,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -572,7 +572,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -996,7 +996,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -1420,7 +1420,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {

diff --git a/...in/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json b/...in/resources/cdm-sample-files/functions/repo-and-bond/clearing-via-open-offer-output.json
@@ -30,7 +30,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -465,7 +465,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -909,7 +909,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -1358,7 +1358,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {

diff --git a/...resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json b/...resources/cdm-sample-files/functions/repo-and-bond/on-demand-interest-payment-output.json
@@ -308,7 +308,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {

diff --git a/...main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json b/...main/resources/cdm-sample-files/functions/repo-and-bond/on-demand-rate-change-output.json
@@ -60,7 +60,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -317,7 +317,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -746,7 +746,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -1174,7 +1174,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {

diff --git a/...a-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json b/...a-source/src/main/resources/cdm-sample-files/functions/repo-and-bond/pair-off-output.json
@@ -15,7 +15,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -503,7 +503,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -908,7 +908,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -1396,7 +1396,7 @@
                   }
                 }, {
                   "source" : "ISDA",
-                  "productQualifier" : "RepurchaseAgreement"
+                  "productQualifier" : "SecuritiesFinance"
                 } ],
                 "economicTerms" : {
                   "effectiveDate" : {
@@ -1825,7 +1825,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {
@@ -2301,7 +2301,7 @@
               }
             }, {
               "source" : "ISDA",
-              "productQualifier" : "RepurchaseAgreement"
+              "productQualifier" : "SecuritiesFinance"
             } ],
             "economicTerms" : {
               "effectiveDate" : {