Manuel Carrera CDM FX NDS dev (finos#2866)

* CDM FX NDS dev

This contribution adds qualification support for FX NDS

* Update RELEASE.md

---------

Co-authored-by: Manuel Carrera <[email protected]>
Co-authored-by: JayasriR <[email protected]>
Co-authored-by: Jayasri Radhakrishnan <[email protected]>

RELEASE.md

@@ -1,14 +1,15 @@
-# _Infrastructure - Dependency Update_
+# _Product Model - Qualification of Foreign Exchange NDS_
 
-_What is being released?_
-
-This release updates the `rosetta-bundle` dependency.
+_Background_
 
-Version updates include:
-- `rosetta-bundle` 10.15.7: Translate bug fix to handle enum name clashes.
+Currently, Foreign Exchange Non-Deliverable Swaps are not supported in the Common Domain Model. This release adds qualification support for this kind of product.
 
-There are no changes to the model or test expectations.
+_What is being released?_
 
+- Added the function `Qualify_ForeignExchange_NDS` that qualifies as true if a product has two forward payouts with an FX underlier and the `cashSettlementTerms` populated.
 _Review directions_
 
-The changes can be reviewed in PR: [#2870](https://github.com/finos/common-domain-model/pull/2870)
+In the Rosetta platform, select the Textual View and inspect each of the changes identified above.
+
+PR: [#2866](https://github.com/finos/common-domain-model/pull/2866)
+

rosetta-source/src/main/rosetta/product-qualification-func.rosetta

@@ -1434,6 +1434,18 @@ func Qualify_ForeignExchange_NDF: <"Qualifies a product as Foreign Exchange Non-
             and economicTerms -> payout -> forwardPayout -> underlier -> foreignExchange count = 1
             and economicTerms -> payout -> forwardPayout -> settlementTerms -> cashSettlementTerms exists
 
+func Qualify_ForeignExchange_NDS: <"Qualifies a product as Foreign Exchange NDS based on economic terms, which is defined as a contract in which one party borrows one currency from, and simultaneously lends another to, the second party. Each party uses the repayment obligation to its counterparty as collateral and the amount of repayment is fixed at the FX forward rate as of the start of the contract.">
+    [qualification Product]
+    inputs:
+        economicTerms EconomicTerms (1..1)
+    output:
+        is_product boolean (1..1)
+    set is_product:
+        Qualify_AssetClass_ForeignExchange(economicTerms) = True
+            and economicTerms -> payout -> forwardPayout -> underlier -> foreignExchange only exists
+            and economicTerms -> payout -> forwardPayout -> underlier -> foreignExchange count = 2
+            and economicTerms -> payout -> forwardPayout -> settlementTerms -> cashSettlementTerms exists
+
 func Qualify_ForeignExchange_ParameterReturnVariance: <"Qualifies a product as Foreign Exchange Swap for which the performance is based on the variance of a foreign exhange underlier.  The determination of the qualification is based on the economic terms and the following criteria: 1) Is a Foreign Exchange product (the underlier is foreign exchange) 2) with only one performance leg 3) which has variance return terms, 4) there are no option features.">
     [qualification Product]
     inputs: