Bond Forward price captured as monetary instead of Percentage

[priyanka-amarnani]

Background

The price of bond forwards is captured as a monetary value whereas it should be a decimal/percentage. Taking a look at the sample bond fwd generic ex01:

In FpML, the quoteUnits is expressed a 'Percentage' but the CDM representation value does not accurately reflect this.
This issue is linked to the DRR Issue 834.

Proposal

To align the CDM representation with the expected FpML standard, The proposal is to update the InterestRateForwardDebtPriceMappingProcessor . Specifically, this update would correct the interpretation by dividing the current monetary value by 100, when the 'quoteUnits' corresponds to the XML Value 'Percentage'.
The necessary tests were successful, ensuring that the code update is able to resolve the described issue.
The following image compares the results of mapping the bond fwd generic ex01 sample before the fix (left) and after the fix (right).

Compatibility

This change shouldn't cause any compatibility issues.