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JEAN BAPTISTE ZIADE BespokePayoutFormula #2962

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9f85549
TH_Valuation_Instruction
gtarres Nov 29, 2023
2f50aaf
ValuationInstruction now contains the replace flag. Create_Valuation …
manel-martos Dec 1, 2023
b797ab2
Fix CVE scanning (#2561) (#2562)
hugohills-regnosys Dec 1, 2023
d6b68e8
Added Valuation update release notes into RELEASE.md
manel-martos Dec 1, 2023
c977d95
DSL Update (#2550)
SimonCockx Dec 1, 2023
b49ab16
5xx Prevent GitHub Actions from being triggered twice (#2559) (#2563)
SimonCockx Dec 1, 2023
f48a3f3
Fix merging, update to 5.x.x, and resolve conflicts
hugohills-regnosys Dec 1, 2023
e7f64fd
Remove already released release note
hugohills-regnosys Dec 1, 2023
7a408f9
Update RELEASE.md
lolabeis Dec 1, 2023
1a0cf5c
Update RELEASE.md
lolabeis Dec 1, 2023
e641028
Update RELEASE.md
lolabeis Dec 1, 2023
75bccf8
Merge pull request #2552 from rosetta-models/gtarres_auth0_6226136367…
lolabeis Dec 1, 2023
aea4912
Marc Gratacos Updated Qualifying functions for Known Amount ZC (#2571)
hugohills-regnosys Dec 1, 2023
4307cf1
Bataller García Eric Deprecated use of personRole in NaturalPerson ty…
regnosys-prod-user Dec 6, 2023
3b95d26
Update ISO country code to keep in sync with latest ISO list (#2605)
hugohills-regnosys Jan 4, 2024
920c2a3
[5.x.x] Update CDM to use DSL version 9.3.0 (#2606)
hugohills-regnosys Jan 4, 2024
dbb74eb
[5.x.x] BUG-560: Bond forwards do not qualify (#2603)
hugohills-regnosys Jan 4, 2024
c7e8eed
update bundle version 5 x x (#2615)
PayalKhanna Jan 8, 2024
ba8af1a
format 5xx (#2619)
PayalKhanna Jan 9, 2024
809e35d
Update DSL version to 9.3.1 (#2626)
hugohills-regnosys Jan 15, 2024
a5bc6db
FRO_Mappings_Update_prod
JanBaserba Jan 16, 2024
cef5de0
PTRR_Mappings_prod
JanBaserba Jan 16, 2024
e7f60ce
Merge remote-tracking branch 'origin/5.x.x' into jbaserba_FRO_Mapping…
PayalKhanna Jan 17, 2024
d29569c
added Release Note
PayalKhanna Jan 17, 2024
b4ce917
FRO_Mappings_Update_prod
PayalKhanna Jan 17, 2024
fd5cc9b
Update RELEASE.md
PayalKhanna Jan 17, 2024
9ee9fd0
Merge remote-tracking branch 'origin/5.x.x' into jbaserba_PTRR_Mappin…
PayalKhanna Jan 17, 2024
fa8f14c
added Release Note and updated expectations
PayalKhanna Jan 17, 2024
6b267d5
Update RELEASE.md
PayalKhanna Jan 17, 2024
8256526
Merge pull request #2635 from rosetta-models/jbaserba_FRO_Mappings_Up…
lolabeis Jan 17, 2024
7d358f5
Merge remote-tracking branch 'origin/5.x.x' into jbaserba_PTRR_Mappin…
PayalKhanna Jan 17, 2024
f9ebae8
Merge pull request #2637 from rosetta-models/jbaserba_PTRR_Mappings_prod
lolabeis Jan 17, 2024
17c2bc1
[5xx] DSL update (#2645)
SimonCockx Jan 24, 2024
aa7b5e3
Nicholas Moger Create_Execution Update - Release PR (#2649)
JayasriR Jan 25, 2024
e8caa2d
[5.x.x] Fix bond forward mapping issues (#2656)
hugohills-regnosys Jan 26, 2024
e8e90a6
Manuel Carrera PTRR Service Provider - Release PR (#2651)
JayasriR Jan 26, 2024
ea87b77
Marc Gratacos Prod: Updates to the Zero Coupon Qualification - Releas…
JayasriR Jan 29, 2024
4c3566e
Gopazo enhanced price mappings prod rn (#2644)
PayalKhanna Jan 30, 2024
f91ffb4
Format (#2674)
regnosys-prod-user Feb 2, 2024
00be587
[5.x.x] Update bundle dependency for translate fix for FpML oilPhysic…
hugohills-regnosys Feb 2, 2024
153e95a
fix Release Note
PayalKhanna Feb 5, 2024
b73ddb6
Update RELEASE.md
PayalKhanna Feb 5, 2024
cebdb6a
Update RELEASE.md
PayalKhanna Feb 6, 2024
e9dc159
Merge pull request #2682 from rosetta-models/fix_release-note-5xx
lolabeis Feb 6, 2024
83bd967
[5.x.x] JSON schema support (#2686)
hugohills-regnosys Feb 9, 2024
3590371
[5.x.x] STORY-3109: A DRR user can get valid output from ToDateTime f…
hugohills-regnosys Feb 9, 2024
9946b0e
RBA_BOND_BASIS DCF Prod
manucarreramoreno Feb 22, 2024
f22cc39
CommodityClassificationMappings_PROD
rogerguitart Feb 23, 2024
5a80499
update bundle version and Enums with fpml schema updates [Production]…
PayalKhanna Feb 26, 2024
94fb424
CDM Day Count Fraction RBA_BOND_BASIS Prod
manucarreramoreno Feb 26, 2024
8773aec
remove navigation build from pipeline (#2722)
PayalKhanna Feb 26, 2024
2cc6132
Merge remote-tracking branch 'origin/5.x.x' into mcarrera-cdmPRODDayC…
PayalKhanna Feb 26, 2024
a2c52fd
update release Note
PayalKhanna Feb 26, 2024
1788f4f
Update RELEASE.md
PayalKhanna Feb 26, 2024
6067fe9
Mcarrera commodity forwards update expectations PROD (#2719)
PayalKhanna Feb 26, 2024
bb511b9
Merge remote-tracking branch 'origin/5.x.x' into mcarrera-cdmPRODDayC…
PayalKhanna Feb 26, 2024
2ece240
Update RELEASE.md
eacunaISDA Feb 26, 2024
50edb5a
[5.x.x] BUG-572: DSL - handling null values in expressions (#2729)
SimonCockx Feb 26, 2024
149600a
Merge pull request #2726 from rosetta-models/mcarrera-cdmPRODDayCount…
lolabeis Feb 27, 2024
ddac439
Merge remote-tracking branch 'origin/5.x.x' into rguitart-CommodityCl…
PayalKhanna Feb 27, 2024
7b48ca4
update release Note
PayalKhanna Feb 27, 2024
1858ee8
update release Note
PayalKhanna Feb 27, 2024
ea702af
Update RELEASE.md
rogerguitart Feb 27, 2024
3a7bde4
Update RELEASE.md
rogerguitart Feb 27, 2024
5b6d78f
Update RELEASE.md
rogerguitart Feb 27, 2024
fba6669
Update RELEASE.md
rogerguitart Feb 27, 2024
d9ac3f8
Merge pull request #2734 from rosetta-models/rguitart-CommodityClassi…
lolabeis Feb 27, 2024
aaee905
Rguitart settlement type mappings release prod (#2728)
PayalKhanna Feb 27, 2024
7206894
Ebataller isdaiifm tma master agreement type enum release prod (#2720)
PayalKhanna Feb 27, 2024
e702123
Gopazo qualifying functions etd release prod (#2733)
PayalKhanna Feb 27, 2024
f1ae4ad
CDM Commodity Physical Options prod
manucarreramoreno Mar 6, 2024
cd394fe
CDM Commodity Physical Options prod
manucarreramoreno Mar 6, 2024
6846086
Update RELEASE.md
JayasriR Mar 6, 2024
837cbdc
Update RELEASE.md
manucarreramoreno Mar 6, 2024
4fc3b2c
Merge pull request #2750 from rosetta-models/mcarrera_auth0_619cb6a21…
lolabeis Mar 7, 2024
8ce107b
sequential-build-steps (#2782)
PayalKhanna Mar 14, 2024
48f76f5
[5.x.x] Update DSL version to 9.7.0 (#2780)
hugohills-regnosys Mar 15, 2024
b21d83f
[5.x.x] Infrastructure - fix build config file and reformatting (#2791)
regnosys-prod-user Mar 19, 2024
09c15d1
[5.x.x] Remove unused files related to the CDM Portal (#2799)
hugohills-regnosys Mar 21, 2024
9d54df0
[5.x.x] STORY-3208: A CDM user has access to the FpML 5.13 ingestion …
hugohills-regnosys Mar 21, 2024
fa9b3c0
[5.x.x] STORY-3174: Enhanced commodity classification mapping (#2803)
hugohills-regnosys Mar 21, 2024
d3ccccb
Jbziade portfolio price return terms fragmos prod fix mappings (#2776)
PayalKhanna Mar 25, 2024
2b36501
[5xx] Gopazo th contractual party mapping fix prod (#2833)
PayalKhanna Apr 4, 2024
ac73e4b
Jbziade acc decumulator temporay drr prod release (#2830)
PayalKhanna Apr 5, 2024
9deb9c1
Mcarrera product qualification asset class upgrade release 5xx (#2840)
PayalKhanna Apr 5, 2024
5ac9605
[5.x.x] Fix merge issues in PR #2840 (#2843)
hugohills-regnosys Apr 8, 2024
3bfb862
[5.x.x] Fix commodity swap settlement type mappings (#2836)
hugohills-regnosys Apr 8, 2024
f34f1ca
Manuel Carrera CDM Asset Class Qualification PROD fixed with expectat…
PayalKhanna Apr 9, 2024
749fb6d
[5.x.x] STORY-3262 AssetClass qualification fix (#2862)
regnosys-prod-user Apr 16, 2024
966c44a
Manuel Carrera CDM FX NDS prod (#2867)
regnosys-prod-user Apr 18, 2024
8edecc5
Roger Guitart TRS on a bond - PROD (#2856)
regnosys-prod-user Apr 18, 2024
9ca4ce2
[5.x.x] Changes to utilize the new Python code generator (v2) (#2875)
JayasriR Apr 19, 2024
aedac4d
DSL update 5xx (#2876)
SimonCockx Apr 19, 2024
cf38b14
Add nexus-staging-maven-plugin to auto release after close (#2887)
JayasriR Apr 29, 2024
cb8af31
[5.x.x] Update Rosetta Common version to 10.17.1 (#2892)
minesh-s-patel May 2, 2024
f376632
Add nexus-staging-maven-plugin to auto release after close (#2912)
JayasriR May 3, 2024
4400ce3
[5.x.x] RoundToPrecision bug fix (#2916)
hugohills-regnosys May 7, 2024
5a932a5
Reinstate GBP_SONIA_Refinitiv_Term in FloatingRateIndexEnum 5xx (#2922)
PayalKhanna May 14, 2024
696029b
[5.x.x] FpML mapping fixes - FRA payment frequency and other fixes fr…
hugohills-regnosys May 24, 2024
5850a58
Update fpml scheme import additive only 5xx (#2931)
PayalKhanna May 24, 2024
a78ae4c
Update pom.xml (#2939)
davidalk May 28, 2024
d7bd63a
[5.x.x] FRA payment frequency should be mapped to the fixed leg (#2946)
hugohills-regnosys May 31, 2024
8fdcaff
BespokePayoutFormula
JBZ-Fragmos Jun 4, 2024
1ad6d7d
Merge branch 'jbziade_auth0_5fe1be69c40973007616a588-FRAGMOS_BeSpokeP…
JBZ-Fragmos Jun 19, 2024
b0318a9
BepokePayoutFormula_update20240619
JBZ-Fragmos Jun 19, 2024
004dbfa
BespokePayoutFormula_update
JBZ-Fragmos Jul 12, 2024
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Marc Gratacos Updated Qualifying functions for Known Amount ZC (#2571)
* Update RELEASE.md

* Update RELEASE.md

* Update RELEASE.md

* Update RELEASE.md

* Add PR link

* Updated Qualifying functions for Known Amount ZC

Updated the qualifying functions and synonym mappings for Known Amount ZC Swaps.

* Fix CVE scanning (#2561)

* Fixed CVE scan

* Added JAVA_HOME env

* Fixed versioning

* Fixed versioning

* Fixed versioning

* Prevent GitHub Actions from being triggered twice (#2559)

* Corrected action workflows

* Test

* Test

* Fixed

* Cleaned

* Updated Qualifying functions for Known Amount ZC 2

Updated the Qualifying functions for Known Amount Zero Coupon Swaps.

* Revert "Prevent GitHub Actions from being triggered twice (#2559)"

This reverts commit b297b46.

* Revert "Fix CVE scanning (#2561)"

This reverts commit 42aedde.

* Fix release notes

* Add release note

* Fix syntax validation error and update docs code snippet

* Update PR

---------

Co-authored-by: JayasriR <124573358+JayasriR@users.noreply.github.com>
Co-authored-by: eacunaISDA <82891014+eacunaISDA@users.noreply.github.com>
Co-authored-by: lolabeis <leo.labeis@regnosys.com>
Co-authored-by: Marc Gratacos <mgratacos@tradeheader.com>
Co-authored-by: SimonCockx <47859223+SimonCockx@users.noreply.github.com>
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6 people authored Dec 1, 2023
commit aea4912f7b22ceecd5cb8161b1be8631e225a585
38 changes: 36 additions & 2 deletions RELEASE.md
Original file line number Diff line number Diff line change
@@ -18,8 +18,7 @@ _Review directions_

Inspect formatting changes in the files listed above.

There are no functional changes to the model. In the expectation files, global keys and references have been updated due
to a bug fix, but they remain semantically the same.
There are no functional changes to the model. In the expectation files, global keys and references have been updated due to a bug fix, but they remain semantically the same.

The changes can be reviewed in PR [#2550](https://github.com/finos/common-domain-model/pull/2550).

@@ -58,3 +57,38 @@ _Review directions_
In the CDM Portal, select the Textual Browser and inspect each of the changes identified above.

PR: [#2552](https://github.com/finos/common-domain-model/pull/2552)

# *Product Model - Qualification Functions for Zero-coupon Swaps*

_Background_

The qualification function for a zero-coupon swap is too restrictive in CDM, since it requires that all the payout legs should feature one unique payment at Term. Normally a zero coupon only points out that at least one leg has a unique payment made at term.

This release fixes this, along with some inaccurate provisions of qualifying functions regarding zero-coupon swaps. In addition, a new `Qualify_Transaction_ZeroCoupon_KnownAmount` function was added to facilitate the classification of Zero Coupon swaps with a Known Amount.

This release also removes the use of conditional synonym mappings from FpML to CDM of the `PrincipalPayments` element for Zero-Coupon Swaps with Known Amount cases. The `Qualify_SubProduct_FixedFloat` qualification function has also been updated to not require the use of this `PrincipalPayments` element.

_What is being released?_

- Minor changes to existing Zero-Coupon Swap qualification functions
- Addition of a new Zero-Coupon Swap Known Amount qualification function
- Removed the conditional synonym mappings from FpML to CDM for the PrincipalPayments element in scenarios with Zero-Coupon Swaps with Known Amount.

_Qualification_

- Updated `Qualify_Transaction_ZeroCoupon` function to accurately qualify Zero-Coupon swaps.
- Updated `Qualify_SubProduct_FixedFloat` function to include Zero-Coupon swaps with Known Amount.
- Updated `Qualify_InterestRate_IRSwap_FixedFloat_ZeroCoupon` function to include Zero-Coupon swaps with Known Amount.
- Updated `Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon` function to include Zero-Coupon swaps with Known Amount.
- Created new `Qualify_Transaction_ZeroCoupon_KnownAmount` function.
- Updated the annotations of `Qualify_InterestRate_IRSwap_FixedFloat_ZeroCoupon`, `Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon` and `Qualify_InterestRate_InflationSwap_Basis_ZeroCoupon` functions to accurately describe the qualified products.

_Translate_

- Deprecated use of synonym mapping from FpML to CDM for the `PrincipalPayments` element for Zero-Coupon Swaps with Known Amount cases.

Review directions

In the CDM Portal, select the Textual Browser and inspect each of the changes identified above.

Inspect Pull Request: [#2571](https://github.com/finos/common-domain-model/pull/2571)
2 changes: 1 addition & 1 deletion docs/product-model.md
Original file line number Diff line number Diff line change
@@ -986,7 +986,7 @@ func Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon:
Qualify_BaseProduct_Inflation(economicTerms) = True
and Qualify_BaseProduct_CrossCurrency( economicTerms ) = False
and Qualify_SubProduct_FixedFloat(economicTerms) = True
and Qualify_Transaction_ZeroCoupon(economicTerms) = True
and (Qualify_Transaction_ZeroCoupon(economicTerms) = True or Qualify_Transaction_ZeroCoupon_KnownAmount(economicTerms) = True)
```

If all the statements above are true, then the function evaluates to
Original file line number Diff line number Diff line change
@@ -637,6 +637,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "calculation" path "calculationPeriodAmount" mapper "FloatingRateCalculation"]
[value "fixedRateSchedule" path "calculationPeriodAmount->calculation"]
[value "spreadSchedule" path "calculationPeriodAmount->calculation->floatingRateCalculation"]
[value "knownAmountSchedule" path "calculationPeriodAmount"]
// For FRAs:
[hint "fixedRate"]
// For Credit:
@@ -665,7 +666,6 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "notionalStepSchedule" path "calculationPeriodAmount->calculation->notionalSchedule"]
[value "fxLinkedNotionalSchedule" path "calculationPeriodAmount->calculation"]
[value "futureValueNotional" path "calculationPeriodAmount->calculation"]
[value "knownAmountSchedule" path "calculationPeriodAmount"]
[value "notionalAmount"]
// For FRAs:
[value "notional"]
@@ -825,13 +825,10 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
[value "PrincipalExchanges" meta "id"]
+ initialPayment
[value "initialExchange"]
[set to False when "knownAmountSchedule" exists]
+ finalPayment
[value "finalExchange"]
[set to True when "knownAmountSchedule" exists]
+ intermediatePayment
[value "intermediateExchange"]
[set to False when "knownAmountSchedule" exists]
+ principalPaymentSchedule
[value "cashflows" mapper "PrincipalPaymentSchedule"]

@@ -2311,6 +2308,7 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML
// For Swap Stream:
[value "calculation" path "calculationPeriodAmount"]
[value "fxLinkedNotionalSchedule" path "calculationPeriodAmount->calculation"]
[value "knownAmountSchedule" path "calculationPeriodAmount"]
// For FRAs:
[hint "notional"]
// For the interest leg of Equity Swap:
Original file line number Diff line number Diff line change
@@ -910,15 +910,15 @@ func Qualify_SubProduct_FixedFloat: <"Qualifies a product as having the Sub Prod

set is_product:
(economicTerms -> payout -> interestRatePayout -> rateSpecification -> fixedRate count = 1
and economicTerms -> payout -> interestRatePayout -> rateSpecification -> floatingRate count = 1)
or (economicTerms -> payout -> interestRatePayout -> rateSpecification -> fixedRate count = 1
and economicTerms -> payout -> interestRatePayout -> rateSpecification -> inflationRate count = 1)
or ((economicTerms -> payout -> interestRatePayout -> rateSpecification -> fixedRate is absent
and economicTerms -> payout -> interestRatePayout -> principalPayment -> finalPayment only-element = True)
and (economicTerms -> payout -> interestRatePayout -> rateSpecification -> floatingRate count = 1
or economicTerms -> payout -> interestRatePayout -> rateSpecification -> inflationRate count = 1))
and economicTerms -> payout -> interestRatePayout -> rateSpecification -> floatingRate count = 1)
or (economicTerms -> payout -> interestRatePayout -> rateSpecification -> fixedRate count = 1
and economicTerms -> payout -> interestRatePayout -> rateSpecification -> inflationRate count = 1)
or ((economicTerms -> payout -> interestRatePayout -> rateSpecification -> floatingRate count = 1
or economicTerms -> payout -> interestRatePayout -> rateSpecification -> inflationRate count = 1)
and (economicTerms -> payout -> interestRatePayout
filter rateSpecification is absent and priceQuantity exists then count = 1))

func Qualify_SubProduct_FixedFixed: <"Qualifies a product as having the Sub Product classification Fixed Float">
func Qualify_SubProduct_FixedFixed: <"Qualifies a product as having the Sub Product classification Fixed Fixed">
inputs:
economicTerms EconomicTerms (1..1)
output:
@@ -943,8 +943,19 @@ func Qualify_Transaction_ZeroCoupon: <"Qualifies a product as having the Transac
output:
is_product boolean (1..1)
set is_product:
economicTerms -> payout -> interestRatePayout -> paymentDates -> paymentFrequency -> periodMultiplier all = 1
and economicTerms -> payout -> interestRatePayout -> paymentDates -> paymentFrequency -> period all = PeriodExtendedEnum -> T
economicTerms -> payout -> interestRatePayout -> paymentDates -> paymentFrequency
filter item -> periodMultiplier = 1 and item -> period = PeriodExtendedEnum -> T then exists

func Qualify_Transaction_ZeroCoupon_KnownAmount: <"Qualifies a product as having the Transaction classification Zero Coupon with a Known Amount. This category applies to a Zero Coupon Swap in which the fixed leg pays a known amount at maturity.">
inputs:
economicTerms EconomicTerms (1..1)
output:
is_product boolean (1..1)
set is_product:
Qualify_SubProduct_FixedFloat(economicTerms) = True and
Qualify_Transaction_ZeroCoupon(economicTerms) = True and
(economicTerms -> payout -> interestRatePayout
filter item -> priceQuantity exists and rateSpecification is absent and paymentDates -> paymentFrequency -> periodMultiplier = 1 and paymentDates -> paymentFrequency -> period = PeriodExtendedEnum -> T then exists)

func Qualify_Transaction_YoY: <"Qualifies a product as having the Transaction classification Year on Year">
inputs:
@@ -1084,7 +1095,7 @@ func Qualify_InterestRate_IRSwap_Basis: <"Qualifies a product as a Basis (Float-
and Qualify_SubProduct_Basis(economicTerms) = True
and Qualify_Transaction_OIS(economicTerms) = False

func Qualify_InterestRate_IRSwap_FixedFloat_ZeroCoupon: <"Qualifies a product as a Fixed-Float Zero Coupon Interest Rate Swap based on the economic terms and the following criteria: 1) An interest rate product with one fixed and one floating leg and more than one payment, 2) without inflation features or cross-currency features, and 3) where the floating leg is not based on an OIS index.">
func Qualify_InterestRate_IRSwap_FixedFloat_ZeroCoupon: <"Qualifies a product as a Fixed-Float Zero Coupon Interest Rate Swap based on the economic terms and the following criteria: 1) An interest rate product with one fixed and one floating leg, 2) where the fixed leg represents one singular payment agreed upon execution and to be made at maturity, 3) where the floating leg is not based on an OIS index and 4) without any inflation features or cross-currency features.">
[qualification Product]
inputs:
economicTerms EconomicTerms (1..1)
@@ -1095,7 +1106,7 @@ func Qualify_InterestRate_IRSwap_FixedFloat_ZeroCoupon: <"Qualifies a product as
set is_product:
Qualify_BaseProduct_IRSwap(economicTerms) = True
and Qualify_SubProduct_FixedFloat(economicTerms) = True
and Qualify_Transaction_ZeroCoupon(economicTerms) = True
and (Qualify_Transaction_ZeroCoupon(economicTerms) = True or Qualify_Transaction_ZeroCoupon_KnownAmount(economicTerms) = True)
and Qualify_Transaction_OIS(economicTerms) = False

func Qualify_InterestRate_IRSwap_FixedFloat_OIS: <"Qualifies a product as a Fixed-Float OIS Interest Rate Swap based on the economic terms and the following criteria: 1) An interest rate product with one fixed and one floating leg and more than one payment and where the floating leg is based on an OIS index, 2) without inflation features or cross-currency features, and 3) could include 'zero coupon' features.">
@@ -1191,7 +1202,7 @@ func Qualify_InterestRate_InflationSwap_FixedFloat_YearOn_Year: <"Qualifies a pr
* and Qualify_InterestRate_InflationSwap_Basis_ZeroCoupon (economicTerms) = False
* and Qualify_InterestRate_InflationSwap_Basis_YearOn_Year (economicTerms) = False
*/
func Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon: <"Qualifies a product as a Fixed-Float Inflation Swap with a single accrual period based on the economic terms and the following criteria: 1) An interest rate product with one fixed and one inflation rate leg and more than one payment, and 2) without cross-currency features.">
func Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon: <"Qualifies a product as a Fixed-Float Inflation Swap based on the economic terms and the following criteria: 1) An interest rate product with one fixed and one inflation rate leg, 2) where the fixed leg represents one singular payment agreed upon execution and to be made at maturity, 3) where the inflation leg features an inflation floating rate and 4) without cross-currency features.">
[qualification Product]
inputs:
economicTerms EconomicTerms (1..1)
@@ -1203,7 +1214,7 @@ func Qualify_InterestRate_InflationSwap_FixedFloat_ZeroCoupon: <"Qualifies a pro
Qualify_BaseProduct_Inflation(economicTerms) = True
and Qualify_BaseProduct_CrossCurrency(economicTerms) = False
and Qualify_SubProduct_FixedFloat(economicTerms) = True
and Qualify_Transaction_ZeroCoupon(economicTerms) = True
and (Qualify_Transaction_ZeroCoupon(economicTerms) = True or Qualify_Transaction_ZeroCoupon_KnownAmount(economicTerms) = True)

func Qualify_InterestRate_InflationSwap_Basis_YearOn_Year: <"Qualifies a product as a Basis (Float-Float) Annual Reset Inflation Swap based on the economic terms and the following criteria: 1) An interest rate product with one floating interest rate leg and one inflation rate leg and more than one payment, and 2) without cross-currency features or 'zero coupon' features.">
[qualification Product]
@@ -1219,7 +1230,7 @@ func Qualify_InterestRate_InflationSwap_Basis_YearOn_Year: <"Qualifies a product
and Qualify_SubProduct_Basis(economicTerms) = True
and Qualify_Transaction_YoY(economicTerms) = True

func Qualify_InterestRate_InflationSwap_Basis_ZeroCoupon: <"Qualifies a product as a Basis (Float-Float) Inflation Swap with a single accrual period based on the economic terms and the following criteria: 1) An interest rate product with one floating interest rate leg and one inflation rate leg and more than one payment, and 2) without cross-currency features or 'zero coupon' features.">
func Qualify_InterestRate_InflationSwap_Basis_ZeroCoupon: <"Qualifies a product as a Basis (Float-Float) Inflation Swap based on the economic terms and the following criteria: 1) An interest rate product with one floating interest rate leg and one inflation interest rate leg, 2) where the floating leg is not based on an OIS index, 3) where the inflation leg features an inflation floating rate, 4) where an interest rate payout is made at maturity into a singular payment and 5) without cross-currency features.">
[qualification Product]
inputs:
economicTerms EconomicTerms (1..1)