Latest release - 4.0.0-dev.36ΒΆ

Product Model - Enum and FpML coding scheme update

Background

Rosetta has a feature for its enumerations that enables, if a certain enumeration is directly related to an FpML coding scheme, to label that enumeration with the corresponding coding scheme canonical URI, so every time that coding scheme is updated, the enumeration will be automatically updated (and so will its mappings). That has been done for CreditEventTypeEnum and InformationProviderEnum. For CapacityUnitEnum, since it is not uniquely related to an FpML coding scheme, the changes have been done manually.

What is being released?

  • The following CapacityUnitEnum codes have been added along with their synonym mappings:

    • GBBSH, GBBTU, GBMBTU, GBMMBTU, GBTHM, HOGB, ISOBTU, ISOMBTU, ISOMMBTU, ISOTHM, KWD, KWM, KWMIN, KWY, MWD, MWM, MWMIN, MWY, SGB, USBSH, USBTU, USMBTU, USMMBTU, USTHM

  • The following CapacityUnitEnum codes have been removed along with their synonym mappings:

    • BSH, BTU, DTH, INGOT, KWDC, KWHC, KWMC, KWMINC, KWYC, MMBTU, MWDC, MWHC, MWMC, MWMINC, MWYC, THERM

  • Enum CreditEventTypeEnum has been annotated with FpML coding scheme CreditEventTypeScheme

  • Enum InformationProviderEnum has been annotated with FpML coding scheme InformationProviderScheme

  • The following samples from the CDM test pack have been modified so that they do not contain the deprecated FpML code MMBTU:

    • com-ex13-physical-gas-us-tw-west-texas-pool-floating-price-4-days
    • com-ex22-physical-gas-option-multiple-expiration
    • com-ex34-gas-put-option-european-floating-strike
    • com-ex36-gas-call-option-european-spread-negative-premium-floating-strike
    • com-ex01-gas-swap-daily-delivery-prices-last
    • com-ex02-gas-swap-prices-first-day
    • com-ex03-gas-swap-prices-last-three-days
    • com-ex05-gas-v-electricity-spark-spread
    • com-ex06-gas-call-option
    • com-ex07-gas-put-option
    • com-ex28-gas-swap-daily-delivery-prices-option-last
    • com-ex46-simple-financial-put-option
    • com-ex1-gas-swap-daily-delivery-prices-last
    • com-ex02-energy-nat-gas-cash
    • com-ex5-gas-v-electricity-spark-spread

  • The following sample from the CDM test pack has been modified so that it does not contain the deprecated FpML code THERM: com-ex14-physical-gas-europe-ttf-fixed-price

Review directions

In the CDM Portal, select the Textual Browser and inspect each of the changes identified above.