.cdm-java.6.0.0-dev.82.source-code.mapping-fpml-confirmation-workflowstep-synonym.rosetta Maven / Gradle / Ivy
namespace cdm.mapping.fpml.confirmation.workflowstep
version "${project.version}"
import cdm.base.math.*
import cdm.base.staticdata.identifier.*
import cdm.event.common.*
import cdm.event.workflow.*
import cdm.mapping.fpml.confirmation.tradestate.*
import cdm.observable.asset.*
synonym source FpML_5_Confirmation_To_WorkflowStep extends FpML_5_Confirmation_To_TradeState
{
WorkflowStep:
+ businessEvent
[value "ignore"]
+ approval
[value "ignore"]
+ rejected
[value "ignore"]
+ previousWorkflowStep
[value "ignore"]
+ nextEvent
[value "partyTradeInformation" path "trade->tradeHeader"]
+ messageInformation
[value "header"]
+ eventIdentifier
[value "header"]
[value "eventIdentifier" path "tradingEvent"]
[value "tradeHeader" path "trade"]
+ action
[set to ActionEnum -> New when "isCorrection" = False]
[set to ActionEnum -> Correct when "isCorrection" = True]
[set to ActionEnum -> Cancel when "withdrawal->reason" = "RaisedInError"]
+ party
[value "ignore"]
+ account
[value "ignore"]
+ lineage
[value "ignore"]
+ creditLimitInformation
[value "ignore"]
WorkflowState:
+ workflowStatus
[set to WorkflowStatusEnum -> Cleared when "originatingEvent" = "Clearing"]
EventInstruction:
+ intent
[value "terminatingEvent"]
// originatingEvent is mapped here as several "set to" mappings as a workaround for the fact that "set to" mappings take precedence over
// "value" mappings. Since "originatingEvent" always appears with one or more of the other mapped elements (typically "trade"), a "value" mapping
// would never be processed.
[set to EventIntentEnum -> Allocation when "intentToAllocate" = True]
[set to EventIntentEnum -> Allocation when "originatingEvent" = "Allocation"]
[set to EventIntentEnum -> Allocation when "terminatingEvent" = "Allocation"]
[set to EventIntentEnum -> Allocation when /*"originatingEvent" = "Trade" and */ "trade->tradeHeader->partyTradeInformation->allocationStatus" = "PostAllocation"] // not working
[set to EventIntentEnum -> Clearing when "intentToClear" = True]
[set to EventIntentEnum -> Compression when "originatingEvent" = "Netting"]
[set to EventIntentEnum -> Compression when "originatingEvent" = "PortfolioCompression"]
[set to EventIntentEnum -> Compression when "terminatingEvent" = "Netting"]
[set to EventIntentEnum -> Compression when "terminatingEvent" = "PortfolioCompression"]
[set to EventIntentEnum -> ContractTermsAmendment when "amendment" exists]
[set to EventIntentEnum -> CreditEvent when "originatingEvent" = "CreditEvent"]
[set to EventIntentEnum -> Novation when "novation" exists]
[set to EventIntentEnum -> Novation when "originatingEvent" = "Novation"]
[set to EventIntentEnum -> OptionExercise when "optionExercise" exists]
[set to EventIntentEnum -> OptionExercise when "originatingEvent" = "Exercise"]
[set to EventIntentEnum -> PortfolioRebalancing when "originatingEvent" = "PortfolioRebalancing"]
[set to EventIntentEnum -> ContractFormation when "originatingEvent" = "ForwardAgainstFixing"]
[set to EventIntentEnum -> ContractFormation when "originatingEvent" = "Trade"]
[set to EventIntentEnum -> ContractFormation when "trade" exists]
+ instruction
[merge "termination"]
[merge "amendment"]
[merge "novation"]
[merge "trade"]
[merge "party"]
[merge "account"]
[merge "quote"]
[merge "optionExercise"]
[merge "withdrawal"]
+ eventDate
[value "executionDateTime" path "amendment" maps 2 dateFormat "yyyy-MM-dd'T'HH:mm:ssz"]
[value "executionDateTime" path "termination" maps 2 dateFormat "yyyy-MM-dd'T'HH:mm:ssz"]
[value "executionDateTime" path "trade->tradeHeader->partyTradeInformation" maps 2 dateFormat "yyyy-MM-dd'T'HH:mm:ssz"]
[value "tradeDate" path "rebooking->trade->tradeHeader" maps 2]
[value "agreementDate" path "amendment" maps 2 dateFormat "yyyy-MM-ddz"]
[value "agreementDate" path "amendment" maps 2]
[value "agreementDate" path "termination" maps 2 dateFormat "yyyy-MM-ddz"]
[value "agreementDate" path "termination" maps 2]
[value "novationDate" path "novation" maps 2]
[value "novationTradeDate" path "novation" maps 2]
[value "exerciseDate" path "optionExercise"]
+ effectiveDate
[value "effectiveDate" path "tradingEvent" maps 2]
[value "effectiveDate" path "termination" maps 2 dateFormat "yyyy-MM-ddz"]
[value "effectiveDate" path "termination" maps 2]
[value "effectiveDate" path "amendment" maps 2]
[value "effectiveDate" path "novation" maps 2]
[value "novationDate" path "novation" maps 2]
[value "effectiveDate" path "withdrawal" maps 2]
+ packageInformation
[value "ignore"] // not modelled in FpML
Instruction:
+ before
[value "termination"]
[value "novation"]
[value "amendment"]
[hint "trade" , "party" , "account" , "quote"]
[value "optionExercise"]
[value "withdrawal"]
PrimitiveInstruction:
+ contractFormation
[value "trade"]
+ execution
[value "ignore"]
+ exercise
[value "ignore"]
+ observation
[value "ignore"]
+ partyChange
[value "ignore"]
+ quantityChange
[value "termination"]
+ reset
[value "ignore"]
+ split
[hint "novation"]
+ termsChange
[value "ignore"]
+ transfer
[value "termination"]
[value "amendment"]
[value "optionExercise"]
+ indexTransition
[value "ignore"]
+ stockSplit
[value "ignore"]
ContractFormationInstruction:
+ legalAgreement
[value "documentation" mapper "ContractFormationInstructionLegalAgreement"]
QuantityChangeInstruction:
+ direction
[set to QuantityChangeDirectionEnum -> Replace]
+ lotIdentifier
[value "ignore"]
SplitInstruction:
+ breakdown
[value "novation" mapper "NovationInstruction"]
TransferState:
+ transfer
[value "payment"]
TransferExpression:
+ priceTransfer
[value "paymentType"]
[set to FeeTypeEnum -> Termination when path = "termination->payment"]
[set to FeeTypeEnum -> Renegotiation when path = "amendment->payment"]
PriceQuantity:
+ quantity
[value "outstandingNotionalAmount"]
[value "outstandingNotionalAmount" path "sizeChange"]
Price:
+ value
[value "value" mapper "PriceUnitType"]
+ priceType
[value "measureType"]
+ arithmeticOperator
[value "measureType"]
EventTimestamp:
+ dateTime
[value "creationTimestamp" path "header"]
[value "executionDateTime" path "trade->tradeHeader->partyTradeInformation"]
[value "executionDateTime" path "termination"]
[value "submittedForClearing" path "trade->tradeHeader->partyTradeInformation->timestamps"]
[value "cleared" path "trade->tradeHeader->partyTradeInformation->timestamps"]
[value "confirmed" path "trade->tradeHeader->partyTradeInformation->timestamps"]
+ qualification
[set to EventTimestampQualificationEnum -> eventCreationDateTime when path = "header->creationTimestamp"]
[set to EventTimestampQualificationEnum -> clearingReceiptDateTime when path = "trade->tradeHeader->partyTradeInformation->timestamps->submittedForClearing"]
[set to EventTimestampQualificationEnum -> clearingDateTime when path = "trade->tradeHeader->partyTradeInformation->timestamps->cleared"]
[set to EventTimestampQualificationEnum -> executionDateTime when path = "trade->tradeHeader->partyTradeInformation->executionDateTime"]
[set to EventTimestampQualificationEnum -> executionDateTime when path = "termination"]
[set to EventTimestampQualificationEnum -> confirmationDateTime when path = "trade->tradeHeader->partyTradeInformation->timestamps->confirmed"]
MessageInformation:
+ messageId
[value "messageId" maps 2 meta "messageIdScheme"]
+ sentBy
[value "systemId" path "sentBy"]
[value "sentBy"]
+ sentTo
[value "systemId" path "sendTo"]
[value "sendTo"]
+ copyTo
[value "copyTo"]
TradeState:
[meta "id" path "trade"]
[meta "id" path "originalTrade"]
[meta "id" path "oldTrade"]
[meta "id" path "feeTrade"]
[meta "id" path "newTrade"]
- trade
+ trade
[value "trade" mapper "Party"]
[value "originalTrade" mapper "Party"]
[value "oldTrade" mapper "Party"]
[value "feeTrade" mapper "Party"]
[value "newTrade" mapper "Party"]
[hint "party" , "account" , "quote"]
+ transferHistory
// premium
[value "bondOption" path "feeTrade" , "bondOption" path "originalTrade" , "bondOption" path "newTrade" , "bondOption" path "oldTrade"]
[value "swaption" path "feeTrade" , "swaption" path "originalTrade" , "swaption" path "newTrade" , "swaption" path "oldTrade"]
[value "fxOption" path "feeTrade" , "fxOption" path "originalTrade" , "fxOption" path "newTrade" , "fxOption" path "oldTrade"]
[value "fxDigitalOption" path "feeTrade" , "fxDigitalOption" path "originalTrade" , "fxDigitalOption" path "newTrade" , "fxDigitalOption" path "oldTrade"]
[value "creditDefaultSwapOption" path "feeTrade" , "creditDefaultSwapOption" path "originalTrade" , "creditDefaultSwapOption" path "newTrade" , "creditDefaultSwapOption" path "oldTrade"]
[value "commodityOption" path "feeTrade" , "commodityOption" path "originalTrade" , "commodityOption" path "newTrade" , "commodityOption" path "oldTrade"]
[value "commodityBasketOption" path "feeTrade" , "commodityBasketOption" path "originalTrade" , "commodityBasketOption" path "newTrade" , "commodityBasketOption" path "oldTrade"]
[value "capFloor" path "feeTrade" , "capFloor" path "originalTrade" , "capFloor" path "newTrade" , "capFloor" path "trade" , "capFloor" path "oldTrade"]
// equityPremium
[value "equityOption" path "feeTrade" , "equityOption" path "originalTrade" , "equityOption" path "newTrade" , "equityOption" path "oldTrade"]
[value "brokerEquityOption" path "feeTrade" , "brokerEquityOption" path "originalTrade" , "brokerEquityOption" path "newTrade" , "brokerEquityOption" path "oldTrade"]
[value "dividendSwapOptionTransactionSupplement" path "feeTrade" , "dividendSwapOptionTransactionSupplement" path "originalTrade" , "dividendSwapOptionTransactionSupplement" path "newTrade" , "dividendSwapOptionTransactionSupplement" path "oldTrade"]
[value "equityOptionTransactionSupplement" path "feeTrade" , "equityOptionTransactionSupplement" path "originalTrade" , "equityOptionTransactionSupplement" path "newTrade" , "equityOptionTransactionSupplement" path "oldTrade"]
[value "varianceOptionTransactionSupplement" path "feeTrade" , "varianceOptionTransactionSupplement" path "originalTrade" , "varianceOptionTransactionSupplement" path "newTrade" , "varianceOptionTransactionSupplement" path "oldTrade"]
// initialPayment / singlePayment
[value "feeLeg" path "feeTrade->creditDefaultSwap" , "feeLeg" path "originalTrade->creditDefaultSwap" , "feeLeg" path "newTrade->creditDefaultSwap" , "feeLeg" path "oldTrade->creditDefaultSwap"]
// additionalPayment
[value "swap" path "feeTrade" , "swap" path "originalTrade" , "swap" path "newTrade" , "swap" path "oldTrade"]
// otherPartyPayment
[value "feeTrade" , "originalTrade" , "newTrade" , "oldTrade"]
ContractDetails:
- documentation
+ documentation
[value "documentation" mapper "InstructionDocumentation"]
ExecutionDetails:
+ packageReference
[hint "quote"]
IdentifiedList:
+ price
[value "quote" set when "quote->measureType" = "PackagePrice"]
[value "quote" set when "quote->measureType" = "PackageSpread"]
enums
ArithmeticOperationEnum:
+ Add
[value "PackageSpread"]
EventIntentEnum:
+ Novation
[value "Novation"]
+ Compression
[value "PortfolioCompression"]
[value "Netting"]
+ OptionExercise
[value "Exercise"]
+ Allocation
[value "Allocation"]
+ CreditEvent
[value "CreditEvent"]
+ PortfolioRebalancing
[value "PortfolioRebalancing"]
FeeTypeEnum:
+ BrokerageCommission
[value "BrokerageCommission"]
+ Novation
[value "Novation Fee"]
+ Termination
[value "TerminationFee"]
+ Upfront
[value "PrincipalExchange"]
PriceTypeEnum:
+ CashPrice
[value "PackagePrice"]
+ InterestRate
[value "PackageSpread"]
}
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