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Price component FpML mappings #2329
Merged
hugohills-regnosys
merged 41 commits into
finos:master
from
rosetta-models:price-component-mappings
Aug 30, 2023
Merged
Price component FpML mappings #2329
hugohills-regnosys
merged 41 commits into
finos:master
from
rosetta-models:price-component-mappings
Aug 30, 2023
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hugohills-regnosys
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Complexity: Small/Bug/Mapping
Something isn't working - Requires one TA approval
Target: Development
Criticality: Medium/Low
Category: Modelling
labels
Aug 24, 2023
lolabeis
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Aug 25, 2023
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I also have some comments re the following samples:
- FX Barrier
fx-ex12
andfx-ex13
- (New) cap / floor w spread
ird-ex22
andird-ex23
- Inverse floater
ird-ex27
rosetta-source/src/main/rosetta/product-common-settlement-type.rosetta
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…rice-component-mappings
…rice-component-mappings
...ce/src/main/resources/result-json-files/fpml-5-10/products/fx/fx-ex12-fx-barrier-option.json
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...ource/src/main/resources/result-json-files/fpml-5-10/products/rates/ird-ex22-cap-spread.json
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.../src/main/resources/result-json-files/fpml-5-12/products/rates/ird-ex27-inverse-floater.json
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lolabeis
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Aug 29, 2023
rosetta-source/src/main/rosetta/product-common-settlement-type.rosetta
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...urces/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json
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lolabeis
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Aug 30, 2023
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Labels
Category: Modelling
Complexity: Small/Bug/Mapping
Something isn't working - Requires one TA approval
Criticality: Medium/Low
Target: Development
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