FpML to CDM flattened ingestion functions #4755
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…nctions using the flattened FpML
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# Conflicts: # rosetta-source/src/main/rosetta/ingest-fpml-confirmation-product-equityoption-func.rosetta
…t instead of the input
…ng expirationDate
… exercisePeriod only from the sequence and not the exercise in the original model
…revious mappings now appearing in correvct place (executionDetails -> packageReference -> price)
SimonCockx
reviewed
May 27, 2026
| "pipelineId" : "pipeline-translate-fpml-confirmation-to-trade-state", | ||
| "name" : "Fpml 5 12 products rates", | ||
| "samples" : [ { | ||
| "id" : "bond-option", |
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Any reason why these samples disappeared?
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Good catch! I must have killed a test run in write mode which has the effect of writing where you got up to I think. I've brought them back
SimonCockx
reviewed
May 27, 2026
| "pipelineId" : "pipeline-translate-fpml-confirmation-to-trade-state", | ||
| "name" : "Fpml 5 13 products interest rate derivatives", | ||
| "samples" : [ { | ||
| "id" : "ird-ex01-vanilla-swap", |
SimonCockx
reviewed
May 27, 2026
| else if fpmlNovation -> feeTrade exists | ||
| then fpmlNovation -> feeTrade | ||
| else if fpmlAmendment -> trade exists | ||
| then fpmlAmendment -> trade |
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More of an FYI, but this could be simplified using either:
fpmlTradePackage -> trade
default fpmlInputTrade
default fpmlTermination -> originalTrade
default ...
or:
[fpmlTradePackage -> trade, fpmlInputTrade, fpmlTermination -> originalTrade, ...] first / only-element
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I mean simplified from a developers perspective yeah, but maybe not from a modellers perspective 😜
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