diff --git a/RELEASE.md b/RELEASE.md index 07a21bf58f..b6356b7451 100644 --- a/RELEASE.md +++ b/RELEASE.md @@ -2,11 +2,11 @@ _What is being released?_ -This release updates the rune dependency. +This release updates the rune dependencies. Version updates include: -- DSL 9.22.0: Handle null for `min` and `max` operations. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.22.0 -- FpML Coding Scheme `11.25.1`: - support for latest version (v2.20). +- DSL 9.22.0: handle null for `min` and `max` operations. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.22.0 +- FpML Coding Scheme `11.25.1`: support for latest version (v2.20). _Review directions_ @@ -18,4 +18,4 @@ In Rosetta, select the Textual Browser and inspect changes due to the FpML code - `PHP_ORR` - `USD_SOFR_ICE_Swap_Rate_Spreads` -The changes can be reviewed in PR: [#3260](https://github.com/finos/common-domain-model/pull/3260) \ No newline at end of file +The changes can be reviewed in PR: [#3261](https://github.com/finos/common-domain-model/pull/3261) \ No newline at end of file diff --git a/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta b/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta index b58fa278e0..734df50bc4 100755 --- a/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta +++ b/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta @@ -194,6 +194,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> EUR_EuroSTR_ICE_Compounded_Index_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> EUR_EuroSTR_ICE_Compounded_Index_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Swap_Rate displayName "EUR-EuroSTR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> EUR_EuroSTR_OIS_Compound displayName "EUR-EuroSTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> EUR_EuroSTR_Term displayName "EUR-EuroSTR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> EUR_ISDA_EURIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-EURIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> @@ -284,6 +285,8 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float HUF_HUFONIA_OIS_Compound displayName "HUF-HUFONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> IDR_IDMA_Bloomberg displayName "IDR-IDMA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> IDR_IDRFIX displayName "IDR-IDRFIX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_INDONIA displayName "IDR-INDONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + IDR_INDONIA_OIS_Compound displayName "IDR-INDONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> IDR_JIBOR displayName "IDR-JIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> IDR_JIBOR_Reuters displayName "IDR-JIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> IDR_SBI_Reuters displayName "IDR-SBI-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> @@ -417,6 +420,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> NZD_Swap_Rate_ICAP displayName "NZD-Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> NZD_Swap_Rate_ICAP_Reference_Banks displayName "NZD-Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_ORR displayName "PHP-ORR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> PHP_PHIREF displayName "PHP-PHIREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> PHP_PHIREF_BAP displayName "PHP-PHIREF-BAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> PHP_PHIREF_Bloomberg displayName "PHP-PHIREF-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> @@ -623,6 +627,7 @@ enum FloatingRateIndexEnum: <"The enumerated values to specify the list of float USD_SOFR_ICE_Compounded_Index_2D_Lag displayName "USD-SOFR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> USD_SOFR_ICE_Compounded_Index_5D_Lag displayName "USD-SOFR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> USD_SOFR_ICE_Swap_Rate displayName "USD-SOFR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Swap_Rate_Spreads displayName "USD-SOFR ICE Swap Rate Spreads" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> USD_SOFR_ICE_Term displayName "USD-SOFR ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> USD_SOFR_OIS_Compound displayName "USD-SOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> USD_Swap_Rate_BCMP1 displayName "USD Swap Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">