diff --git a/RELEASE.md b/RELEASE.md index 9288d49e08..4f94b9998a 100644 --- a/RELEASE.md +++ b/RELEASE.md @@ -1,3 +1,27 @@ +# _Product Model_ - Commodity Payout Underlier + +_Background_ + +The Asset Refactoring initiative (see [#2805](https://github.com/finos/common-domain-model/issue/2805)) is seeking to improve the Product Model to address some long-standing issues and to ensure the continued extensibility to additional financial products and markets. A proposal has been agreed - through a cross-industry Task Force - to implement this remodelling in the CDM. + +This release includes an adjustment following three planned major tranches of work in CDM 6 to implement the refactored model. + +_What is being released?_ + +In the original Asset Refactoring scope, the `underlier` on `CommodityPayout` was changed from being type `Product` to type `Commodity`. + +This has proven to be too restrictive in DRR, where Commodity Payout can operate on a basket or index. Therefore, the data type of the underlier has been updated to `Underlier` with the added benefit of making it consistent with the other payouts. + +To ensure that the underlier is indeed commodity-related, conditions have been added to force the `underlier` attribute to reference a commodity-related underlier. The `CommodityUnderlier` condition uses a switch statement to evaluate whether the underlier is an `Observable` or `Product`, and to assess it accordingly. A new function `ObservableIsCommodity` is used to standardise this and handles the different choice types of observables and the potential recursive nature of baskets. + +_Backward-incompatible changes_ + +The change to the data type of the `underlier` attribute is not backward-compatible. + +_Review directions_ + +The changes can be reviewed in PR: [#3277](https://github.com/finos/common-domain-model/pull/3277) or in Rosetta. + # *Infrastructure - Dependency Update* _What is being released?_ @@ -10,4 +34,79 @@ Version updates include: _Review directions_ -The changes can be reviewed in PR: [#3302](https://github.com/finos/common-domain-model/pull/3302) \ No newline at end of file +The changes can be reviewed in PR: [#3302](https://github.com/finos/common-domain-model/pull/3302) + +# *CDM Model - Collateral Criteria AND/OR Logic* + +_Background_ + +This release enhances the modelling of Eligible Collateral Criteria to enable the use of complex AND, OR and NOT logic in the combination of terms within a criteria. + +Eligible Collateral is currently modelled using the data type `EligibleCollateralSpecification` which can contain many `EligibleCollateralCriteria`, which are themselves constructed from `CollateralTreatment`, `IssuerCriteria` and `AssetCriteria`. +The attributes `isIncluded` (true/false) and `qualifier` (all/any) can be used to model some simple cases of and / or logic in the construction of certain parts of the criteria (eg `AgencyRatingCriteria`). + +Members of the CDM Collateral Working Group have requested that the functionality is extended to enable more complex combinations of AND and OR logic across multiple terms. This has been implemented by combining all the criteria terms in a single new data type `CollateralCriteria`. This is a choice data type that includes all the criteria terms that previously appeared in `AssetCriteria` and `IssuerCriteria`. As each term can only occur once, in its simplest form, only one criteria can be specified. If more than one criteria is required, it is necessary to specify whether the terms are all required or only that any of them are required. The two new data types `AllCriteria` and `AnyCriteria` also appear on `CollateralCriteria` to enable this. If all terms are required, ie AND logic, then the terms should be linked in a parent `AllCriteria`. If any of the terms are required, ie OR logic, then the terms should be linked in a parent `AnyCriteria`. These two terms can be used iteratively to create complex logic between terms. Additionally, the data type `NegativeCriteria` can also be used in the logic to apply a NOT function to a single term. + +_What is being released?_ + +This release implements AND, OR and NOT logic between the Collateral terms. + +There is no longer a separate data type for each of asset and issuer criteria; they have been combined in a single new data type called `CollateralCriteria`. +- The new choice data type `CollateralCriteria` replaces the removed `AssetCriteria` and `IssuerCriteria` data types as the combined type. +- The attributes `issuer` and `asset` on `CollateralCriteriaBase` have now been replaced with the single one `collateralCriteria` which is the specific criteria that applies. It can be created using AND, OR and NOT logic, and both asset and issuer characteristics. +- The conditions on `CollateralCriteriaBase` have been updated and now use the new `CriteriaMatchesAssetType` function. +- The data type `ConcentrationLimit` has been refactored to reduce the cardinality of `concentrationLimitCriteria` to 1 and the condition is updated accordingly. +- The condition on `ConcentrationLimitCriteria` has been updated to reflect the combined `CollateralCriteria`. +- Three new logic data types have been introduced to support the AND, OR and NOT logic of terms and are used in `CollateralCriteria`: + - `AllCriteria` + - `AnyCriteria` + - `NegativeCriteria`, +- The following new data types have been introduced and are used in `CollateralCriteria`: + - `IssuerCountryOfOrigin` + - `AssetCountryOfOrigin` + - `IssuerName` + - `IssuerAgencyRating` + - `SovereignAgencyRating` + - `AssetAgencyRating` + - `AssetMaturity` + - `ListingExchange` + - `ListingSector` + - `DomesticCurrencyIssued`. + +Changes to remove the old model: +- The data types `AssetCriteria` and `IssuerCriteria` have been removed. +- The `qualifier` attribute has been removed from `AgencyRatingCriteria` as it is now redundant. +- The data type `ListingType` has been removed. + +In addition, the following functions have also been updated to reflect the new modelling: +- `CheckEligibilityByDetails` which now references a new function `CheckCriteria` which takes a single criteria and evaluates it against the criteria. This function handles the recursive use of AND and OR logic. +- `CheckAssetCountryOfOrigin` has been made more generic as the country of origin can apply to both an Issuer and an Asset; it has been renamed to `CheckCountryOfOrigin`. +- `CheckMaturity` has been updated to reflect the new modelling of `AssetMaturity`. +- `CriteriaMatchesAssetType` has been implemented to enable the enforcement of conditions on AssetType to be evaluated correctly. + +Previously, the function `Create_EligibleCollateralSpecificationFromInstruction` enabled some limited automation of the creation of multiple Criteria with slightly differing logic. As this function no longer aligns to the new design, it has been deleted. The following new functions have been added in its place: + +- `CloneEligibleCollateralWithChangedTreatment`: Creates a new Eligible Collateral Specification based on an input specification but with one changed criteria with a changed treatment. +- `CreateAndCriteria`: Combines multiple `CollateralCriteria` together using AND logic. +- `CreateOrCriteria`: Combines multiple `CollateralCriteria` together using OR logic. + +Some changes have been made to the Java supporting code behind this functionality; see the changes in the following files: +- rosetta-source/src/test/java/org/isda/cdm/functions/FunctionInputCreationTest.java +- rosetta-source/src/main/java/org/finos/cdm/CdmRuntimeModule.java +- rosetta-source/src/main/java/cdm/product/collateral/functions/MergeEligibleCollateralCriteriaImpl.java. + +Finally, the CDM documentation has been updated to reflect all the above changes. + +_Backward incompatible changes_ + +Most of these changes are not backward compatible as they remove or significantly alter data types and attributes. + +The expectations have been regenerated. In addition, the test files used for the Check Eligibility and Merge Critera functions have also been updated. + +_Review Directions_ + +Please inspect the changes identified above for the functions and types in the Textual Viewer Rosetta. + +Please inspect the changes to option samples using the Ingestion Panel in Rosetta. + +The changes can also be reviewed in PR: [#3296](https://github.com/finos/common-domain-model/pull/3296). diff --git a/docs/product-model.md b/docs/product-model.md index 6c520f5cf4..af610385b8 100644 --- a/docs/product-model.md +++ b/docs/product-model.md @@ -34,7 +34,6 @@ The Asset data type is represented as a `choice` of several underlying data type choice Asset: Cash Commodity - [metadata location] DigitalAsset Instrument ``` @@ -1034,10 +1033,10 @@ The following table summarises the use of underliers for each of the main payout | **Payout** | **Underlier Definition** | **Rationale** | | :-------- | :------- | :------- | -| `AssetPayout` | `securityInformation Security (1..1)` | The underlier must be a `security` -| `CommodityPayout` | `underlier Observable (1..1)` | Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. -| `OptionPayout` | `underlier OptionUnderlier (1..1)` | The underlier defines the exercise, which can be cash or physical, therefore it can be any of an Asset, Basket, Index or NonTransferableProduct -| `PerformancePayout` | `underlier Observable (0..1)` | The underlier is a pricing mechanism, ie an Observable +| `AssetPayout` | `underlier Asset (1..1)` | Specifies the Purchased Asset, usually a Security +| `CommodityPayout` | `underlier Underlier (1..1)` | Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. +| `OptionPayout` | `underlier Underlier (1..1)` | The underlier defines the exercise, which can be cash or physical, therefore it can be any of an Asset, Basket, Index or NonTransferableProduct +| `PerformancePayout` | `underlier Underlier (0..1)` | The underlier is a pricing mechanism, ie an Observable | `SettlementPayout` | `underlier Underlier (1..1)` | The underlier that is settled and can be an Asset, Index or TransferableProduct ### Identifiers diff --git a/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json b/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json index b291654f34..f7295eddd9 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/expectations.json @@ -13,7 +13,7 @@ {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex21-physical-power-us-eei-fixed-price-shaped-volume-and-price.xml","excludedPaths":0,"externalPaths":116,"outstandingMappings":95,"validationFailures":5,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex22-physical-gas-option-multiple-expiration.xml","excludedPaths":0,"externalPaths":77,"outstandingMappings":39,"validationFailures":7,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":2}}, {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex23-physical-power-option-daily-expiration-efet.xml","excludedPaths":0,"externalPaths":96,"outstandingMappings":60,"validationFailures":9,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":2}}, -{"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex24-weather-index-swap.xml","excludedPaths":0,"externalPaths":80,"outstandingMappings":60,"validationFailures":11,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, +{"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex24-weather-index-swap.xml","excludedPaths":0,"externalPaths":80,"outstandingMappings":60,"validationFailures":12,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex25-physical-bullion-forward-average-price.xml","excludedPaths":0,"externalPaths":58,"outstandingMappings":42,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[],"qualifiableObjectCount":0}}, {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex26-physical-metal-forward.xml","excludedPaths":0,"externalPaths":55,"outstandingMappings":36,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[],"qualifiableObjectCount":0}}, {"fileName":"cdm-sample-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex29-physical-eu-emissions-option.xml","excludedPaths":0,"externalPaths":69,"outstandingMappings":30,"validationFailures":8,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":2}}, diff --git a/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json b/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json index bf468dc0c7..402ba074f1 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/expectations.json @@ -13,7 +13,7 @@ {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex21-physical-power-us-eei-fixed-price-shaped-volume-and-price.xml","excludedPaths":-1,"externalPaths":116,"outstandingMappings":95,"validationFailures":5,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex22-physical-gas-option-multiple-expiration.xml","excludedPaths":-1,"externalPaths":77,"outstandingMappings":40,"validationFailures":9,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":2}}, {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex23-physical-power-option-daily-expiration-efet.xml","excludedPaths":-1,"externalPaths":96,"outstandingMappings":60,"validationFailures":9,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":2}}, -{"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex24-weather-index-swap.xml","excludedPaths":-1,"externalPaths":80,"outstandingMappings":60,"validationFailures":11,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, +{"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex24-weather-index-swap.xml","excludedPaths":-1,"externalPaths":80,"outstandingMappings":60,"validationFailures":12,"qualificationExpectation":{"success":false,"qualifyResults":[],"qualifiableObjectCount":1}}, {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex25-physical-bullion-forward-average-price.xml","excludedPaths":-1,"externalPaths":58,"outstandingMappings":42,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[],"qualifiableObjectCount":0}}, {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex26-physical-metal-forward.xml","excludedPaths":-1,"externalPaths":55,"outstandingMappings":36,"validationFailures":6,"qualificationExpectation":{"success":true,"qualifyResults":[],"qualifiableObjectCount":0}}, {"fileName":"cdm-sample-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex27-wti-put-option-asian-listedoption-date.xml","excludedPaths":-1,"externalPaths":63,"outstandingMappings":11,"validationFailures":3,"qualificationExpectation":{"success":true,"qualifyResults":[{"qualifiedName":"Commodity_Option","qualifiedObjectClass":"cdm.product.template.EconomicTerms"}],"qualifiableObjectCount":1}}, diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json index 8d07e0abcd..ff61ceac26 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json @@ -57,14 +57,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -79,7 +81,7 @@ } ] }, "meta" : { - "globalKey" : "f0942b68" + "globalKey" : "e1c29bf6" } }, "tradeLot" : [ { @@ -88,24 +90,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -117,7 +111,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -259,10 +253,10 @@ } }, "meta" : { - "globalKey" : "2c46b8dd" + "globalKey" : "d00e2bdf" } }, "meta" : { - "globalKey" : "2c46b8dd" + "globalKey" : "d00e2bdf" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json index 73648eb0c1..0c20b8aa12 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json @@ -66,14 +66,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "6cbbb1dc" + "globalKey" : "2aba89a4" } }, { "SettlementPayout" : { @@ -88,7 +90,7 @@ } ] }, "meta" : { - "globalKey" : "253b86fe" + "globalKey" : "4206b320" } }, "tradeLot" : [ { @@ -115,24 +117,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -144,7 +138,7 @@ } }, "meta" : { - "globalKey" : "40d8dcb0" + "globalKey" : "42aa811e" } } ] } ], @@ -286,10 +280,10 @@ } }, "meta" : { - "globalKey" : "82d1e8bb" + "globalKey" : "69fe12f" } }, "meta" : { - "globalKey" : "82d1e8bb" + "globalKey" : "69fe12f" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json index c653f9bd9d..3b73f39464 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json @@ -89,14 +89,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "27cac490" + "globalKey" : "d18dcd70" } }, { "SettlementPayout" : { @@ -111,7 +113,7 @@ } ] }, "meta" : { - "globalKey" : "c92964d1" + "globalKey" : "1bd48fad" } }, "tradeLot" : [ { @@ -138,24 +140,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -167,7 +161,7 @@ } }, "meta" : { - "globalKey" : "4fcdf4ea" + "globalKey" : "2274efe2" } } ] } ], @@ -265,10 +259,10 @@ } } ], "meta" : { - "globalKey" : "2390963" + "globalKey" : "92b8dbbf" } }, "meta" : { - "globalKey" : "2390963" + "globalKey" : "92b8dbbf" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json index 75891c3b8e..a58733ea5e 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json @@ -210,24 +210,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", - "meta" : { - "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Mid" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", + "meta" : { + "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Mid" } } }, @@ -239,7 +231,7 @@ } }, "meta" : { - "globalKey" : "cccfe45e" + "globalKey" : "5c3b3618" } } ] } ], @@ -388,7 +380,7 @@ } }, "meta" : { - "globalKey" : "d8dccc05" + "globalKey" : "cf6784b" } }, "transferHistory" : [ { @@ -439,6 +431,6 @@ } } ], "meta" : { - "globalKey" : "c6a66dd4" + "globalKey" : "18b1281a" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json index 64f73ce11b..986cdfd8ed 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json @@ -189,24 +189,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-CAISO-SP 15 GEN HUB-DAY AHEAD", - "meta" : { - "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "LocationalMarginal" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-CAISO-SP 15 GEN HUB-DAY AHEAD", + "meta" : { + "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "LocationalMarginal" } } }, @@ -218,7 +210,7 @@ } }, "meta" : { - "globalKey" : "4b651ba3" + "globalKey" : "bf168a33" } } ] } ], @@ -361,7 +353,7 @@ } }, "meta" : { - "globalKey" : "eabf30b2" + "globalKey" : "f1a5d602" } }, "transferHistory" : [ { @@ -412,6 +404,6 @@ } } ], "meta" : { - "globalKey" : "3a95724e" + "globalKey" : "e035279e" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json index 29ba16e71b..cc73fa5fd6 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json @@ -198,39 +198,31 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-NYMEX", - "meta" : { - "scheme" : "http://www.companyB.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 2, - "period" : "D", - "meta" : { - "globalKey" : "82" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-NYMEX", + "meta" : { + "scheme" : "http://www.companyB.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 2, + "period" : "D", + "meta" : { + "globalKey" : "82" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -243,7 +235,7 @@ } }, "meta" : { - "globalKey" : "25a082c6" + "globalKey" : "967f6dac" } } ] } ], @@ -392,7 +384,7 @@ } }, "meta" : { - "globalKey" : "8b3b9daf" + "globalKey" : "5d05b809" } }, "transferHistory" : [ { @@ -443,6 +435,6 @@ } } ], "meta" : { - "globalKey" : "ea594ee" + "globalKey" : "33cc148" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/equity-options/eqd-ex26-mixed-asset-basket.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/equity-options/eqd-ex26-mixed-asset-basket.json index 5ce5e9959a..a6e786a54b 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/equity-options/eqd-ex26-mixed-asset-basket.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/equity-options/eqd-ex26-mixed-asset-basket.json @@ -209,32 +209,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "COPPER-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "COPPER-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } }, @@ -257,32 +249,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ZINC-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "ZINC-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-3" - } ] } } }, @@ -305,32 +289,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NICKEL-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NICKEL-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] } } }, @@ -360,7 +336,7 @@ } }, "meta" : { - "globalKey" : "2dbcd94c" + "globalKey" : "a07f754" } } ] } ], @@ -472,7 +448,7 @@ } }, "meta" : { - "globalKey" : "6501222" + "globalKey" : "4aa439a" } }, "transferHistory" : [ { @@ -523,6 +499,6 @@ } } ], "meta" : { - "globalKey" : "5a066ea3" + "globalKey" : "9fc1b81b" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.json index 7e12c65b6c..9f0d2060e4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex01-gas-swap-daily-delivery-prices-last.json @@ -123,14 +123,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "a63303b8" + "globalKey" : "202d7348" } }, { "FixedPricePayout" : { @@ -192,7 +194,7 @@ } ] }, "meta" : { - "globalKey" : "e29a8275" + "globalKey" : "d4c832e1" } }, "tradeLot" : [ { @@ -296,32 +298,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -334,7 +328,7 @@ } }, "meta" : { - "globalKey" : "ef40e0e6" + "globalKey" : "169f13c" } } ] } ], @@ -476,10 +470,10 @@ } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.json index 8760cb78ee..9656490451 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex02-gas-swap-prices-first-day.json @@ -115,14 +115,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "3ed225fc" + "globalKey" : "9b729984" } }, { "FixedPricePayout" : { @@ -184,7 +186,7 @@ } ] }, "meta" : { - "globalKey" : "4d78e785" + "globalKey" : "600aebe3" } }, "tradeLot" : [ { @@ -288,24 +290,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-AECO C/NIT (US$/USMMBTU)-CANADIAN GAS REPORTER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-AECO C/NIT (US$/USMMBTU)-CANADIAN GAS REPORTER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -317,7 +311,7 @@ } }, "meta" : { - "globalKey" : "acd29da" + "globalKey" : "b1e397ea" } } ] } ], @@ -459,10 +453,10 @@ } }, "meta" : { - "globalKey" : "756d5c6b" + "globalKey" : "4ff14239" } }, "meta" : { - "globalKey" : "756d5c6b" + "globalKey" : "4ff14239" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.json index 3296bbbfe4..6251a9ceb7 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex03-gas-swap-prices-last-three-days.json @@ -129,14 +129,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "dacd51a3" + "globalKey" : "7edce2bd" } }, { "FixedPricePayout" : { @@ -198,7 +200,7 @@ } ] }, "meta" : { - "globalKey" : "99a78c2a" + "globalKey" : "ff5c5fcc" } }, "tradeLot" : [ { @@ -302,32 +304,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -340,7 +334,7 @@ } }, "meta" : { - "globalKey" : "e42d59" + "globalKey" : "444bbe6f" } } ] } ], @@ -482,10 +476,10 @@ } }, "meta" : { - "globalKey" : "4fc473c1" + "globalKey" : "6c9684d" } }, "meta" : { - "globalKey" : "4fc473c1" + "globalKey" : "6c9684d" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.json index 556ee9bf57..8ac44bcad1 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex04-electricity-swap-hourly-off-peak.json @@ -129,14 +129,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "543e1ea3" + "globalKey" : "3385b5bd" } }, { "FixedPricePayout" : { @@ -198,7 +200,7 @@ } ] }, "meta" : { - "globalKey" : "4a5f2a" + "globalKey" : "6d13eccc" } }, "tradeLot" : [ { @@ -302,24 +304,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Index" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Index" } } }, @@ -331,7 +325,7 @@ } }, "meta" : { - "globalKey" : "7a3d91d7" + "globalKey" : "b1c2c6f3" } } ] } ], @@ -473,10 +467,10 @@ } }, "meta" : { - "globalKey" : "3f764433" + "globalKey" : "8a020cf9" } }, "meta" : { - "globalKey" : "3f764433" + "globalKey" : "8a020cf9" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.json index 6b1a15f8c0..e61a409f31 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex05-gas-v-electricity-spark-spread.json @@ -125,14 +125,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "f95d4f04" + "globalKey" : "324c917c" } }, { "CommodityPayout" : { @@ -195,19 +197,21 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "eea90cd2" + "globalKey" : "e6788d6e" } } ] }, "meta" : { - "globalKey" : "9483c7f8" + "globalKey" : "80911714" } }, "tradeLot" : [ { @@ -271,32 +275,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -309,7 +305,7 @@ } }, "meta" : { - "globalKey" : "d5699c3c" + "globalKey" : "e4158a12" } }, { "quantity" : [ { @@ -350,24 +346,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -379,7 +367,7 @@ } }, "meta" : { - "globalKey" : "23417acd" + "globalKey" : "98b5f033" } } ] } ], @@ -521,10 +509,10 @@ } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.json index 82578d13b0..be7be59ce2 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex06-gas-call-option.json @@ -200,32 +200,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -238,7 +230,7 @@ } }, "meta" : { - "globalKey" : "df4b4dd9" + "globalKey" : "fb00feef" } } ] } ], @@ -380,7 +372,7 @@ } }, "meta" : { - "globalKey" : "ed0e2109" + "globalKey" : "846bf0f3" } }, "transferHistory" : [ { @@ -431,6 +423,6 @@ } } ], "meta" : { - "globalKey" : "503958e0" + "globalKey" : "c3008aca" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.json index 4f631b856d..4ca124d4c4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex07-gas-put-option.json @@ -194,32 +194,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -232,7 +224,7 @@ } }, "meta" : { - "globalKey" : "c68a3419" + "globalKey" : "6544752f" } } ] } ], @@ -374,7 +366,7 @@ } }, "meta" : { - "globalKey" : "5b589c4e" + "globalKey" : "7b367978" } }, "transferHistory" : [ { @@ -425,6 +417,6 @@ } } ], "meta" : { - "globalKey" : "8a1b121b" + "globalKey" : "855e9145" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.json index a517f7e97c..2372a34eb2 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex08-oil-call-option-strip.json @@ -219,39 +219,31 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "GAS OIL-IPE", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "D", - "meta" : { - "globalKey" : "63" - } + "identifier" : [ { + "identifier" : { + "value" : "GAS OIL-IPE", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "D", + "meta" : { + "globalKey" : "63" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -264,7 +256,7 @@ } }, "meta" : { - "globalKey" : "406d197c" + "globalKey" : "fc2c5824" } } ] } ], @@ -406,7 +398,7 @@ } }, "meta" : { - "globalKey" : "10ba6499" + "globalKey" : "f98ed371" } }, "transferHistory" : [ { @@ -457,6 +449,6 @@ } } ], "meta" : { - "globalKey" : "1fbd79d6" + "globalKey" : "1668e0ae" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.json index ead17ded21..06c76acd72 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex09-oil-put-option-american.json @@ -186,48 +186,40 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-BRENT-IPE", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "isExchangeListed" : true, - "exchange" : { - "name" : { - "value" : "IFEU" - }, + "identifier" : [ { + "identifier" : { + "value" : "OIL-BRENT-IPE", "meta" : { - "globalKey" : "223e8d" + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" } }, - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "period" : "M", - "meta" : { - "globalKey" : "4d" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "D", - "meta" : { - "globalKey" : "ea4abbbd" - }, - "dayType" : "Business" - } + "identifierType" : "ISDACRP" + } ], + "isExchangeListed" : true, + "exchange" : { + "name" : { + "value" : "IFEU" + }, + "meta" : { + "globalKey" : "223e8d" } }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "period" : "M", + "meta" : { + "globalKey" : "4d" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "D", + "meta" : { + "globalKey" : "ea4abbbd" + }, + "dayType" : "Business" + } } } } @@ -240,7 +232,7 @@ } }, "meta" : { - "globalKey" : "467cbd7c" + "globalKey" : "2a5f812c" } } ] } ], @@ -380,7 +372,7 @@ } }, "meta" : { - "globalKey" : "a019be0e" + "globalKey" : "5b823c9e" } }, "transferHistory" : [ { @@ -431,6 +423,6 @@ } } ], "meta" : { - "globalKey" : "3d57516e" + "globalKey" : "61d11ffe" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.json index 58b9481dfc..4215f11f76 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex27-wti-put-option-asian-listedoption-date.json @@ -205,32 +205,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -243,7 +235,7 @@ } }, "meta" : { - "globalKey" : "412af5c6" + "globalKey" : "f8f3d39e" } } ] } ], @@ -385,7 +377,7 @@ } }, "meta" : { - "globalKey" : "648099be" + "globalKey" : "217326" } }, "transferHistory" : [ { @@ -436,6 +428,6 @@ } } ], "meta" : { - "globalKey" : "df7dbf8b" + "globalKey" : "4002e0f3" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.json index 5443588ed4..1946771468 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex28-gas-swap-daily-delivery-prices-option-last.json @@ -133,14 +133,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "a63303b8" + "globalKey" : "202d7348" } }, { "FixedPricePayout" : { @@ -202,7 +204,7 @@ } ] }, "meta" : { - "globalKey" : "88a857c5" + "globalKey" : "f0750791" } }, "tradeLot" : [ { @@ -306,32 +308,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -344,7 +338,7 @@ } }, "meta" : { - "globalKey" : "ef40e0e6" + "globalKey" : "169f13c" } } ] } ], @@ -486,10 +480,10 @@ } }, "meta" : { - "globalKey" : "7c56885b" + "globalKey" : "f7a54911" } }, "meta" : { - "globalKey" : "7c56885b" + "globalKey" : "f7a54911" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.json index 455a89cf8d..8c8f440148 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex41-oil-asian-barrier-option-strip.json @@ -238,32 +238,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-BRENT-IPE", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-3-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-BRENT-IPE", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-3-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -276,7 +268,7 @@ } }, "meta" : { - "globalKey" : "21cb1d92" + "globalKey" : "6a21823a" } } ] } ], @@ -360,7 +352,7 @@ } } ], "meta" : { - "globalKey" : "cf01bbeb" + "globalKey" : "a1b32553" } }, "transferHistory" : [ { @@ -425,6 +417,6 @@ } } ], "meta" : { - "globalKey" : "a6bc494a" + "globalKey" : "dbb7b2e2" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.json index 4ff60350f4..cf1be36f3f 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-10/products/commodity/com-ex46-simple-financial-put-option.json @@ -219,24 +219,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Mid" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Mid" } } }, @@ -248,7 +240,7 @@ } }, "meta" : { - "globalKey" : "cccfe45e" + "globalKey" : "5c3b3618" } } ] } ], @@ -384,7 +376,7 @@ } }, "meta" : { - "globalKey" : "96b9bf1c" + "globalKey" : "57916b16" } }, "transferHistory" : [ { @@ -435,6 +427,6 @@ } } ], "meta" : { - "globalKey" : "69ff5fab" + "globalKey" : "30713da5" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.json index 7e12c65b6c..9f0d2060e4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex1-gas-swap-daily-delivery-prices-last.json @@ -123,14 +123,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "a63303b8" + "globalKey" : "202d7348" } }, { "FixedPricePayout" : { @@ -192,7 +194,7 @@ } ] }, "meta" : { - "globalKey" : "e29a8275" + "globalKey" : "d4c832e1" } }, "tradeLot" : [ { @@ -296,32 +298,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -334,7 +328,7 @@ } }, "meta" : { - "globalKey" : "ef40e0e6" + "globalKey" : "169f13c" } } ] } ], @@ -476,10 +470,10 @@ } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.json index 6b1a15f8c0..e61a409f31 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex5-gas-v-electricity-spark-spread.json @@ -125,14 +125,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "f95d4f04" + "globalKey" : "324c917c" } }, { "CommodityPayout" : { @@ -195,19 +197,21 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "eea90cd2" + "globalKey" : "e6788d6e" } } ] }, "meta" : { - "globalKey" : "9483c7f8" + "globalKey" : "80911714" } }, "tradeLot" : [ { @@ -271,32 +275,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -309,7 +305,7 @@ } }, "meta" : { - "globalKey" : "d5699c3c" + "globalKey" : "e4158a12" } }, { "quantity" : [ { @@ -350,24 +346,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -379,7 +367,7 @@ } }, "meta" : { - "globalKey" : "23417acd" + "globalKey" : "98b5f033" } } ] } ], @@ -521,10 +509,10 @@ } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.json index a517f7e97c..2372a34eb2 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-12/products/commodity/com-ex8-oil-call-option-strip.json @@ -219,39 +219,31 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "GAS OIL-IPE", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "D", - "meta" : { - "globalKey" : "63" - } + "identifier" : [ { + "identifier" : { + "value" : "GAS OIL-IPE", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "D", + "meta" : { + "globalKey" : "63" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -264,7 +256,7 @@ } }, "meta" : { - "globalKey" : "406d197c" + "globalKey" : "fc2c5824" } } ] } ], @@ -406,7 +398,7 @@ } }, "meta" : { - "globalKey" : "10ba6499" + "globalKey" : "f98ed371" } }, "transferHistory" : [ { @@ -457,6 +449,6 @@ } } ], "meta" : { - "globalKey" : "1fbd79d6" + "globalKey" : "1668e0ae" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json index 8d07e0abcd..ff61ceac26 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json @@ -57,14 +57,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -79,7 +81,7 @@ } ] }, "meta" : { - "globalKey" : "f0942b68" + "globalKey" : "e1c29bf6" } }, "tradeLot" : [ { @@ -88,24 +90,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -117,7 +111,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -259,10 +253,10 @@ } }, "meta" : { - "globalKey" : "2c46b8dd" + "globalKey" : "d00e2bdf" } }, "meta" : { - "globalKey" : "2c46b8dd" + "globalKey" : "d00e2bdf" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json index 73648eb0c1..0c20b8aa12 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days.json @@ -66,14 +66,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "6cbbb1dc" + "globalKey" : "2aba89a4" } }, { "SettlementPayout" : { @@ -88,7 +90,7 @@ } ] }, "meta" : { - "globalKey" : "253b86fe" + "globalKey" : "4206b320" } }, "tradeLot" : [ { @@ -115,24 +117,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -144,7 +138,7 @@ } }, "meta" : { - "globalKey" : "40d8dcb0" + "globalKey" : "42aa811e" } } ] } ], @@ -286,10 +280,10 @@ } }, "meta" : { - "globalKey" : "82d1e8bb" + "globalKey" : "69fe12f" } }, "meta" : { - "globalKey" : "82d1e8bb" + "globalKey" : "69fe12f" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json index c653f9bd9d..3b73f39464 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.json @@ -89,14 +89,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "27cac490" + "globalKey" : "d18dcd70" } }, { "SettlementPayout" : { @@ -111,7 +113,7 @@ } ] }, "meta" : { - "globalKey" : "c92964d1" + "globalKey" : "1bd48fad" } }, "tradeLot" : [ { @@ -138,24 +140,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -167,7 +161,7 @@ } }, "meta" : { - "globalKey" : "4fcdf4ea" + "globalKey" : "2274efe2" } } ] } ], @@ -265,10 +259,10 @@ } } ], "meta" : { - "globalKey" : "2390963" + "globalKey" : "92b8dbbf" } }, "meta" : { - "globalKey" : "2390963" + "globalKey" : "92b8dbbf" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex27-wti-put-option-asian-listedoption-date.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex27-wti-put-option-asian-listedoption-date.json index 58b9481dfc..4215f11f76 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex27-wti-put-option-asian-listedoption-date.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex27-wti-put-option-asian-listedoption-date.json @@ -205,32 +205,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -243,7 +235,7 @@ } }, "meta" : { - "globalKey" : "412af5c6" + "globalKey" : "f8f3d39e" } } ] } ], @@ -385,7 +377,7 @@ } }, "meta" : { - "globalKey" : "648099be" + "globalKey" : "217326" } }, "transferHistory" : [ { @@ -436,6 +428,6 @@ } } ], "meta" : { - "globalKey" : "df7dbf8b" + "globalKey" : "4002e0f3" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex28-gas-swap-daily-delivery-prices-option-last.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex28-gas-swap-daily-delivery-prices-option-last.json index 941d8deb91..71b96150ac 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex28-gas-swap-daily-delivery-prices-option-last.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/incomplete-products/commodity-derivatives/com-ex28-gas-swap-daily-delivery-prices-option-last.json @@ -133,14 +133,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "a63303b8" + "globalKey" : "202d7348" } }, { "FixedPricePayout" : { @@ -202,7 +204,7 @@ } ] }, "meta" : { - "globalKey" : "88a857c5" + "globalKey" : "f0750791" } }, "tradeLot" : [ { @@ -303,32 +305,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -341,7 +335,7 @@ } }, "meta" : { - "globalKey" : "ef40e0e6" + "globalKey" : "169f13c" } } ] } ], @@ -483,10 +477,10 @@ } }, "meta" : { - "globalKey" : "d14624c0" + "globalKey" : "e94d7db6" } }, "meta" : { - "globalKey" : "d14624c0" + "globalKey" : "e94d7db6" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-coal-physical-leg.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-coal-physical-leg.json index 9c7a9a6a19..aecc27f00c 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-coal-physical-leg.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-coal-physical-leg.json @@ -131,14 +131,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -161,7 +163,7 @@ } ] }, "meta" : { - "globalKey" : "4798d328" + "globalKey" : "e5db833a" } }, "tradeLot" : [ { @@ -170,37 +172,29 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Energy", - "ordinal" : 1 - }, { - "value" : "Coal", - "ordinal" : 2 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "NRGY", - "ordinal" : 1 - }, { - "value" : "COAL", - "ordinal" : 2 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Energy", + "ordinal" : 1 + }, { + "value" : "Coal", + "ordinal" : 2 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "NRGY", + "ordinal" : 1 + }, { + "value" : "COAL", + "ordinal" : 2 + } ] + } + } ] } } }, @@ -212,31 +206,23 @@ } }, "meta" : { - "globalKey" : "e2945962" + "globalKey" : "72a9f25e" } }, { "observable" : { "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -248,7 +234,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -346,11 +332,11 @@ } } ], "meta" : { - "globalKey" : "785105c" + "globalKey" : "ec915c1a" } }, "meta" : { - "globalKey" : "785105c" + "globalKey" : "ec915c1a" } } } @@ -383,6 +369,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "6780448d" + "globalKey" : "ebe04d5f" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-electricity-physical-leg.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-electricity-physical-leg.json index 9a377361ab..2d29ebec48 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-electricity-physical-leg.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-electricity-physical-leg.json @@ -131,14 +131,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -161,7 +163,7 @@ } ] }, "meta" : { - "globalKey" : "4798d328" + "globalKey" : "e5db833a" } }, "tradeLot" : [ { @@ -170,43 +172,35 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Energy", - "ordinal" : 1 - }, { - "value" : "Electricity", - "ordinal" : 2 - }, { - "value" : "BSLD", - "ordinal" : 3 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "NRGY", - "ordinal" : 1 - }, { - "value" : "ELEC", - "ordinal" : 2 - }, { - "value" : "BSLD", - "ordinal" : 3 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Energy", + "ordinal" : 1 + }, { + "value" : "Electricity", + "ordinal" : 2 + }, { + "value" : "BSLD", + "ordinal" : 3 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "NRGY", + "ordinal" : 1 + }, { + "value" : "ELEC", + "ordinal" : 2 + }, { + "value" : "BSLD", + "ordinal" : 3 + } ] + } + } ] } } }, @@ -218,31 +212,23 @@ } }, "meta" : { - "globalKey" : "d56d9948" + "globalKey" : "d5561db8" } }, { "observable" : { "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -254,7 +240,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -352,11 +338,11 @@ } } ], "meta" : { - "globalKey" : "642aefc2" + "globalKey" : "7f1134f4" } }, "meta" : { - "globalKey" : "642aefc2" + "globalKey" : "7f1134f4" } } } @@ -389,6 +375,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "3ca08e7" + "globalKey" : "2b04f8c5" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-environmental-physical-leg.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-environmental-physical-leg.json index 2c0336f511..eb84e62d5f 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-environmental-physical-leg.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-environmental-physical-leg.json @@ -145,14 +145,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "9d714c7c" + "globalKey" : "10b84304" } }, { "SettlementPayout" : { @@ -175,7 +177,7 @@ } ] }, "meta" : { - "globalKey" : "7b7cf538" + "globalKey" : "2e7ba32a" } }, "tradeLot" : [ { @@ -184,43 +186,35 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Environment", - "ordinal" : 1 - }, { - "value" : "Emission", - "ordinal" : 2 - }, { - "value" : "Cere", - "ordinal" : 3 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "ENVR", - "ordinal" : 1 - }, { - "value" : "EMIS", - "ordinal" : 2 - }, { - "value" : "CERE", - "ordinal" : 3 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Environment", + "ordinal" : 1 + }, { + "value" : "Emission", + "ordinal" : 2 + }, { + "value" : "Cere", + "ordinal" : 3 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "ENVR", + "ordinal" : 1 + }, { + "value" : "EMIS", + "ordinal" : 2 + }, { + "value" : "CERE", + "ordinal" : 3 + } ] + } + } ] } } }, @@ -232,7 +226,7 @@ } }, "meta" : { - "globalKey" : "75e72c4d" + "globalKey" : "fb8b9613" } }, { "quantity" : [ { @@ -260,24 +254,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -289,7 +275,7 @@ } }, "meta" : { - "globalKey" : "6ce0e103" + "globalKey" : "6d54b573" } } ] } ], @@ -387,11 +373,11 @@ } } ], "meta" : { - "globalKey" : "ad638dc8" + "globalKey" : "82552640" } }, "meta" : { - "globalKey" : "ad638dc8" + "globalKey" : "82552640" } } } @@ -424,6 +410,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "8ea43aa1" + "globalKey" : "b208ecf9" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-gas-physical-leg.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-gas-physical-leg.json index 8a6b9bc82b..a022313192 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-gas-physical-leg.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-commodity-swap-gas-physical-leg.json @@ -131,14 +131,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -161,7 +163,7 @@ } ] }, "meta" : { - "globalKey" : "4798d328" + "globalKey" : "e5db833a" } }, "tradeLot" : [ { @@ -170,43 +172,35 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Energy", - "ordinal" : 1 - }, { - "value" : "NaturalGas", - "ordinal" : 2 - }, { - "value" : "GasP", - "ordinal" : 3 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "NRGY", - "ordinal" : 1 - }, { - "value" : "NGAS", - "ordinal" : 2 - }, { - "value" : "GASP", - "ordinal" : 3 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Energy", + "ordinal" : 1 + }, { + "value" : "NaturalGas", + "ordinal" : 2 + }, { + "value" : "GasP", + "ordinal" : 3 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "NRGY", + "ordinal" : 1 + }, { + "value" : "NGAS", + "ordinal" : 2 + }, { + "value" : "GASP", + "ordinal" : 3 + } ] + } + } ] } } }, @@ -218,31 +212,23 @@ } }, "meta" : { - "globalKey" : "49ac1f61" + "globalKey" : "c891f07f" } }, { "observable" : { "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -254,7 +240,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -352,11 +338,11 @@ } } ], "meta" : { - "globalKey" : "84dcb21b" + "globalKey" : "d851393b" } }, "meta" : { - "globalKey" : "84dcb21b" + "globalKey" : "d851393b" } } } @@ -389,6 +375,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "e39e9f2e" + "globalKey" : "f56e5fde" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.json index da634ee8b8..ce2a3982d1 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.json @@ -131,14 +131,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -161,7 +163,7 @@ } ] }, "meta" : { - "globalKey" : "4798d328" + "globalKey" : "e5db833a" } }, "tradeLot" : [ { @@ -170,43 +172,35 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Energy", - "ordinal" : 1 - }, { - "value" : "Oil", - "ordinal" : 2 - }, { - "value" : "OilWTI", - "ordinal" : 3 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "NRGY", - "ordinal" : 1 - }, { - "value" : "OILP", - "ordinal" : 2 - }, { - "value" : "WTIO", - "ordinal" : 3 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Energy", + "ordinal" : 1 + }, { + "value" : "Oil", + "ordinal" : 2 + }, { + "value" : "OilWTI", + "ordinal" : 3 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "NRGY", + "ordinal" : 1 + }, { + "value" : "OILP", + "ordinal" : 2 + }, { + "value" : "WTIO", + "ordinal" : 3 + } ] + } + } ] } } }, @@ -218,31 +212,23 @@ } }, "meta" : { - "globalKey" : "e6e80247" + "globalKey" : "287b18d9" } }, { "observable" : { "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -254,7 +240,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -352,11 +338,11 @@ } } ], "meta" : { - "globalKey" : "945b7281" + "globalKey" : "39a2c295" } }, "meta" : { - "globalKey" : "945b7281" + "globalKey" : "39a2c295" } } } @@ -389,6 +375,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "c6763488" + "globalKey" : "189c58c4" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex70-execution-advice-commodity-swap-classification-termination-esma-emir-refit.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex70-execution-advice-commodity-swap-classification-termination-esma-emir-refit.json index 15683b943c..ea86666270 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex70-execution-advice-commodity-swap-classification-termination-esma-emir-refit.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/processes/execution-advice/msg-ex70-execution-advice-commodity-swap-classification-termination-esma-emir-refit.json @@ -143,14 +143,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "5a4c1a06" + "globalKey" : "ef3726ba" } }, { "SettlementPayout" : { @@ -173,7 +175,7 @@ } ] }, "meta" : { - "globalKey" : "4798d328" + "globalKey" : "e5db833a" } }, "tradeLot" : [ { @@ -182,43 +184,35 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "taxonomy" : [ { - "source" : "ISDA", - "value" : { - "classification" : [ { - "value" : "Energy", - "ordinal" : 1 - }, { - "value" : "Oil", - "ordinal" : 2 - }, { - "value" : "OilWTI", - "ordinal" : 3 - } ] - } - }, { - "source" : "EMIR", - "value" : { - "classification" : [ { - "value" : "NRGY", - "ordinal" : 1 - }, { - "value" : "OILP", - "ordinal" : 2 - }, { - "value" : "WTIO", - "ordinal" : 3 - } ] - } - } ] - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "taxonomy" : [ { + "source" : "ISDA", + "value" : { + "classification" : [ { + "value" : "Energy", + "ordinal" : 1 + }, { + "value" : "Oil", + "ordinal" : 2 + }, { + "value" : "OilWTI", + "ordinal" : 3 + } ] + } + }, { + "source" : "EMIR", + "value" : { + "classification" : [ { + "value" : "NRGY", + "ordinal" : 1 + }, { + "value" : "OILP", + "ordinal" : 2 + }, { + "value" : "WTIO", + "ordinal" : 3 + } ] + } + } ] } } }, @@ -230,31 +224,23 @@ } }, "meta" : { - "globalKey" : "e6e80247" + "globalKey" : "287b18d9" } }, { "observable" : { "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-WTI-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-WTI-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement" } } }, @@ -266,7 +252,7 @@ } }, "meta" : { - "globalKey" : "887868a8" + "globalKey" : "7803e258" } } ] } ], @@ -408,11 +394,11 @@ } }, "meta" : { - "globalKey" : "81d74576" + "globalKey" : "bb489e2" } }, "meta" : { - "globalKey" : "81d74576" + "globalKey" : "bb489e2" } } } @@ -445,6 +431,6 @@ } ], "action" : "New", "meta" : { - "globalKey" : "dca092d9" + "globalKey" : "abf4dd31" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex1-gas-swap-daily-delivery-prices-last.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex1-gas-swap-daily-delivery-prices-last.json index 7e12c65b6c..9f0d2060e4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex1-gas-swap-daily-delivery-prices-last.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex1-gas-swap-daily-delivery-prices-last.json @@ -123,14 +123,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "a63303b8" + "globalKey" : "202d7348" } }, { "FixedPricePayout" : { @@ -192,7 +194,7 @@ } ] }, "meta" : { - "globalKey" : "e29a8275" + "globalKey" : "d4c832e1" } }, "tradeLot" : [ { @@ -296,32 +298,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -334,7 +328,7 @@ } }, "meta" : { - "globalKey" : "ef40e0e6" + "globalKey" : "169f13c" } } ] } ], @@ -476,10 +470,10 @@ } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } }, "meta" : { - "globalKey" : "dbd43b0b" + "globalKey" : "4d4e8061" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex2-gas-swap-prices-first-day.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex2-gas-swap-prices-first-day.json index bcbbc6276f..7b57a21855 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex2-gas-swap-prices-first-day.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex2-gas-swap-prices-first-day.json @@ -115,14 +115,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "3ed225fc" + "globalKey" : "9b729984" } }, { "FixedPricePayout" : { @@ -184,7 +186,7 @@ } ] }, "meta" : { - "globalKey" : "4d78e785" + "globalKey" : "600aebe3" } }, "tradeLot" : [ { @@ -285,24 +287,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-AECO C/NIT (US$/MMBTU)-CANADIAN GAS REPORTER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-AECO C/NIT (US$/MMBTU)-CANADIAN GAS REPORTER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -314,7 +308,7 @@ } }, "meta" : { - "globalKey" : "8e8ea97c" + "globalKey" : "32029c08" } } ] } ], @@ -456,10 +450,10 @@ } }, "meta" : { - "globalKey" : "613b222e" + "globalKey" : "f3e22cc0" } }, "meta" : { - "globalKey" : "613b222e" + "globalKey" : "f3e22cc0" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex3-gas-swap-prices-last-three-days.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex3-gas-swap-prices-last-three-days.json index edb01ca0f2..e5edd7806a 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex3-gas-swap-prices-last-three-days.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex3-gas-swap-prices-last-three-days.json @@ -129,14 +129,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "dacd51a3" + "globalKey" : "7edce2bd" } }, { "FixedPricePayout" : { @@ -198,7 +200,7 @@ } ] }, "meta" : { - "globalKey" : "99a78c2a" + "globalKey" : "ff5c5fcc" } }, "tradeLot" : [ { @@ -299,32 +301,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -337,7 +331,7 @@ } }, "meta" : { - "globalKey" : "e42d59" + "globalKey" : "444bbe6f" } } ] } ], @@ -479,10 +473,10 @@ } }, "meta" : { - "globalKey" : "bb4d0a6" + "globalKey" : "29b51af2" } }, "meta" : { - "globalKey" : "bb4d0a6" + "globalKey" : "29b51af2" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json index 75891c3b8e..a58733ea5e 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex34-gas-put-option-european-floating-strike.json @@ -210,24 +210,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", - "meta" : { - "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Mid" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", + "meta" : { + "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Mid" } } }, @@ -239,7 +231,7 @@ } }, "meta" : { - "globalKey" : "cccfe45e" + "globalKey" : "5c3b3618" } } ] } ], @@ -388,7 +380,7 @@ } }, "meta" : { - "globalKey" : "d8dccc05" + "globalKey" : "cf6784b" } }, "transferHistory" : [ { @@ -439,6 +431,6 @@ } } ], "meta" : { - "globalKey" : "c6a66dd4" + "globalKey" : "18b1281a" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json index 64f73ce11b..986cdfd8ed 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex35-call-option-gas-power-heat-rate-daily.json @@ -189,24 +189,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-CAISO-SP 15 GEN HUB-DAY AHEAD", - "meta" : { - "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "LocationalMarginal" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-CAISO-SP 15 GEN HUB-DAY AHEAD", + "meta" : { + "scheme" : "http://www.companyA.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "LocationalMarginal" } } }, @@ -218,7 +210,7 @@ } }, "meta" : { - "globalKey" : "4b651ba3" + "globalKey" : "bf168a33" } } ] } ], @@ -361,7 +353,7 @@ } }, "meta" : { - "globalKey" : "eabf30b2" + "globalKey" : "f1a5d602" } }, "transferHistory" : [ { @@ -412,6 +404,6 @@ } } ], "meta" : { - "globalKey" : "3a95724e" + "globalKey" : "e035279e" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json index 29ba16e71b..cc73fa5fd6 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex36-gas-call-option-european-spread-negative-premium-floating-strike.json @@ -198,39 +198,31 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-NYMEX", - "meta" : { - "scheme" : "http://www.companyB.com/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 2, - "period" : "D", - "meta" : { - "globalKey" : "82" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-NYMEX", + "meta" : { + "scheme" : "http://www.companyB.com/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 2, + "period" : "D", + "meta" : { + "globalKey" : "82" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -243,7 +235,7 @@ } }, "meta" : { - "globalKey" : "25a082c6" + "globalKey" : "967f6dac" } } ] } ], @@ -392,7 +384,7 @@ } }, "meta" : { - "globalKey" : "8b3b9daf" + "globalKey" : "5d05b809" } }, "transferHistory" : [ { @@ -443,6 +435,6 @@ } } ], "meta" : { - "globalKey" : "ea594ee" + "globalKey" : "33cc148" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex4-electricity-swap-hourly-off-peak.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex4-electricity-swap-hourly-off-peak.json index 556ee9bf57..8ac44bcad1 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex4-electricity-swap-hourly-off-peak.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex4-electricity-swap-hourly-off-peak.json @@ -129,14 +129,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "543e1ea3" + "globalKey" : "3385b5bd" } }, { "FixedPricePayout" : { @@ -198,7 +200,7 @@ } ] }, "meta" : { - "globalKey" : "4a5f2a" + "globalKey" : "6d13eccc" } }, "tradeLot" : [ { @@ -302,24 +304,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Index" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Index" } } }, @@ -331,7 +325,7 @@ } }, "meta" : { - "globalKey" : "7a3d91d7" + "globalKey" : "b1c2c6f3" } } ] } ], @@ -473,10 +467,10 @@ } }, "meta" : { - "globalKey" : "3f764433" + "globalKey" : "8a020cf9" } }, "meta" : { - "globalKey" : "3f764433" + "globalKey" : "8a020cf9" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex41-oil-asian-barrier-option-strip.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex41-oil-asian-barrier-option-strip.json index 455a89cf8d..8c8f440148 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex41-oil-asian-barrier-option-strip.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex41-oil-asian-barrier-option-strip.json @@ -238,32 +238,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-BRENT-IPE", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-3-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "OIL-BRENT-IPE", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-3-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -276,7 +268,7 @@ } }, "meta" : { - "globalKey" : "21cb1d92" + "globalKey" : "6a21823a" } } ] } ], @@ -360,7 +352,7 @@ } } ], "meta" : { - "globalKey" : "cf01bbeb" + "globalKey" : "a1b32553" } }, "transferHistory" : [ { @@ -425,6 +417,6 @@ } } ], "meta" : { - "globalKey" : "a6bc494a" + "globalKey" : "dbb7b2e2" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex46-simple-financial-put-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex46-simple-financial-put-option.json index 4ff60350f4..cf1be36f3f 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex46-simple-financial-put-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex46-simple-financial-put-option.json @@ -219,24 +219,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Mid" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Mid" } } }, @@ -248,7 +240,7 @@ } }, "meta" : { - "globalKey" : "cccfe45e" + "globalKey" : "5c3b3618" } } ] } ], @@ -384,7 +376,7 @@ } }, "meta" : { - "globalKey" : "96b9bf1c" + "globalKey" : "57916b16" } }, "transferHistory" : [ { @@ -435,6 +427,6 @@ } } ], "meta" : { - "globalKey" : "69ff5fab" + "globalKey" : "30713da5" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex5-gas-v-electricity-spark-spread.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex5-gas-v-electricity-spark-spread.json index 6b1a15f8c0..e61a409f31 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex5-gas-v-electricity-spark-spread.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex5-gas-v-electricity-spark-spread.json @@ -125,14 +125,16 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-1" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-1" + } } } }, "meta" : { - "globalKey" : "f95d4f04" + "globalKey" : "324c917c" } }, { "CommodityPayout" : { @@ -195,19 +197,21 @@ } }, "underlier" : { - "address" : { - "scope" : "DOCUMENT", - "value" : "Commodity-2" + "Observable" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "observable-2" + } } } }, "meta" : { - "globalKey" : "eea90cd2" + "globalKey" : "e6788d6e" } } ] }, "meta" : { - "globalKey" : "9483c7f8" + "globalKey" : "80911714" } }, "tradeLot" : [ { @@ -271,32 +275,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -309,7 +305,7 @@ } }, "meta" : { - "globalKey" : "d5699c3c" + "globalKey" : "e4158a12" } }, { "quantity" : [ { @@ -350,24 +346,16 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "MeanOfHighAndLow" - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] - } + "identifier" : [ { + "identifier" : { + "value" : "ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "MeanOfHighAndLow" } } }, @@ -379,7 +367,7 @@ } }, "meta" : { - "globalKey" : "23417acd" + "globalKey" : "98b5f033" } } ] } ], @@ -521,10 +509,10 @@ } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } }, "meta" : { - "globalKey" : "27122c22" + "globalKey" : "feb34036" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex6-gas-call-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex6-gas-call-option.json index 82578d13b0..be7be59ce2 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex6-gas-call-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex6-gas-call-option.json @@ -200,32 +200,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -238,7 +230,7 @@ } }, "meta" : { - "globalKey" : "df4b4dd9" + "globalKey" : "fb00feef" } } ] } ], @@ -380,7 +372,7 @@ } }, "meta" : { - "globalKey" : "ed0e2109" + "globalKey" : "846bf0f3" } }, "transferHistory" : [ { @@ -431,6 +423,6 @@ } } ], "meta" : { - "globalKey" : "503958e0" + "globalKey" : "c3008aca" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex7-gas-put-option.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex7-gas-put-option.json index 4f631b856d..4ca124d4c4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex7-gas-put-option.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex7-gas-put-option.json @@ -194,32 +194,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -232,7 +224,7 @@ } }, "meta" : { - "globalKey" : "c68a3419" + "globalKey" : "6544752f" } } ] } ], @@ -374,7 +366,7 @@ } }, "meta" : { - "globalKey" : "5b589c4e" + "globalKey" : "7b367978" } }, "transferHistory" : [ { @@ -425,6 +417,6 @@ } } ], "meta" : { - "globalKey" : "8a1b121b" + "globalKey" : "855e9145" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex8-oil-call-option-strip.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex8-oil-call-option-strip.json index a517f7e97c..2372a34eb2 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex8-oil-call-option-strip.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex8-oil-call-option-strip.json @@ -219,39 +219,31 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "GAS OIL-IPE", - "meta" : { - "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "D", - "meta" : { - "globalKey" : "63" - } + "identifier" : [ { + "identifier" : { + "value" : "GAS OIL-IPE", + "meta" : { + "scheme" : "http://www.partyA.com/instrumentId/commodity-reference-price" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "D", + "meta" : { + "globalKey" : "63" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -264,7 +256,7 @@ } }, "meta" : { - "globalKey" : "406d197c" + "globalKey" : "fc2c5824" } } ] } ], @@ -406,7 +398,7 @@ } }, "meta" : { - "globalKey" : "10ba6499" + "globalKey" : "f98ed371" } }, "transferHistory" : [ { @@ -457,6 +449,6 @@ } } ], "meta" : { - "globalKey" : "1fbd79d6" + "globalKey" : "1668e0ae" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex9-oil-put-option-american.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex9-oil-put-option-american.json index ead17ded21..06c76acd72 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex9-oil-put-option-american.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-ex9-oil-put-option-american.json @@ -186,48 +186,40 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "OIL-BRENT-IPE", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "isExchangeListed" : true, - "exchange" : { - "name" : { - "value" : "IFEU" - }, + "identifier" : [ { + "identifier" : { + "value" : "OIL-BRENT-IPE", "meta" : { - "globalKey" : "223e8d" + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" } }, - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "period" : "M", - "meta" : { - "globalKey" : "4d" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "D", - "meta" : { - "globalKey" : "ea4abbbd" - }, - "dayType" : "Business" - } + "identifierType" : "ISDACRP" + } ], + "isExchangeListed" : true, + "exchange" : { + "name" : { + "value" : "IFEU" + }, + "meta" : { + "globalKey" : "223e8d" } }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "period" : "M", + "meta" : { + "globalKey" : "4d" + } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "D", + "meta" : { + "globalKey" : "ea4abbbd" + }, + "dayType" : "Business" + } } } } @@ -240,7 +232,7 @@ } }, "meta" : { - "globalKey" : "467cbd7c" + "globalKey" : "2a5f812c" } } ] } ], @@ -380,7 +372,7 @@ } }, "meta" : { - "globalKey" : "a019be0e" + "globalKey" : "5b823c9e" } }, "transferHistory" : [ { @@ -431,6 +423,6 @@ } } ], "meta" : { - "globalKey" : "3d57516e" + "globalKey" : "61d11ffe" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex1-strikePricePerUnitSchedule.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex1-strikePricePerUnitSchedule.json index 2e9c762f50..8d089af7d4 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex1-strikePricePerUnitSchedule.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex1-strikePricePerUnitSchedule.json @@ -269,40 +269,32 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "ea4abcd4" - }, - "dayType" : "Business" + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "ea4abcd4" + }, + "dayType" : "Business" } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -315,7 +307,7 @@ } }, "meta" : { - "globalKey" : "c710ba0e" + "globalKey" : "d300ba3c" } } ] } ], @@ -426,7 +418,7 @@ } }, "meta" : { - "globalKey" : "8346e382" + "globalKey" : "e32f6b14" } }, "transferHistory" : [ { @@ -477,6 +469,6 @@ } } ], "meta" : { - "globalKey" : "cc4e5087" + "globalKey" : "d05dc219" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex2-strikePricePerUnitSchedule.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex2-strikePricePerUnitSchedule.json index 031990ab96..ff0ae3521a 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex2-strikePricePerUnitSchedule.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/commodity-derivatives/com-mockup-ex2-strikePricePerUnitSchedule.json @@ -255,40 +255,32 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NATURAL GAS-HENRY HUB-NYMEX", - "meta" : { - "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" - } - }, - "identifierType" : "ISDACRP" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } - }, - "deliveryDateRollConvention" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "ea4abcd4" - }, - "dayType" : "Business" + "identifier" : [ { + "identifier" : { + "value" : "NATURAL GAS-HENRY HUB-NYMEX", + "meta" : { + "scheme" : "http://www.fpml.org/coding-scheme/commodity-reference-price-1-0" + } + }, + "identifierType" : "ISDACRP" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } + }, + "deliveryDateRollConvention" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "ea4abcd4" + }, + "dayType" : "Business" } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } } @@ -301,7 +293,7 @@ } }, "meta" : { - "globalKey" : "c710ba0e" + "globalKey" : "d300ba3c" } } ] } ], @@ -412,7 +404,7 @@ } }, "meta" : { - "globalKey" : "8403f6cd" + "globalKey" : "e21ed51f" } }, "transferHistory" : [ { @@ -463,6 +455,6 @@ } } ], "meta" : { - "globalKey" : "f5e8f2d2" + "globalKey" : "60427b24" } } \ No newline at end of file diff --git a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/equity-options/eqd-ex26-mixed-asset-basket.json b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/equity-options/eqd-ex26-mixed-asset-basket.json index 5ce5e9959a..a6e786a54b 100644 --- a/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/equity-options/eqd-ex26-mixed-asset-basket.json +++ b/rosetta-source/src/main/resources/result-json-files/fpml-5-13/products/equity-options/eqd-ex26-mixed-asset-basket.json @@ -209,32 +209,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "COPPER-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "COPPER-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-1" - } ] } } }, @@ -257,32 +249,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "ZINC-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "ZINC-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-3" - } ] } } }, @@ -305,32 +289,24 @@ "value" : { "Asset" : { "Commodity" : { - "value" : { - "identifier" : [ { - "identifier" : { - "value" : "NICKEL-LME CASH", - "meta" : { - "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" - } - }, - "identifierType" : "Other" - } ], - "priceQuoteType" : "Settlement", - "deliveryDateReference" : { - "deliveryNearby" : { - "periodMultiplier" : 1, - "period" : "M", - "meta" : { - "globalKey" : "6c" - } + "identifier" : [ { + "identifier" : { + "value" : "NICKEL-LME CASH", + "meta" : { + "scheme" : "http://www.lme.co.uk/coding-scheme/instrument-id" + } + }, + "identifierType" : "Other" + } ], + "priceQuoteType" : "Settlement", + "deliveryDateReference" : { + "deliveryNearby" : { + "periodMultiplier" : 1, + "period" : "M", + "meta" : { + "globalKey" : "6c" } } - }, - "meta" : { - "location" : [ { - "scope" : "DOCUMENT", - "value" : "Commodity-2" - } ] } } }, @@ -360,7 +336,7 @@ } }, "meta" : { - "globalKey" : "2dbcd94c" + "globalKey" : "a07f754" } } ] } ], @@ -472,7 +448,7 @@ } }, "meta" : { - "globalKey" : "6501222" + "globalKey" : "4aa439a" } }, "transferHistory" : [ { @@ -523,6 +499,6 @@ } } ], "meta" : { - "globalKey" : "5a066ea3" + "globalKey" : "9fc1b81b" } } \ No newline at end of file diff --git a/rosetta-source/src/main/rosetta/base-staticdata-asset-common-type.rosetta b/rosetta-source/src/main/rosetta/base-staticdata-asset-common-type.rosetta index 7e2629883f..4e0440a90b 100755 --- a/rosetta-source/src/main/rosetta/base-staticdata-asset-common-type.rosetta +++ b/rosetta-source/src/main/rosetta/base-staticdata-asset-common-type.rosetta @@ -10,7 +10,6 @@ import cdm.observable.asset.* choice Asset: <"An Asset is defined as something that can be owned and transferred in the financial markets. As a choice data type, one and only one of the attributes must be used."> Cash <"An Asset that consists solely of a monetary holding in a currency."> Commodity <"An Asset comprised of raw or refined materials or agricultural products, eg gold, oil or wheat."> - [metadata location] DigitalAsset <"An Asset that exists only in digital form, eg Bitcoin or Ethereum; excludes the digital representation of other Assets."> Instrument <"An asset that is issued by one party to one or more others; Instrument is also a choice data type."> diff --git a/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta index 4214f80bcf..28a6f9541b 100644 --- a/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta +++ b/rosetta-source/src/main/rosetta/mapping-fpml-confirmation-tradestate-synonym.rosetta @@ -2201,8 +2201,6 @@ synonym source FpML_5_Confirmation_To_TradeState extends FpML + paymentDates [value "paymentDates"] [value "relativePaymentDates"] - + underlier - [value "commodity" meta "instrumentId"] + fxFeature [value "fxFeature"] + calculationPeriodDates diff --git a/rosetta-source/src/main/rosetta/observable-asset-func.rosetta b/rosetta-source/src/main/rosetta/observable-asset-func.rosetta index 3dbec5f683..4527bc72ed 100644 --- a/rosetta-source/src/main/rosetta/observable-asset-func.rosetta +++ b/rosetta-source/src/main/rosetta/observable-asset-func.rosetta @@ -2,6 +2,7 @@ namespace cdm.observable.asset : <"Observable concepts applicable to assets: pri version "${project.version}" import cdm.base.math.* +import cdm.base.staticdata.asset.common.* import cdm.base.staticdata.asset.rates.* import cdm.observable.asset.* @@ -39,3 +40,18 @@ func InterestRateObservableCondition: <"Implementation for PriceQuantity.Interes extract [ priceType = PriceTypeEnum -> InterestRate and arithmeticOperator exists ] all = True + +func ObservableIsCommodity: <"Validates whether all of the constituents of an Observable are Commodities."> + inputs: + observable Observable (0..1) + output: + valid boolean (1..1) + + set valid: + if observable -> Asset exists + then observable -> Asset -> Commodity exists + else if observable -> Basket exists + then observable -> Basket -> basketConstituent extract [ Asset -> Commodity exists ] all = True + else if observable -> Index exists + then observable -> Index ->> assetClass = Commodity + else False diff --git a/rosetta-source/src/main/rosetta/product-asset-type.rosetta b/rosetta-source/src/main/rosetta/product-asset-type.rosetta index 4df65333a8..807a7b9cc0 100644 --- a/rosetta-source/src/main/rosetta/product-asset-type.rosetta +++ b/rosetta-source/src/main/rosetta/product-asset-type.rosetta @@ -11,13 +11,13 @@ import cdm.base.staticdata.asset.credit.* import cdm.base.staticdata.identifier.* import cdm.observable.asset.* +import cdm.observable.asset.calculatedrate.* import cdm.observable.event.* import cdm.observable.common.* -import cdm.product.template.* -import cdm.product.common.settlement.* import cdm.product.common.schedule.* -import cdm.observable.asset.calculatedrate.* +import cdm.product.common.settlement.* +import cdm.product.template.* type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of a referenced underlier. (e.g. Commodities). Can represent both average (average of many) & bullet (average of 1) pricing"> averagingFeature AveragingCalculation (0..1) <"Indicates if the averaging calculation, when applicable, is weighted or unweighted."> @@ -26,8 +26,7 @@ type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of schedule CalculationSchedule (0..1) <"Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way."> calculationPeriodDates CalculationPeriodDates (0..1) <"Defines the calculation period dates schedule."> paymentDates PaymentDates (1..1) <"Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates)."> - underlier Commodity (1..1) <"Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security."> - [metadata address "pointsTo"=PriceQuantity->observable->Asset->Commodity] + underlier Underlier (1..1) <"Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security."> fxFeature FxFeature (0..1) <"Defines quanto or composite FX features that are included in the swap leg."> delivery AssetDeliveryInformation (0..1) <"Contains the information relative to the delivery of the asset."> @@ -37,6 +36,15 @@ type CommodityPayout extends PayoutBase: <"Payout based on the averaged price of condition CalculationPeriod: <"The calculation periods are either specified parametrically via CalculationPeriodDates or non-parametrically via SchedulePeriod."> required choice schedule, calculationPeriodDates + condition CommodityUnderlier: <"The underlier for a CommodityPayout should be a commodity."> + if underlier -> Observable exists + then ObservableIsCommodity(underlier -> Observable) + else if underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> OptionPayout exists + then ObservableIsCommodity(underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> OptionPayout -> underlier -> Observable) // Commodity Option + else if underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> SettlementPayout exists + then ObservableIsCommodity(underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> SettlementPayout -> underlier -> Observable) // Commodity Future + else False + condition DeliveryCapacity: <"Checks that only one of the representations of delivery capacity is present simultaneously."> if delivery -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent