.cdm-java.6.0.0-dev.82.source-code.mapping-ore-synonym.rosetta Maven / Gradle / Ivy

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namespace cdm.mapping.ore
version "${project.version}"

import cdm.base.math.*
import cdm.base.datetime.*
import cdm.base.staticdata.party.*
import cdm.base.staticdata.asset.rates.*
import cdm.event.common.*
import cdm.observable.asset.*
import cdm.product.asset.*
import cdm.product.template.*
import cdm.product.common.schedule.*
import cdm.product.common.settlement.*

synonym source ORE

synonym source ORE_1_0_39 extends ORE
{
    TradeState:
        + resetHistory
            [value "ignore"]

    Trade:
        + tradeIdentifier
        + party
            [value "Envelope" path "Trade"]
        + product
            [value "SwapData" path "Trade"]
        + tradeLot
            [value "Trade"]
        + counterparty
             [value "Trade" mapper "ORECounterparty"]
        + party
            [value "Envelope" path "Trade"]

    TradeLot:
        + priceQuantity
            [value "LegData" path "SwapData"]

    Counterparty:
        + partyReference
            [value "Envelope"]
        + role
            [set to CounterpartyRoleEnum -> Party2 when rosettaPath = TradeState -> trade -> counterparty]

    PriceSchedule:
        + value
            [value "Rate"]
            [value "Spread"]
        + priceType
            [set to PriceTypeEnum -> InterestRate when path = "Rates"]
            [set to PriceTypeEnum -> InterestRate when path = "Spreads"]
        + arithmeticOperator
            [set to ArithmeticOperationEnum -> Add when path = "Spreads"]

    PriceQuantity:
        + price
            [value "Rates" path "FixedLegData" mapper "OrePrice"]
            [value "Spreads" path "FloatingLegData" mapper "OrePrice"]
        + observable
            [value "FloatingLegData"]
        + quantity
            [value "Notionals" mapper "OreQuantity"]

    PartyIdentifier:
        + identifier
            [value "CounterParty" maps 2]
            [value "party_id" path "AdditionalFields"]

    QuantitySchedule:
        + value
            [value "Notional"]
        + multiplier
            [value "ignore"]
        + datedValue
            [value "step"]

    Payout:
        + InterestRatePayout
            [value "LegData"]
            [value "LegData"]
        + CreditDefaultPayout
            [value "ignore"]
        + OptionPayout
            [value "ignore"]
        + CommodityPayout
            [value "ignore"]
        + SettlementPayout
            [value "ignore"]
        + FixedPricePayout
            [value "ignore"]
        + Cashflow
            [value "ignore"]
        + PerformancePayout
            [value "ignore"]
        + AssetPayout
            [value "ignore"]

    InterestRatePayout:
        + priceQuantity
            [value "Notionals"]
        + calculationPeriodDates
            [value "Rules" path "ScheduleData"]
        + paymentDates
            [value "Rules" path "ScheduleData"]
        + principalPayment
            [value "ignore"]
        + cashflowRepresentation
            [value "ignore"]
        + stubPeriod
            [value "ignore"]

    Frequency:
        + periodMultiplier
            [value "Tenor" maps 2 pattern "([0-9]*).*" "$1"]
        + period
            [value "Tenor" maps 2 pattern "[0-9]*(.*)" "$1"]

    CalculationPeriodDates:
        + effectiveDate
            [hint "StartDate"]

    AdjustableOrRelativeDate:
        + adjustableDate

    AdjustableDate:
        + unadjustedDate
            [value "StartDate"]

    InterestRateIndex:
        + floatingRateIndex
            [value "Index" maps 2]

    RateSpecification:
        + FixedRateSpecification
            [value "FixedLegData"]
        + FloatingRateSpecification
            [value "FloatingLegData"]
        + InflationRateSpecification
            [value "ignore"]

    FixedRateSpecification:
        + rateSchedule
            [value "Rates"]

    FloatingRate:
        + spreadSchedule
            [value "Spreads"]

    RateSchedule:
        + price
            [meta "Rate"]
            [meta "Spread"]

    ResolvablePriceQuantity:
        + quantitySchedule
            [meta "Notional"]
        + resolvedQuantity
            [value "ignore"]
        + priceSchedule
            [value "ignore"]

    UnitType:
        + currency
            [value "Currency"]

    PrincipalPaymentSchedule:
        + initialPrincipalPayment
            [value "ignore"]
        + intermediatePrincipalPayment
            [value "ignore"]
        + finalPrincipalPayment
            [value "ignore"]

    SettlementTerms:
        + settlementProvision
            [value "ignore"]

    Basket:
        + basketConstituent
            [value "ignore"]

    enums

    FloatingRateIndexEnum:
        + EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP
            [value "EUR-EURIBOR-6M"]

    PeriodEnum:
        + D
            [value "D"]
        + W
            [value "W"]
        + M
            [value "M"]
        + Y
            [value "Y"]
}