Latest release - 2.126.1

Product Model - Mapping to FpML: Addition of incomplete product examples

What is being released?

This release includes additional FpML 5.10 data samples within the model where full synonym mapping has not been completed yet. The new samples are included in an fpml-5-10 -> incomplete-products folder in order to identify them separately to samples in the fpml-5-10 -> products folder where CDM model components exist and synonym mappings have been created to support ingestion. The addition of these examples gives transparency on further work required to support all products contained in the FpML 5.10 Confirmation View Examples download.

Details

Examples contained in the FpML -> CDM 5.10 Confirmation View download which are not contained in the existing CDM ingestion examples have been added in the following folders:

  • fpml-5-10 > incomplete-products > bond-options
  • fpml-5-10 > incomplete-products > commodity-derivatives
  • fpml-5-10 > incomplete-products > correlation-swaps
  • fpml-5-10 > incomplete-products > credit-derivatives
  • fpml-5-10 > incomplete-products > dividend-swaps
  • fpml-5-10 > incomplete-products > equity-options
  • fpml-5-10 > incomplete-products > equity-swaps
  • fpml-5-10 > incomplete-products > fx-derivatives
  • fpml-5-10 > incomplete-products > inflation-swaps
  • fpml-5-10 > incomplete-products > interest-rate-derivatives
  • fpml-5-10 > incomplete-products > variance-swaps
  • fpml-5-10 > incomplete-products > volatility-swaps

Review Directions

In the CDM Portal, select the Ingestion panel and review contents of the folders specified above.

Event Model – Function Documentation

What is being released?

This release adds descriptions to the Visualisation panel for all products in one of the functions: Execute Business Event.

Details

Descriptions have been added for the following products:

  • Functions > Execute Business Event > Basis Swap
  • Functions > Execute Business Event > Credit Default Swap
  • Functions > Execute Business Event > FX Forward
  • Functions > Execute Business Event > Fixed/Floating Single Currency Interest Rate Swap
  • Functions > Execute Business Event > Forward Rate Agreement
  • Functions > Execute Business Event > OIS Swap
  • Functions > Execute Business Event > Repo Fixed Rate

Review Directions

In the CDM Portal select the Visualisation panel and review contents of the folders specified above.