Merge branch 'rosetta-models:master' into master

Author: minesh-s-patel

RELEASE.md

@@ -1,57 +1,15 @@
-# _Product Model - FpML Mapping - Commodity Forwards_
+# _Product Model - Bond Option and Forward Qualification_
 
-_What is being released?_
-
-This release extends the FpML mapping coverage for Commodity Forwards.
-
-- FpML `commoditySwap` legs `coalPhysicalLeg`, `electricityPhysicalLeg`, `environmentalPhysicalLeg`, `gasPhysicalLeg`, `oilPhysicalLeg` have been mapped into the model as a `ForwardPayout` leg
-- The `payerPartyReference` and `receiverPartyReference` have been mapped to `ForwardPayout->payerReceiver`
-- The `commodity->commodityClassification` reference has been mapped to `ForwardPayout->underlier->commodity->productTaxonomy`
-
-_Review directions_
+_Background_
 
-In Rosetta, open the Translate tab and review the `FpML 5.13 > processes` test pack samples:
-
-- msg-ex69-execution-advice-commodity-swap-classification-new-trade-esma-emir-refit.xml
-- msg-ex69-commodity-swap-coal-physical-leg.xml
-- msg-ex69-commodity-swap-electricity-physical-leg.xml
-- msg-ex69-commodity-swap-environmental-physical-leg.xml
-- msg-ex69-commodity-swap-gas-physical-leg.xml
-
-The changes can be reviewed in PR: [#2804](https://github.com/finos/common-domain-model/pull/2804)
-
-# _Infrastructure - FpML 5.13 Ingestion Test Pack_
+A previous release introduced a regression in the qualification of Bond Forwards and Bond Options, that were no longer qualified due to an update in the `Qualify_AssetClass_InterestRate` function. This release addresses this issue.
 
 _What is being released?_
 
-This release adds an ingestion test pack containing FpML 5.13 WD3 xml files from [www.fpml.org/spec/fpml-5-13-3-wd-3/](https://www.fpml.org/spec/fpml-5-13-3-wd-3/) examples download.
-
-There are no changes to the model. Ingestion test expectations have been added for the new FpML 5.13 test pack.
+- Reintroduced the capability to have a security with `securityType = SecurityTypeEnum -> Debt` as underlier of the option or forward in the `Qualify_AssetClass_InterestRate` function.
 
 _Review directions_
 
-In Rosetta, open the Translate tab and review test packs:
-
-- fpml-5-13/products
-- fpml-5-13/incomplete-products
-- fpml-5-13/processes
-- fpml-5-13/incomplete-processes
-
-The changes can be reviewed in PR: [#2797](https://github.com/finos/common-domain-model/pull/2797)
-
-# _Infrastructure - Remove Unused Folders_
-
-_What is being released?_
-
-This release removes files and folders that were previously used by the CDM Portal.
-
-Removed folders:
-- distribution
-- rosetta-source/src/main/resources/calculation-test-cases
-- rosetta-source/src/main/resources/cdm-sample-files/event-sequences
-
-There are no changes to the model.
-
-_Review directions_
+In Rosetta, select the Textual View and inspect the change identified above
 
-The changes can be reviewed in PR: [#2800](https://github.com/finos/common-domain-model/pull/2800)
+The changes can be reviewed in PR: [#2851](https://github.com/finos/common-domain-model/pull/2851)

rosetta-source/src/main/java/cdm/event/common/processor/DocumentationHelper.java

@@ -1,7 +1,9 @@
 package cdm.event.common.processor;
 
+import cdm.base.staticdata.party.metafields.ReferenceWithMetaParty;
 import cdm.legaldocumentation.common.*;
 import cdm.legaldocumentation.common.metafields.FieldWithMetaContractualDefinitionsEnum;
+import cdm.legaldocumentation.contract.processor.PartyMappingHelper;
 import cdm.legaldocumentation.master.MasterAgreementTypeEnum;
 import cdm.legaldocumentation.master.MasterConfirmationAnnexTypeEnum;
 import cdm.legaldocumentation.master.MasterConfirmationTypeEnum;
@@ -12,24 +14,37 @@
 import com.regnosys.rosetta.common.translation.SynonymToEnumMap;
 import com.rosetta.model.lib.path.RosettaPath;
 import com.rosetta.model.lib.records.Date;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
 
 import java.util.ArrayList;
 import java.util.List;
 import java.util.Optional;
+import java.util.Set;
+import java.util.concurrent.CompletableFuture;
+import java.util.concurrent.ExecutorService;
+import java.util.stream.Collectors;
 
 import static com.regnosys.rosetta.common.translation.MappingProcessorUtils.filterListMappings;
 import static com.regnosys.rosetta.common.translation.MappingProcessorUtils.setValueAndUpdateMappings;
 
 public class DocumentationHelper {
 
+    private static final Logger LOGGER = LoggerFactory.getLogger(DocumentationHelper.class);
     private final RosettaPath rosettaPath;
+    private final MappingContext mappingContext;
     private final List<Mapping> mappings;
     private final SynonymToEnumMap synonymToEnumMap;
+    private final ExecutorService executor;
+    private final List<CompletableFuture<?>> invokedTasks;
 
-    public DocumentationHelper(RosettaPath rosettaPath, MappingContext context) {
+    public DocumentationHelper(RosettaPath rosettaPath, MappingContext mappingContext) {
         this.rosettaPath = rosettaPath;
-        this.mappings = context.getMappings();
-        this.synonymToEnumMap = context.getSynonymToEnumMap();
+        this.mappingContext = mappingContext;
+        this.mappings = mappingContext.getMappings();
+        this.executor = mappingContext.getExecutor();
+        this.invokedTasks = mappingContext.getInvokedTasks();
+        this.synonymToEnumMap = mappingContext.getSynonymToEnumMap();
     }
 
     public List<LegalAgreement> getDocumentation(Path synonymPath) {
@@ -75,6 +90,10 @@ private Optional<LegalAgreement> getMasterAgreement(Path synonymPath) {
                 mappings,
                 rosettaPath);
 
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.MASTER_AGREEMENT);
     }
 
@@ -122,11 +141,20 @@ private Optional<LegalAgreement> getMasterConfirmation(Path synonymPath) {
                 mappings,
                 rosettaPath);
 
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.MASTER_CONFIRMATION);
     }
 
     private Optional<LegalAgreement> getBrokerConfirmation(Path synonymPath) {
         LegalAgreement.LegalAgreementBuilder builder = LegalAgreement.builder();
+
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.BROKER_CONFIRMATION);
     }
 
@@ -157,6 +185,10 @@ private Optional<LegalAgreement> getCreditSupportAgreement(Path synonymPath) {
                 mappings,
                 rosettaPath);
 
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.CREDIT_SUPPORT_AGREEMENT);
     }
 
@@ -251,6 +283,10 @@ private Optional<LegalAgreement> getConfirmation(Path synonymPath) {
                     }
                 });
 
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.CONFIRMATION);
     }
 
@@ -279,10 +315,13 @@ private Optional<LegalAgreement> getOtherAgreement(Path synonymPath) {
                 mappings,
                 rosettaPath);
 
+        if (builder.hasData()) {
+            setContractualParty(builder);
+        }
+
         return setAgreementType(builder, LegalAgreementTypeEnum.OTHER);
     }
 
-
     private Optional<LegalAgreement> setAgreementType(LegalAgreement.LegalAgreementBuilder builder, LegalAgreementTypeEnum masterAgreement) {
         if (builder.hasData()) {
             builder.getOrCreateLegalAgreementIdentification()
@@ -293,4 +332,22 @@ private Optional<LegalAgreement> setAgreementType(LegalAgreement.LegalAgreementB
             return Optional.empty();
         }
     }
+
+    private void setContractualParty(LegalAgreement.LegalAgreementBuilder builder) {
+        PartyMappingHelper.getInstance(mappingContext).ifPresent(helper -> {
+            LOGGER.debug("Waiting for counterparties to be collected before updating contractual parties");
+            // wait until both counterparties have been collected before getting party references.
+            // also, add task to invokedTasks so the mapping process does not get shutdown prematurely.
+            invokedTasks.add(helper.getBothCounterpartiesCollectedFuture().thenAcceptAsync(counterpartyMap -> {
+                Set<String> counterpartyExternalRefs = counterpartyMap.keySet();
+                LOGGER.info("Setting contractual party references {}", counterpartyExternalRefs);
+                List<ReferenceWithMetaParty.ReferenceWithMetaPartyBuilder> contractualParties =
+                        counterpartyExternalRefs.stream()
+                                .map(counterpartyRef ->
+                                        ReferenceWithMetaParty.builder().setExternalReference(counterpartyRef))
+                                .collect(Collectors.toList());
+                builder.setContractualParty(contractualParties);
+            }, executor));
+        });
+    }
 }