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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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23 changes: 23 additions & 0 deletions .github/actions/maven-build/action.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,23 @@
name: Maven Build
description: Run a Maven Build

inputs:
run-tests:
description: Whether or not to run tests. The default is true.
required: false
type: boolean
default: true

runs:
using: "composite"
steps:
- name: Set up JDK 11 for x64
uses: actions/setup-java@v4
with:
java-version: '11'
distribution: 'temurin'
architecture: x64
cache: maven
- name: Build with Maven
shell: bash
run: mvn -B -U clean package${{ inputs.run-tests && '' || ' -DskipTests' }}
30 changes: 21 additions & 9 deletions .github/workflows/cve-scanning.yml
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@ name: CVE Scanning for Maven
on:
workflow_dispatch:
push:
branches:
- master
paths:
- 'pom.xml'
- 'allow-list.xml'
Expand All @@ -14,19 +16,29 @@ on:
- '.github/workflows/cve-scanning.yml'

jobs:
build:
depcheck:

runs-on: ubuntu-latest

steps:
- uses: actions/checkout@v3
- name: Set up JDK 11
uses: actions/setup-java@v3
- uses: ./.github/actions/maven-build
with:
java-version: '11'
distribution: 'temurin'
cache: maven
- name: Build with Maven
run: mvn clean install -DskipTests
run-tests: false
- name: CVE scanning
run: mvn org.owasp:dependency-check-maven:check -DfailBuildOnCVSS=7 -DsuppressionFile="allow-list.xml"
uses: dependency-check/[email protected]
env:
JAVA_HOME: /opt/jdk
with:
project: 'Common Domain Model'
path: '.'
format: 'HTML'
out: 'reports'
args: >
--suppression allow-list.xml
--failOnCVSS 7
- name: Upload results
uses: actions/upload-artifact@v3
with:
name: CVE Scan Report
path: ${{github.workspace}}/reports
19 changes: 10 additions & 9 deletions .github/workflows/license-scanning.yml
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,12 @@ name: License Scanning for Maven
on:
workflow_dispatch:
push:
branches:
- master
paths:
- 'pom.xml'
- '.github/workflows/license-scanning.yml'
pull_request:
paths:
- 'pom.xml'
- '.github/workflows/license-scanning.yml'
Expand All @@ -16,19 +22,14 @@ jobs:
runs-on: ubuntu-latest
strategy:
matrix:
module-folder: ["./", "./examples", "./rosetta-source", "./rosetta-project", "./distribution"]
module-folder: ["./", "./examples", "./rosetta-source", "./rosetta-project"]
steps:
- uses: actions/checkout@v3
- name: Set up JDK 11
uses: actions/setup-java@v3
with:
java-version: 11
cache: maven
distribution: 'adopt'
- name: Install XQ
run: pip install xq
- name: Build with Maven
run: mvn clean install -DskipTests
- uses: ./.github/actions/maven-build
with:
run-tests: false
- name: License XML report
run: mvn org.codehaus.mojo:license-maven-plugin:2.0.0:download-licenses
- name: Validate XML report
Expand Down
13 changes: 4 additions & 9 deletions .github/workflows/windows-build.yml
Original file line number Diff line number Diff line change
@@ -1,17 +1,12 @@
name: CDM Build on Windows machine

on: [workflow_dispatch, push, pull_request]
on:
workflow_dispatch:
pull_request:

jobs:
build:
runs-on: windows-latest
steps:
- uses: actions/checkout@v3
- name: Set up JDK 11
uses: actions/setup-java@v3
with:
java-version: '11'
distribution: 'temurin'
cache: maven
- name: Maven install
run: mvn install
- uses: ./.github/actions/maven-build
5 changes: 4 additions & 1 deletion .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -58,4 +58,7 @@ venv/
# Docusaurus website
website/.docusaurus
website/build
website/node_modules
website/node_modules

# CVE scan reports
/reports/
65 changes: 19 additions & 46 deletions RELEASE.md
Original file line number Diff line number Diff line change
@@ -1,65 +1,38 @@
# _Event Model - Qualification Functions - Enhancements for the Contract Formation qualification function_

_Background_

The current Contract Formation qualification function does not allow the inclusion of the inception premium. The latter can be transferred as part of the trade execution. This change allows a transfer instruction to be part of the representation of the business event.

# _Infrastructure - Dependency Update_

_What is being released?_

The logical expression for the `Qualify_ContractFormation` function is enhanced to allow for the presence of a transfer instruction.
- The reference to the FpML coding scheme in `FloatingRateIndexEnum` is being reinstated, as the coding scheme import has been made additive-only in the main branch of the CDM.

This release updates the `rosetta-bundle` and `DSL` dependency.

_Review directions_
Version updates include:
- `rosetta-bundle` 11.6.0: Dependencies migrated to Maven Central
- `rosetta-bundle` 11.6.2: FpML coding scheme infrastructure update to support configurable coding scheme matching for Prod and Dev versions
- `rosetta-bundle` 11.7.0: Java compilation performance improvements
- `DSL` 9.8.5: Java compilation performance improvements. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.8.5

In the CDM Portal, select the Textual Browser and inspect the function mentioned above.
_Review directions_

Changes can be reviewed in PR: https://github.com/finos/common-domain-model/pull/2544
The changes can be reviewed in PR: [#2931](https://github.com/finos/common-domain-model/pull/2931)

# _Event Model - CounterpartyPositionBusinessEvent - Cardinality of the After state_
# *Product Model - FpML Mapping Update*

_Background_

Following the release of counterparty position in the Common Domain Model, a modelling update is required. The cardinality of the attribute `after` of type `CounterpartyPositionBusinessEvent` has been relaxed to unbounded list `(0..*)`. This change will support the cases when multiple `after` position states are generated as a result of a _partial option exercise_ event being applied to the position.

The FpML mapping needs further coverage for Forward Rate Agreement (FRA) and Commodity products.

_What is being released?_

- The cardinality of the `after` position state within `CounterpartyPositionBusinessEvent`is relaxed to unbounded list.

_Data types_

- `after` attribute of type `CounterpartyPositionState` updated to multiple cardinality.

_Review directions_

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

Changes can be reviewed in PR: https://github.com/finos/common-domain-model/pull/2539

# *Event / Product Model - FpML 5.13 Schema*

_What is being released?_

This release updates the FpML schema used for FpML to CDM ingestion. The version has been updated from `5.13 Second Working Draft` to `5.13 Third Working Draft`. For further details, visit https://www.fpml.org/spec/fpml-5-13-3-wd-3/.
- FpML synonyms and mapper updated to map FRA fixed leg payment frequency from the FpML index tenor
- FpML synonyms added to map Commodity delivery date parameter `deliveryNearby`

_Review Directions_

This change has no impact on the model or test expectations. The changes can be reviewed in PR [2542](https://github.com/finos/common-domain-model/pull/2542).

# *Infrastructure - Dependency Update*

_What is being released?_

This release updates the `rosetta-dsl` dependency.

Version updates include:
- `rosetta-dsl` 9.1.0: this release fixes several code generation issues such as [when assigning a Rosetta int to a Rosetta number](https://github.com/REGnosys/rosetta-dsl/issues/579). For further details see DSL release notes: https://github.com/REGnosys/rosetta-dsl/releases/tag/9.1.0.

The issue brought to light a bug in the model having to do with the `CashPriceQuantityNoOfUnitsTriangulation` function, which has been resolved.

_Review directions_
In Rosetta, select the Translate tab and review the following samples:

Test expectations remain the same.
- fpml-5-10 > products > rates > ird-ex08-fra.xml
- fpml-5-10 > products > rates > ird-ex08-fra-no-discounting.xml
- fpml-5-10 > products > commodity > com-ex41-oil-asian-barrier-option-strip.xml

The changes can be reviewed in PR [#2533](https://github.com/finos/common-domain-model/pull/2533).
Changes can be reviewed in PR [#2935](https://github.com/finos/common-domain-model/pull/2935) / [#2946](https://github.com/finos/common-domain-model/pull/2946)
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