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 schemeCreditEventTypeScheme
Enum
InformationProviderEnum
has been annotated with FpML coding schemeInformationProviderScheme
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.