Lionel Smith-Gordon CommodityPayoutUnderlier - release

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
 ```

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}},

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}},

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"
   }
 }

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"
   }
 }

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"
   }
 }

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" : "be8646ae"
+    "globalKey" : "109100f4"
   }
 }