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@regnosys-ops regnosys-ops released this 14 Feb 11:19
· 11 commits to master since this release
7.0.0-dev.1
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CDM Examples - Extended test coverage

Background

This release updates the examples project improving the test scenario coverage for several Common Domain Model Java features. All extended scenarios use publicly available CDM Test Pack samples.

What is being released?

This release adds the following examples scenarios:

Processor scenarios

  • org.finos.cdm.example.processors.QualificationProcessorTests with different qualification report expectation scenarios
  • org.finos.cdm.example.processors.ValidationProcessorTests with different validation report expectation scenarios

Qualification scenarios

  • org.finos.cdm.example.qualification.QualifyBusinessEventTest with PartialTermination, ContractFormation, PartialNovation, Allocation, Clearing, Compression, CorporateAction, CreditEvent, Execution, Exercise, Novation, IndexTransition, Termination, StockSplit, Increase
  • org.finos.cdm.example.qualification.QualifyProductTest with InterestRate_Fra, InterestRate_Option_Swaption, InterestRate_CrossCurrency_FixedFloat, InterestRate_CapFloor, InterestRate_IRSwap_FixedFloat, CreditDefaultSwap_SingleName, CreditDefaultSwap_Index, CreditDefaultSwap_Basket, EquitySwap_TotalReturnBasicPerformance_SingleName, EquitySwap_ParameterReturnVariance_SingleName

WorkflowStep transition scenarios

  • org.finos.cdm.example.BusinessEventExecutionTest with business event execution tests and instruction creation mocks for ContractFormation, Execution, Novation, Increase, Decrease, Termination, Reset, Valuation, OptionExercise, Transfer, TermsChange, StockSplit, Allocation, CorporateAction, CreditEvent, Compression, Clearing

Performance Metrics

  • org.finos.cdm.example.performance.ProcessorPerformanceTests with deserialization, object validation, qualification, and state transition metrics at product and event level.

Review Directions

Please inspect the changes identified above for the test scenarios in the examples module.

The coverage for this release can also be reviewed in PR #3299.

The full scope description of the proposal can be found at #3298.

CDM - A CDM user can access an extended FRO model

Background

The ISDA Foundations project is a model extension built on top of the CDM that contains legal IP (contained in legal documentation references) only available to ISDA members. Additions or updates to the ISDA Foundations project can cause it to go out of sync with the CDM.

The issue #3348 proposes to migrate the ISDA Foundations project to the CDM, without the ISDA legal documentation IP

Preparation must be first be done in the CDM to synchronise it with the ISDA Foundations project and simplify the migration of any ISDA Foundations components.

What is being released?

As part of the preparation for the migration of any ISDA Foundations components to the CDM, this release creates an extended FRO Model in the CDM. This includes adding some (already sanitised) ISDA Foundations components into CDM, and moving other components around.

  1. Added extra attributes from FloatingRateIndexDefinitionExtension (and their required types) directly into FloatingRateIndexDefinition
  2. Added extra attributes from FloatingRateIndexCalculationDefaultsExtension (and their required types) directly into FloatingRateIndexCalculationDefaults
  3. Moved ValidateFloatingRateIndexName and ValidateFloatingRateIndexTradeDate to observable.asset.fro
  4. Updated ValidateFloatingRateIndexTradeDate to call the existing FloatingRateIndexMetadata function iteratively.
  5. Renamed function ValidateFloatingRateIndexTradeDate to FilterInvalidFloatingRateIndexTradeDate, and updated the description, to specify it returns an invalid index or indices only.

Backward-incompatible changes

None.

Review Directions

The change can be reviewed in PRs:

CDM - A CDM user can access an extended Agreement model

Background

The ISDA Foundations project is a model extension built on top of the CDM that contains legal IP (contained in legal documentation references) only available to ISDA members. Additions or updates to the ISDA Foundations project can cause it to go out of sync with the CDM.

The issue #3348 proposes to migrate the ISDA Foundations project to the CDM, without the ISDA legal documentation IP

Preparation must be first be done in the CDM to synchronise it with the ISDA Foundations project and simplify the migration of any ISDA Foundations components.

What is being released?

As part of the preparation for the migration of any ISDA Foundations components to the CDM, this release creates an extended Agreement model in the CDM. This includes adding some (already sanitised) ISDA Foundations components into CDM, and moving other components around.

  1. Added BrokerConfirmationTypeEnum in legaldocumentation.contract.enum
  2. Added BrokerConfirmation and IssuerTradeId to legaldocumentation.contract.type
  3. Added brokerConfirmationType attribute to AgreementName
  4. Moved all empty types related to “additional terms” (used in TransactionAdditionalTerms) to a sub-namespace: legaldocumentation.master.additionalterms

Backward-incompatible changes

None.

Review Directions

The change can be reviewed in PR: #3352.

CDM - A CDM user can access a contract's closed status component

Background

The ISDA Foundations project is a model extension built on top of the CDM that contains legal IP (contained in legal documentation references) only available to ISDA members. Additions or updates to the ISDA Foundations project can cause it to go out of sync with the CDM.

The issue #3348 proposes to migrate the ISDA Foundations project to the CDM, without the ISDA legal documentation IP

Preparation must be first be done in the CDM to synchronise it with the ISDA Foundations project and simplify the migration of any ISDA Foundations components.

What is being released?

As part of the preparation for the migration of any ISDA Foundations components to the CDM, this release allows CDM users to access a contract’s closed status component in the event namespace.

  1. Moved ClosedStateEnum to event.common.enum
  2. Moved ClosedState to event.common.type

Backward-incompatible changes

None.

Review Directions

The change can be reviewed in PR: #3386.

CDM - Addition of changedCriteria to outputSpecification when using the CloneEligibleCollateralWithChangedTreatment function

Background

The CloneEligibleCollateralWithChangedTreatment function creates a new Eligible Collateral Specification based on an input specification but with one changed criteria and one changed treatment.

Currently, when the function is invoked, the output of an EligibleCollateralSpecification only includes the inputSpeciifcation and the changedTreatment, but not the changedCriteria. This means that users can only change the treatment of a collateral item, but not a specific attribute.

What is being released?

This release sets an attribute of the collateralCriteria in the output to the changedCriteria specificied by the user when invoking the function.

Backward-incompatible changes

None.

Review Directions

This change can be reviewed in PR: #3344

Infrastructure - Dependency Update

What is being released?

This release updates the Rune dependencies.

Version updates include:

This release also updates the FpML / ISO code scheme syncing configuration from exact matching to additive matching to ensure no backward incompatible changes, as per the production version guidelines.

Review Directions

The changes can be reviewed in PR: #3379

Infrastructure - GitHub Actions

Background

GitHub Actions is used to perform checks on Pull Requests (PRs) raised on FINOS/common-domain-model.

What is being released?

This release fixes usage of GitHub Actions APIs that have been deprecated, as per the documentation.

Review directions

The changes can be reviewed in PR: #3379

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