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SimonCockxSimonCockx
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Merge pull request #96 from rosetta-models/dev-7-flattened-fpml-2-update
Update FpML
2 parents 07cf2cb + 4464e87 commit df32b3f

11 files changed

Lines changed: 120 additions & 34 deletions

‎pom.xml‎

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@@ -81,9 +81,9 @@
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<!-- release version is overridden in rosetta-source -->
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<maven.compiler.release>11</maven.compiler.release>
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<rune-fpml.version>3.0.0</rune-fpml.version>
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<rosetta.dsl.version>10.0.0-dev.8</rosetta.dsl.version>
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<rosetta.bundle.version>12.0.0-dev.9</rosetta.bundle.version>
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<rune-fpml.version>3.1.0</rune-fpml.version>
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<rosetta.dsl.version>10.0.0-dev.10</rosetta.dsl.version>
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<rosetta.bundle.version>12.0.0-dev.10</rosetta.bundle.version>
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<rosetta.code-gen.version>${rosetta.bundle.version}</rosetta.code-gen.version>
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<xtext.version>2.38.0</xtext.version>

‎rosetta-source/src/main/resources/ingest/config/test-pack-translate-fpml-confirmation-to-trade-state-fpml-5-12-products-rates.json‎

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"inputPath" : "ingest/input/fpml-5-12-products-rates/ird-ex32-zero-coupon-swap-normal-rate.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-trade-state/fpml-5-12-products-rates/ird-ex32-zero-coupon-swap-normal-rate.json",
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"assertions" : {
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"inputPathCount" : 149,
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"outputPathCount" : 137,
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"inputPathCount" : 153,
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"outputPathCount" : 141,
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"modelValidationFailures" : 4,
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"runtimeError" : false
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}

‎rosetta-source/src/main/resources/ingest/config/test-pack-translate-fpml-confirmation-to-trade-state-fpml-5-13-products-inflation-swaps.json‎

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@@ -107,8 +107,8 @@
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"inputPath" : "ingest/input/fpml-5-13-products-inflation-swaps/inflation-swap-ex06-zc.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-inflation-swaps/inflation-swap-ex06-zc.json",
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"assertions" : {
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"inputPathCount" : 140,
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"outputPathCount" : 120,
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"inputPathCount" : 150,
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"outputPathCount" : 130,
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"modelValidationFailures" : 14,
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"runtimeError" : false
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}

‎rosetta-source/src/main/resources/ingest/config/test-pack-translate-fpml-confirmation-to-trade-state-fpml-5-13-products-interest-rate-derivatives.json‎

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"inputPath" : "ingest/input/fpml-5-13-products-interest-rate-derivatives/ird-ex32-zero-coupon-swap-normal-rate.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-interest-rate-derivatives/ird-ex32-zero-coupon-swap-normal-rate.json",
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"assertions" : {
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"inputPathCount" : 149,
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"outputPathCount" : 137,
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"inputPathCount" : 153,
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"outputPathCount" : 141,
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"modelValidationFailures" : 4,
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"runtimeError" : false
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}
@@ -503,8 +503,8 @@
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"inputPath" : "ingest/input/fpml-5-13-products-interest-rate-derivatives/ird-ex37-zero-coupon-swap-known-amount-schedule.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-interest-rate-derivatives/ird-ex37-zero-coupon-swap-known-amount-schedule.json",
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"assertions" : {
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"inputPathCount" : 160,
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"outputPathCount" : 143,
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"inputPathCount" : 164,
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"outputPathCount" : 147,
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"modelValidationFailures" : 4,
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"runtimeError" : false
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}

‎rosetta-source/src/main/resources/ingest/config/test-pack-translate-fpml-confirmation-to-workflow-step-fpml-5-13-incomplete-processes-execution-advice.json‎

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@@ -8,7 +8,7 @@
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"inputPath" : "ingest/input/fpml-5-13-incomplete-processes-execution-advice/msg-ex100-execution-advice-trs-partial-termination.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-workflow-step/fpml-5-13-incomplete-processes-execution-advice/msg-ex100-execution-advice-trs-partial-termination.json",
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"assertions" : {
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"inputPathCount" : 72,
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"inputPathCount" : 75,
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"outputPathCount" : 40,
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"modelValidationFailures" : 6,
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"runtimeError" : false
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"inputPath" : "ingest/input/fpml-5-13-incomplete-processes-execution-advice/msg-ex68-execution-advice-warrant.xml",
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"outputPath" : "ingest/output/fpml-confirmation-to-workflow-step/fpml-5-13-incomplete-processes-execution-advice/msg-ex68-execution-advice-warrant.json",
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"assertions" : {
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"inputPathCount" : 71,
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"outputPathCount" : 39,
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"inputPathCount" : 74,
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"outputPathCount" : 42,
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"modelValidationFailures" : 4,
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"runtimeError" : false
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}

‎rosetta-source/src/main/resources/ingest/output/fpml-confirmation-to-trade-state/fpml-5-12-products-rates/ird-ex32-zero-coupon-swap-normal-rate.json‎

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"externalReference" : "tradeSource"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "1-2",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "11111111",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "6e3e4581"
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"globalKey" : "80748ff5"
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}
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}, {
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"issuerReference" : {
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"externalReference" : "clearingDCO"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "LCH00000000001",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "STM",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "67d19311"
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"globalKey" : "5683d2c7"
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}
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}, {
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"issuer" : {
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}
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},
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"meta" : {
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"globalKey" : "33cdbef1"
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"globalKey" : "624767"
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}
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},
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"meta" : {
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"globalKey" : "33cdbef1"
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"globalKey" : "624767"
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}
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}

‎rosetta-source/src/main/resources/ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-inflation-swaps/inflation-swap-ex06-zc.json‎

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"externalReference" : "tradeSource"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "1",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "12345678",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "a6ba5d85"
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"globalKey" : "b629afd4"
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}
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}, {
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"issuerReference" : {
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"externalReference" : "clearingDCO"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "LCH00000000001",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "11111111",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/group-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "12",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/group-size"
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}
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}
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}, {
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"identifier" : {
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"value" : "1111111",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/link-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "STM",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "67d19311"
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"globalKey" : "c33bf23"
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}
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}, {
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"issuer" : {
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}
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},
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"meta" : {
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"globalKey" : "7c565b76"
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"globalKey" : "26f81193"
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}
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},
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"meta" : {
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"globalKey" : "7c565b76"
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"globalKey" : "26f81193"
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}
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}

‎rosetta-source/src/main/resources/ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-interest-rate-derivatives/ird-ex32-zero-coupon-swap-normal-rate.json‎

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"externalReference" : "tradeSource"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "1-2",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "11111111",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "80748ff5"
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}
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}, {
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"issuerReference" : {
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"externalReference" : "clearingDCO"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "LCH00000000001",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "STM",
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"meta" : {
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}
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} ],
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"meta" : {
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"globalKey" : "5683d2c7"
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"issuer" : {
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}
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},
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"meta" : {
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"globalKey" : "624767"
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}
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},
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"meta" : {
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"globalKey" : "624767"
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}
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}

‎rosetta-source/src/main/resources/ingest/output/fpml-confirmation-to-trade-state/fpml-5-13-products-interest-rate-derivatives/ird-ex37-zero-coupon-swap-known-amount-schedule.json‎

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"externalReference" : "tradeSource"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "1-2",
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}
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}
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}, {
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"identifier" : {
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"value" : "11111111",
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"meta" : {
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}
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} ],
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"globalKey" : "80748ff5"
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}
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"issuerReference" : {
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"externalReference" : "clearingDCO"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "LCH00000000001",
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"meta" : {
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"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/trade-id"
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}, {
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"identifier" : {
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"value" : "STM",
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"meta" : {
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"globalKey" : "5683d2c7"
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"issuer" : {
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"meta" : {
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"globalKey" : "a726ebfb"
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"meta" : {
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"globalKey" : "7f522a17"
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"globalKey" : "a726ebfb"
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}
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}

‎rosetta-source/src/main/resources/ingest/output/fpml-confirmation-to-workflow-step/fpml-5-13-incomplete-processes-execution-advice/msg-ex68-execution-advice-warrant.json‎

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"externalReference" : "ABC"
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},
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"assignedIdentifier" : [ {
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"identifier" : {
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"value" : "1234512345",
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"scheme" : "http://www.abcbank.com/coding-scheme/front-office/trade-id"
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}
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},
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"version" : 1
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}, {
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"identifier" : {
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"value" : "4853560",
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"meta" : {
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"version" : 1
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} ],
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"meta" : {
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"globalKey" : "ec378e96"
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"globalKey" : "5c0cc9d5"
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}
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} ],
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"tradeDate" : {
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}
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} ],
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"meta" : {
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"globalKey" : "d9933960"
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}
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},
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"meta" : {
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"globalKey" : "d9933960"
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}
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} ],
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"action" : "New",
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"meta" : {
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"globalKey" : "86e09598"
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"globalKey" : "9ddb9a57"
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}
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}

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