Skip to content

S
SPB_Exchange_Repo
Commit 10f1a8fa by Amelin Konstantin
Options

Initial commit

parents
Showing with 1407 additions and 0 deletions
.gitignore 0 → 100644
# sbt
# (may want to keep parts of 'project')
project/project
project/target
target/
build/
lib/
output/*
# eclipse
build
.classpath
.project
.settings
.worksheet
# intellij idea
*.log
*.iml
*.ipr
*.iws
.idea
# vscode
/.vscode
# mac
.DS_Store
# other?
.history
.scala_dependencies
.cache
.cache-main
#general
*.class
/RUNNING_PID
\ No newline at end of file
build.sbt 0 → 100644
name := "SPB_Exchange_Repo"
version := "0.1"
scalaVersion := "2.12.6"
libraryDependencies += "org.scala-lang.modules" %% "scala-xml" % "1.1.0"
libraryDependencies += "org.scalactic" %% "scalactic" % "3.0.5"
libraryDependencies += "org.scalatest" %% "scalatest" % "3.0.5" % "test"
project/build.properties 0 → 100644
sbt.version = 1.1.6
\ No newline at end of file
project/plugins.sbt 0 → 100644
addSbtPlugin("com.eed3si9n" % "sbt-assembly" % "0.14.7")
src/main/resources/nsd/fpml-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/resources/nsd/fpml-recordkeeping-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/resources/nsd/nsd-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/resources/rts/Example repo RTS.xml 0 → 100644
<?xml version="1.0" encoding="utf-8"?>
<signedDocument xmlns="http://www.fpml.ru/repository">
<document>
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2016-06-28T11:00:00</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme=""
>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="NFKSP"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01"/>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type"
>OTC</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method"
>E</fpml:category>
<fpml:executionDateTime>2016-04-20T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>false</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="NFKSP"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId>Equity:Repo:EquityRepo</fpml:productId>
<fpml:productId>RU000A0JV8K5</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:dayCountFraction>1/1</fpmlext:dayCountFraction>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="ITN_7718173549"/>
<fpml:sellerPartyReference href="NFKSP"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>1371</fpmlext:numberOfUnits>
<fpmlext:unitPrice>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>86800.40286</fpml:amount>
</fpmlext:unitPrice>
<fpmlext:assetReference href="RU000A0JV8K5"/>
</fpmlext:collateral>
<rtsrep:deliveryMethod>FreeOfPayment</rtsrep:deliveryMethod>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="NFKSP"/>
<fpml:sellerPartyReference href="ITN_7718173549"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2017-04-20</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
</fpmlext:forwardLeg>
<fpml:equity id="RU000A0JV8K5">
<fpml:instrumentId instrumentIdScheme="">RU000A0JV8K5</fpml:instrumentId>
<fpml:description>ПТК-Холдинг, ПАО ao01</fpml:description>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>MA-20160628-00000001</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="NFKSP">
<fpml:partyId>NFKSP</fpml:partyId>
<fpml:partyName>ООО «НФК-Сбережения»</fpml:partyName>
</fpml:party>
<fpml:party id="ITN_7718173549">
<fpml:partyId partyIdScheme="ITN">ITN_7718173549</fpml:partyId>
<fpml:partyName>ЗАО "Дельта Инвестмент"</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
</fpml:nonpublicExecutionReport>
</document>
</signedDocument>
src/main/resources/rts/Repo_1.xml 0 → 100644
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>Repo-20181010-13:28:57.551-1</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2018-10-10T13:28:57</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">Repo-20181010-13:28:57.552-1</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="SPB01" />
<fpml:tradeId tradeIdScheme="UTI">S9DKA7JG1J9651B357729143488154A5EB6BBBB6B1</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:tradeId>123</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="TEST" />
<fpml:tradeId>321</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_12548741" />
<fpml:role>Client</fpml:role>
<fpml:type>L</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_43382" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="TEST" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<fpml:timestamps>
<fpml:timestamp>
<fpml:type>InClearingPool</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>InPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>OutPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
</fpml:timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="TEST" />
<fpml:relatedParty>
<fpml:partyReference href="PASS_9999445555" />
<fpml:role>Client</fpml:role>
<fpml:type>TR</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_NNN" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<timestamps>
<timestamp>
<type>InClearingPool</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>InPortfolio</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>OutPortfolio</type>
<value>2018-10-10T10:00:00</value>
</timestamp>
</timestamps>
<fpml:collatealizationType>Uncollateralized</fpml:collatealizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId productIdScheme="UnderlyingAsset">RU0009109391</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:sellerPartyReference href="TEST" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000000</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>100</fpmlext:numberOfUnits>
<fpmlext:assetReference href="RU0009109391" />
</fpmlext:collateral>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-08</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="TEST" />
<fpml:sellerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:forwardLeg>
<fpml:equity id="RU0009109391">
<fpml:instrumentId instrumentIdScheme="">RU0009109391</fpml:instrumentId>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>444</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
<fpml:party id="LEI_253400S2HGY7JG1JWC41">
<fpml:partyId partyIdScheme="LEI">LEI_253400S2HGY7JG1JWC41</fpml:partyId>
<fpml:partyName>Ассоциация НП РТС</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="LEI_12548741">
<fpml:partyId partyIdScheme="LEI">LEI_12548741</fpml:partyId>
<fpml:partyName>BANK</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="TEST">
<fpml:partyId>TEST</fpml:partyId>
<fpml:partyName>ООО ТЕСТ</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>BR</fpml:organizationType>
</fpml:party>
<fpml:party id="PASS_9999445555">
<fpml:partyId partyIdScheme="PASS">PASS_9999445555</fpml:partyId>
<fpml:partyName>Иванов</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="vvv">
<fpml:partyId partyIdScheme="LEI">vvv</fpml:partyId>
</fpml:party>
<fpml:party id="43382">
<fpml:partyId partyIdScheme="LEI">43382</fpml:partyId>
</fpml:party>
<fpml:party id="NNN">
<fpml:partyId partyIdScheme="LEI">NNN</fpml:partyId>
</fpml:party>
</fpml:nonpublicExecutionReport>
\ No newline at end of file
src/main/resources/rts/Repo_bond_float_1.xml 0 → 100644
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>Repo-20181010-15:37:33.434-1</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2018-10-10T15:37:33</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">Repo-20181010-15:37:33.434-1</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="SPB01" />
<fpml:tradeId tradeIdScheme="UTI">S9DKA7JG1J9651B357729143488154A5EB6BBBB6B1</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:tradeId>123</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="TEST" />
<fpml:tradeId>321</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_12548741" />
<fpml:role>Client</fpml:role>
<fpml:type>L</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_43382" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="TEST" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<fpml:timestamps>
<fpml:timestamp>
<fpml:type>InClearingPool</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>InPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>OutPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
</fpml:timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="TEST" />
<fpml:relatedParty>
<fpml:partyReference href="PASS_9999445555" />
<fpml:role>Client</fpml:role>
<fpml:type>TR</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_NNN" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<timestamps>
<timestamp>
<type>InClearingPool</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>InPortfolio</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>OutPortfolio</type>
<value>2018-10-10T10:00:00</value>
</timestamp>
</timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId productIdScheme="UnderlyingAsset">RU0009109391</fpml:productId>
<fpmlext:floatingRateCalculation>
<fpml:floatingRateIndex>EUR-EONIA-OIS-COMPOUND</fpml:floatingRateIndex>
</fpmlext:floatingRateCalculation>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:sellerPartyReference href="TEST" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000000</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:nominalAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000</fpml:amount>
</fpmlext:nominalAmount>
<fpmlext:assetReference href="RU0009109391" />
</fpmlext:collateral>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-08</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="TEST" />
<fpml:sellerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:forwardLeg>
<fpml:bond id="RU0009109391">
<fpml:instrumentId instrumentIdScheme="">RU0009109391</fpml:instrumentId>
</fpml:bond>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>444</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
<fpml:party id="LEI_253400S2HGY7JG1JWC41">
<fpml:partyId partyIdScheme="LEI">LEI_253400S2HGY7JG1JWC41</fpml:partyId>
<fpml:partyName>Ассоциация НП РТС</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="LEI_12548741">
<fpml:partyId partyIdScheme="LEI">LEI_12548741</fpml:partyId>
<fpml:partyName>BANK</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="TEST">
<fpml:partyId>TEST</fpml:partyId>
<fpml:partyName>ООО ТЕСТ</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>BR</fpml:organizationType>
</fpml:party>
<fpml:party id="PASS_9999445555">
<fpml:partyId partyIdScheme="PASS">PASS_9999445555</fpml:partyId>
<fpml:partyName>Иванов</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="vvv">
<fpml:partyId partyIdScheme="LEI">vvv</fpml:partyId>
</fpml:party>
<fpml:party id="43382">
<fpml:partyId partyIdScheme="LEI">43382</fpml:partyId>
</fpml:party>
<fpml:party id="NNN">
<fpml:partyId partyIdScheme="LEI">NNN</fpml:partyId>
</fpml:party>
</fpml:nonpublicExecutionReport>
\ No newline at end of file
src/main/resources/rts/fpml-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/resources/rts/fpml-recordkeeping-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/resources/rts/rts-repository-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/main/scala/Main.scala 0 → 100644
import xmlvalid._
import scala.util.{Failure, Success, Try}
import scala.xml._
import templates._
object Main extends App {
//val p = new PrettyPrinter(120, 2)
val sourceXml = XML.loadFile("src/main/resources/nsd/Example repo NSD.xml")
val template = new RepoTemplate(sourceXml)
//val outputXml = XML.loadString(p.format(template.render))
val outputXml = template.template
template.log()
Try {
XMLValid("src/main/resources/nsd/nsd-ext-merged-schema.xsd").loadString(sourceXml.mkString)
} match {
case Success(_) => println("Source xml success check against NSD schema")
case Failure(ex) => println(s"Source xml isn`t wellformed or invalid: ${ex.getMessage}")
}
Try {
XMLValid("src/main/resources/rts/fpml-recordkeeping-merged-schema.xsd").loadString(outputXml.mkString)
} match {
case Success(_) => println("Output xml success check against RTS schema")
case Failure(ex) => println(s"Output xml isn`t wellformed or invalid: ${ex.getMessage}")
}
XML.save("output/Output repo RTS.xml", outputXml, xmlDecl = true)
}
src/main/scala/templates/RepoTemplate.scala 0 → 100644
package templates
import scala.util.Try
import scala.xml.Node
final class RepoTemplate(source: Node) extends TradeTemplate(source) {
override protected[this] val msgNotFound = "No elem found"
protected[this] def templateTrade: Node = {
<fpml:trade>
<fpml:tradeHeader>
{ for (s <- source \ "trade" \ "tradeHeader" \ "partyTradeIdentifier") yield {
<fpml:partyTradeIdentifier>
<fpml:partyReference href={ get(Try { (s \ "partyReference").head }, "href") } />
<fpml:tradeId tradeIdScheme={ get(Try { (s \ "tradeId").head }, "tradeIdScheme") }>{ get(Try { (s \ "tradeId").head }) }</fpml:tradeId>
</fpml:partyTradeIdentifier>
}
}
{/* for (s <- source \ "trade" \ "tradeHeader" \ "partyTradeInformation") yield {
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
}
*/}
{/*
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_12548741" />
<fpml:role>Client</fpml:role>
<fpml:type>L</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_43382" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="TEST" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<fpml:timestamps>
<fpml:timestamp>
<fpml:type>InClearingPool</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>InPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>OutPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
</fpml:timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="TEST" />
<fpml:relatedParty>
<fpml:partyReference href="PASS_9999445555" />
<fpml:role>Client</fpml:role>
<fpml:type>TR</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_NNN" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<timestamps>
<timestamp>
<type>InClearingPool</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>InPortfolio</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>OutPortfolio</type>
<value>2018-10-10T10:00:00</value>
</timestamp>
</timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
*/}
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId>{ get(Try { (source \ "trade" \ "repo" \ "productType" ).head }) }</fpml:productId>
<fpml:productId productIdScheme={ get(Try { (source \ "trade" \ "repo" \ "productId" ).head }, "productIdScheme") }>{ get(Try { (source \ "trade" \ "repo" \ "productId" ).head }) }</fpml:productId>
{ val iv = get(Try { (source \ "trade" \ "repo" \ "fixedRateSchedule" \ "initialValue").head })
if (iv.mkString != msgNotFound)
<fpmlext:fixedRateSchedule>
<fpml:initialValue>{ iv }</fpml:initialValue>
</fpmlext:fixedRateSchedule>
else
/* Add different type to template */
<fpmlext:floatingRateCalculation>
<fpml:floatingRateIndex>{ get(Try { (source \ "trade" \ "repo" \ "floatingRateCalculation" \ "floatingRateIndex" ).head }) }</fpml:floatingRateIndex>
</fpmlext:floatingRateCalculation>
/*---------------------------------*/
}
<fpmlext:dayCountFraction>{ get(Try { (source \ "trade" \ "repo" \ "dayCountFraction" ).head }) }</fpmlext:dayCountFraction>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href={ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \ "buyerPartyReference").head }, "href") } />
<fpml:sellerPartyReference href={ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \ "sellerPartyReference").head }, "href") } />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \\ "unadjustedDate").head }) }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>{ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \\ "currency").head }) }</fpml:currency>
<fpml:amount>{ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \\ "amount").head }) }</fpml:amount>
</fpml:settlementAmount>
{/*
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>100</fpmlext:numberOfUnits>
<fpmlext:assetReference href="RU0009109391" />
</fpmlext:collateral>
*/}
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(Try { (source \ "trade" \ "repo" \ "spotLeg" \ "deliveryDate" \\ "unadjustedDate").head }) }</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href={ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \ "buyerPartyReference").head }, "href") } />
<fpml:sellerPartyReference href={ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \ "sellerPartyReference").head }, "href") } />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \ "settlementDate" \\ "unadjustedDate").head }) }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>{ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \\ "currency").head }) }</fpml:currency>
<fpml:amount>{ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \\ "amount").head }) }</fpml:amount>
</fpml:settlementAmount>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(Try { (source \ "trade" \ "repo" \ "forwardLeg" \ "deliveryDate" \\ "unadjustedDate").head }) }</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:forwardLeg>
{/*Its necessary to add instrument choice */}
<fpml:equity id={ get(Try { (source \ "trade" \ "repo" \ "equity").head }, "id") }>
<fpml:instrumentId instrumentIdScheme="">{ get(Try { (source \ "trade" \ "repo" \ "equity" \ "instrumentId").head }) }</fpml:instrumentId>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>{ get(Try { (source \ "trade" \ "tradeHeader" \ "partyTradeIdentifier" \ "linkId").head }) }</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
}
}
src/main/scala/templates/Template.scala 0 → 100644
package templates
import scala.collection.mutable
import scala.util.{Success, Try}
import scala.xml.transform.{RewriteRule, RuleTransformer}
import scala.xml.{Node, NodeSeq, Text}
abstract class Template(protected[this] val source: Node) {
protected[this] val msgNotFound = "Not found"
private[this] val data = {
val m:mutable.LinkedHashMap[Int, mutable.Queue[(String, String, mutable.LinkedHashMap[Int, (String, String)])]] =
mutable.LinkedHashMap()
val items = source \\ "_"
for (i <- items) {
if (i.attributes.nonEmpty || (i.child.length == 1)) {
val idx = i.hashCode
val attr: mutable.LinkedHashMap[Int, (String, String)] =
if (i.attributes.nonEmpty) mutable.LinkedHashMap() else null
val text = if (i.child.nonEmpty && !i.child.head.text.contains("\n")) i.child.head.text else null
m.get(idx) match {
case None =>
m(idx) = mutable.Queue((s"tag: ${i.label}", text, attr))
case _ =>
m(idx).enqueue((s"tag: ${i.label}", text, attr))
}
if (i.attributes.nonEmpty) {
for (a <- i.attributes) {
m(idx).last._3(a.value.hashCode) = (a.key, a.value.text)
}
}
}
}
m
}
protected[this] def get(content: Try[Node], attr: String = null): Text =
content match {
case Success(v) =>
var res = Text(v.text)
if (attr != null) v.attribute(attr) match {
case None =>
res = Text(msgNotFound)
case o =>
data(v.hashCode).head._3 -= o.get.hashCode
res = Text(o.get.text)
} else if (data(v.hashCode).nonEmpty) {
if (data(v.hashCode).head._3 != null) {
val e = data(v.hashCode).head.copy(_2 = null)
data(v.hashCode).enqueue(e)
}
data(v.hashCode).dequeue()
}
res
case _ => Text(msgNotFound)
}
def template: Node
def render: Node = {
val rule: RewriteRule = new RewriteRule {
override def transform(n: Node): NodeSeq = n match {
case v if v.attributes.nonEmpty && v.attributes.filter(_.value.text == msgNotFound).nonEmpty =>
NodeSeq.Empty
case v if v.child.length == 1 && v.child.head.text == msgNotFound =>
NodeSeq.Empty
case _ => n
}
}
new RuleTransformer(rule).transform(template).head
}
def log(): Unit = data.foreach(e => println(e._2))
}
src/main/scala/templates/TradeTemplate.scala 0 → 100644
package templates
import scala.util.Try
import scala.xml.Node
abstract class TradeTemplate(source: Node) extends Template(source) {
protected[this] def templateTrade: Node
def template: Node = {
<signedDocument xmlns="http://www.fpml.ru/repository">
<document>
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>{ get(Try { (source \ "header" \"messageId").head }) }</fpml:messageId>
<fpml:sentBy>{ get(Try { (source \ "header" \ "sentBy").head }) }</fpml:sentBy>
<fpml:sendTo>{ get(Try { (source \ "header" \ "sendTo").head }) }</fpml:sendTo>
<fpml:creationTimestamp>{ get(Try { (source \ "header" \ "creationTimestamp").head }) }</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>{ get(Try { (source \ "isCorrection").head }) }</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">{get(Try { (source \ "correlationId").head }) }</fpml:correlationId>
{ templateTrade }
{ for (s <- source \ "party") yield {
<fpml:party id={ get(Try { s.head }, "id") }>
<fpml:partyId partyIdScheme={ get(Try { (s \ "partyId").head }, "partyIdScheme") }>{ get(Try { (s \ "partyId").head }) }</fpml:partyId>
<fpml:partyName>{ get(Try { (s \ "partyName").head }) }</fpml:partyName>
<fpml:country>{ get(Try { (s \ "country").head }) }</fpml:country>
<fpml:organizationType>{ get(Try { (s \ "classification").head }) }</fpml:organizationType>
</fpml:party>
}
}
</fpml:nonpublicExecutionReport>
</document>
</signedDocument>
}
}
src/main/scala/xmlvalid/XMLValid.scala 0 → 100644
package xmlvalid
import java.io.File
import javax.xml.XMLConstants
import javax.xml.parsers.SAXParser
import javax.xml.parsers.SAXParserFactory
import javax.xml.validation.SchemaFactory
import scala.xml._
import scala.xml.factory.XMLLoader
import scala.xml.parsing.{ConsoleErrorHandler, NoBindingFactoryAdapter}
/** Provides operations with xml checked against schema
*
* {{{
* scala> val xml = XMLValid("schema.xsd").loadFile("source.xml")
* }}}
*
* @constructor Creates instance from path to xsd schema
* @param xsdPath path to xsd file (URI)
*/
class XMLValid(xsdPath: String) extends XMLLoader[Node] {
private[this] val schema = SchemaFactory
.newInstance(XMLConstants.W3C_XML_SCHEMA_NS_URI)
.newSchema(new File(xsdPath))
override def adapter: NoBindingFactoryAdapter with ConsoleErrorHandler =
new NoBindingFactoryAdapter with ConsoleErrorHandler {
override def error(ex: SAXParseException): Unit = throw ex
override def fatalError(ex: SAXParseException): Unit = throw ex
}
override def parser: SAXParser = {
val f = SAXParserFactory.newInstance
f.setNamespaceAware(true)
f.setFeature("http://xml.org/sax/features/namespace-prefixes", true)
f.setSchema(schema)
f.newSAXParser
}
}
/** Factory for [[XMLValid]] instances. */
object XMLValid {
/** Creates a ValidXML instance with given xsd schema
*
* @param xsdPath path to xsd file (URI)
* @return XMLValid instance
*/
def apply(xsdPath: String) = new XMLValid(xsdPath)
}
\ No newline at end of file
src/test/resources/templates/nsd/fpml-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/templates/nsd/fpml-recordkeeping-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/templates/nsd/nsd-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/templates/rts/Example repo RTS invalid.xml 0 → 100644
<?xml version="1.0" encoding="utf-8"?>
<signedDocument xmlns="http://www.fpml.ru/repository">
<document>
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2016-06-28T11:00:00</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme=""
>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="NFKSP"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01"/>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type"
>OTC</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method"
>E</fpml:category>
<fpml:executionDateTime>2016-04-20T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>false</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="NFKSP"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId>Equity:Repo:EquityRepo</fpml:productId>
<fpml:productId>RU000A0JV8K5</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:dayCountFraction>1/1</fpmlext:dayCountFraction>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="ITN_7718173549"/>
<fpml:sellerPartyReference href="NFKSP"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>1371</fpmlext:numberOfUnits>
<fpmlext:unitPrice>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>86800.40286</fpml:amount>
</fpmlext:unitPrice>
<fpmlext:assetReference href="RU000A0JV8K5"/>
</fpmlext:collateral>
<rtsrep:deliveryMethod>FreeOfPayment</rtsrep:deliveryMethod>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<!-- changed -->
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg1">
<!-- changed -->
<fpml:buyerPartyReference href="NFKSP"/>
<fpml:sellerPartyReference href="ITN_7718173549"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2017-04-20</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
</fpmlext:forwardLeg>
<fpml:equity id="RU000A0JV8K5">
<fpml:instrumentId instrumentIdScheme="">RU000A0JV8K5</fpml:instrumentId>
<fpml:description>ПТК-Холдинг, ПАО ao01</fpml:description>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>MA-20160628-00000001</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="NFKSP">
<fpml:partyId>NFKSP</fpml:partyId>
<fpml:partyName>ООО «НФК-Сбережения»</fpml:partyName>
</fpml:party>
<fpml:party id="ITN_7718173549">
<fpml:partyId partyIdScheme="ITN">ITN_7718173549</fpml:partyId>
<fpml:partyName>ЗАО "Дельта Инвестмент"</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
</fpml:nonpublicExecutionReport>
</document>
</signedDocument>
src/test/resources/templates/rts/Example repo RTS.xml 0 → 100644
<?xml version="1.0" encoding="utf-8"?>
<signedDocument xmlns="http://www.fpml.ru/repository">
<document>
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2016-06-28T11:00:00</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme=""
>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="NFKSP"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01"/>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type"
>OTC</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method"
>E</fpml:category>
<fpml:executionDateTime>2016-04-20T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>false</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="NFKSP"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId>Equity:Repo:EquityRepo</fpml:productId>
<fpml:productId>RU000A0JV8K5</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:dayCountFraction>1/1</fpmlext:dayCountFraction>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="ITN_7718173549"/>
<fpml:sellerPartyReference href="NFKSP"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>1371</fpmlext:numberOfUnits>
<fpmlext:unitPrice>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>86800.40286</fpml:amount>
</fpmlext:unitPrice>
<fpmlext:assetReference href="RU000A0JV8K5"/>
</fpmlext:collateral>
<rtsrep:deliveryMethod>FreeOfPayment</rtsrep:deliveryMethod>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="NFKSP"/>
<fpml:sellerPartyReference href="ITN_7718173549"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2017-04-20</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
</fpmlext:forwardLeg>
<fpml:equity id="RU000A0JV8K5">
<fpml:instrumentId instrumentIdScheme="">RU000A0JV8K5</fpml:instrumentId>
<fpml:description>ПТК-Холдинг, ПАО ao01</fpml:description>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>MA-20160628-00000001</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="NFKSP">
<fpml:partyId>NFKSP</fpml:partyId>
<fpml:partyName>ООО «НФК-Сбережения»</fpml:partyName>
</fpml:party>
<fpml:party id="ITN_7718173549">
<fpml:partyId partyIdScheme="ITN">ITN_7718173549</fpml:partyId>
<fpml:partyName>ЗАО "Дельта Инвестмент"</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
</fpml:nonpublicExecutionReport>
</document>
</signedDocument>
src/test/resources/templates/rts/fpml-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/templates/rts/fpml-recordkeeping-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/templates/rts/rts-repository-ext-merged-schema.xsd 0 → 100644
This source diff could not be displayed because it is too large. You can view the blob instead.
src/test/resources/xmlvalid/test_error.xml 0 → 100644
<?xml version="1.0"?>
<note
xmlns="https://www.w3schools.com"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="https://www.w3schools.com test_valid.xsd">
<to>Tove</to>
<from>Jani</from>
<heading>Reminder</heading
<body>Don't forget me this weekend!</body>
</note>
src/test/resources/xmlvalid/test_invalid.xml 0 → 100644
<?xml version="1.0"?>
<note
xmlns="https://www.w3schools.com"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="https://www.w3schools.com test_valid.xsd">
<to>Tove</to>
<from>Jani</from>
<Heading>Reminder</Heading>
<body>Don't forget me this weekend!</body>
</note>
\ No newline at end of file
src/test/resources/xmlvalid/test_invalid.xsd 0 → 100644
<?xml version="1.0"?>
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="https://www.w3schools.com"
xmlns="https://www.w3schools.com"
elementFormDefault="qualified">
<xs:element name="note" type="Note" />
<xs:complexType name="Note">
<xs:sequence>
<xs:e name="to" type="xs:string"/>
<xs:element name="from" type="xs:string"/>
<xs:element name="heading" type="xs:string"/>
<xs:element name="body" type="xs:string"/>
</xs:sequence>
</xs:complexType>
</xs:schema>
src/test/resources/xmlvalid/test_valid.xml 0 → 100644
<?xml version="1.0"?>
<note
xmlns="https://www.w3schools.com"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="https://www.w3schools.com test_valid.xsd">
<to>Tove</to>
<from>Jani</from>
<heading>Reminder</heading>
<body>Don't forget me this weekend!</body>
</note>
\ No newline at end of file
src/test/resources/xmlvalid/test_valid.xsd 0 → 100644
<?xml version="1.0"?>
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="https://www.w3schools.com"
xmlns="https://www.w3schools.com"
elementFormDefault="qualified">
<xs:element name="note" type="Note" />
<xs:complexType name="Note">
<xs:sequence>
<xs:element name="to" type="xs:string"/>
<xs:element name="from" type="xs:string"/>
<xs:element name="heading" type="xs:string"/>
<xs:element name="body" type="xs:string"/>
</xs:sequence>
</xs:complexType>
</xs:schema>
\ No newline at end of file
src/test/scala/templates/RepoSpec.scala 0 → 100644
package templates
import org.scalatest._
import xmlvalid._
import scala.xml.{Node, XML}
class RepoSpec extends WordSpec {
"XMLValid for RTS example" should {
"successfully loadFile(xmlPath) with well formed and valid xml" in {
val validXml = XMLValid("src/test/resources/templates/rts/fpml-recordkeeping-merged-schema.xsd")
val xml = validXml.loadFile("src/test/resources/templates/rts/Example repo RTS.xml")
assert(xml.isInstanceOf[Node])
}
}
it should {
"throw exception in loadFile(xmlPath) with well formed but invalid xml" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/templates/rts/fpml-recordkeeping-merged-schema.xsd")
val xml = validXml.loadFile("src/test/resources/templates/rts/Example repo RTS invalid.xml")
}
}
}
"XMLValid for NSD example" should {
"successfully loadFile(xmlPath) with well formed and valid xml" in {
val validXml = XMLValid("src/test/resources/templates/nsd/nsd-ext-merged-schema.xsd")
val xml = validXml.loadFile("src/test/resources/templates/nsd/Example repo NSD.xml")
assert(xml.isInstanceOf[Node])
}
}
it should {
"throw exception in loadFile(xmlPath) with well formed but invalid xml" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/templates/nsd/nsd-ext-merged-schema.xsd")
val xml = validXml.loadFile("src/test/resources/templates/nsd/Example repo NSD invalid.xml")
}
}
}
"RepoTemplate" should {
"generate valid RTS output xml using valid NSD source xml" ignore {
val sourceXml: Node = XML.loadFile("src/test/resources/templates/nsd/Example repo NSD.xml")
val outputXml = new RepoTemplate(sourceXml).template
val checkedXml = XMLValid("src/test/resources/templates/rts/fpml-recordkeeping-merged-schema.xsd").loadString(outputXml.mkString)
assert(checkedXml.isInstanceOf[Node])
}
}
}
src/test/scala/xmlvalid/XMLValidSpec.scala 0 → 100644
package xmlvalid
import org.scalatest._
import scala.xml.{Node, SAXParser}
class XMLValidSpec extends WordSpec {
"XMLValid" can {
"envoke parser:SAXParser if schema is valid" in {
val validXml = XMLValid("src/test/resources/xmlvalid/test_valid.xsd")
assert(validXml.parser.isInstanceOf[SAXParser])
}
}
it should {
"successfully loadFile(xmlPath) with well formed and valid xml" in {
val validXml = XMLValid("src/test/resources/xmlvalid/test_valid.xsd")
val xml = validXml.loadFile("src/test/resources/xmlvalid/test_valid.xml")
assert(xml.isInstanceOf[Node])
}
}
it should {
"throw exception with nonexisting schema" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/xmlvalid/test_foo.xsd")
}
}
}
it should {
"throw exception with invalid schema" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/xmlvalid/test_invalid.xsd")
}
}
}
it should {
"throw exception in loadFile(xmlPath) with nonexisting xml" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/xmlvalid/test_valid.xsd")
val xml = validXml.loadFile("src/test/resources/xmlvalid/test_foo.xml")
}
}
}
it should {
"throw exception in loadFile(xmlPath) with well formed but invalid xml" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/xmlvalid/test.xsd")
val xml = validXml.loadFile("src/test/resources/xmlvalid/test_invalid.xml")
}
}
}
it should {
"throw exception with error xml" in {
assertThrows[Exception] {
val validXml = XMLValid("src/test/resources/xmlvalid/test.xsd")
val xml = validXml.loadFile("src/test/resources/xmlvalid/test_error.xml")
}
}
}
}
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment