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SPB_Exchange_Repo
Commit 58109300 by Amelin Konstantin
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Add BondForwardTemplate

parent fea7864b
Showing with 40 additions and 68 deletions
input/Forward Bond Client 1.xml
...@@ -93,7 +93,7 @@ ...@@ -93,7 +93,7 @@
<nsdext:clientDetails> <nsdext:clientDetails>
<nsdext:servicingParty href="Party1"/> <nsdext:servicingParty href="Party1"/>
<nsdext:type>P</nsdext:type> <nsdext:type>P</nsdext:type>
<nsdext:id>PASS_04 55582007</nsdext:id> <nsdext:id>PASS_04_55582007</nsdext:id>
<nsdext:name> </nsdext:name> <nsdext:name> </nsdext:name>
<nsdext:country countryScheme="http://www.fpml.org/ext/iso3166">RU</nsdext:country> <nsdext:country countryScheme="http://www.fpml.org/ext/iso3166">RU</nsdext:country>
</nsdext:clientDetails> </nsdext:clientDetails>
......
src/main/scala/templates/BondForwardTemplate.scala
...@@ -4,73 +4,45 @@ import scala.xml.Node ...@@ -4,73 +4,45 @@ import scala.xml.Node
class BondForwardTemplate(source: Node) extends TradeTemplate(source) { class BondForwardTemplate(source: Node) extends TradeTemplate(source) {
protected[this] def templateTradeBody: Node = { protected[this] def templateTradeBody: Node = {
<fpml:bondOption> <rtsrep:bondForward>
<fpml:productType>{ get(source \ "trade" \ "bondOption" \ "productType") }</fpml:productType> <fpml:productType>{ get(source \ "trade" \ "bondForward" \ "productType") }</fpml:productType>
<fpml:productId productIdScheme={ get(source \ "trade" \ "bondOption" \ "productId", "productIdScheme") }>{ get(source \ "trade" \ "bondOption" \ "productId") }</fpml:productId> <fpml:productId productIdScheme={ get(source \ "trade" \ "bondForward" \ "productId", "productIdScheme") }>{ get(source \ "trade" \ "bondForward" \ "productId") }</fpml:productId>
<fpml:buyerPartyReference href={ get(source \ "trade" \ "bondOption" \ "buyerPartyReference", "href") }/> <fpml:buyerPartyReference href={ get(source \ "trade" \ "bondForward" \ "buyerPartyReference", "href") }/>
<fpml:sellerPartyReference href={ get(source \ "trade" \ "bondOption" \ "sellerPartyReference", "href") }/> <fpml:sellerPartyReference href={ get(source \ "trade" \ "bondForward" \ "sellerPartyReference", "href") }/>
<fpml:optionType>{ get(source \ "trade" \ "bondOption" \ "optionType") }</fpml:optionType> <rtsrep:underlyer>
<fpml:premium> <fpml:singleUnderlyer>
<fpml:payerPartyReference href={ get(source \ "trade" \ "bondOption" \ "premium" \"payerPartyReference", "href") }/> <fpml:equity id={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "equity", "id") }>
<fpml:receiverPartyReference href={ get(source \ "trade" \ "bondOption" \ "premium" \"receiverPartyReference", "href") }/> <fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "equity" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "equity" \ "instrumentId") }</fpml:instrumentId>
<fpml:paymentAmount> </fpml:equity>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "premium" \\ "currency") }</fpml:currency> <fpml:bond id={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "bond", "id") }>
<fpml:amount>{ get(source \ "trade" \ "bondOption" \ "premium" \\ "amount") }</fpml:amount> <fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "bond" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "bond" \ "instrumentId") }</fpml:instrumentId>
</fpml:paymentAmount> </fpml:bond>
{ /* paymentDate isn`t present in source!!!*/ } <fpml:index id={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "index", "id") }>
<fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "index" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "index" \ "instrumentId") }</fpml:instrumentId>
<fpml:paymentDate> </fpml:index>
<fpml:adjustableDate> <fpml:openUnits>{ get(source \ "trade" \ "bondForward" \ "underlyer" \ "singleUnderlyer" \ "openUnits") }</fpml:openUnits>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "expirationDate" \\ "unadjustedDate") }</fpml:unadjustedDate> </fpml:singleUnderlyer>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "bermudaExercise" \\ "unadjustedDate") }</fpml:unadjustedDate> </rtsrep:underlyer>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "europeanExercise" \\ "unadjustedDate") }</fpml:unadjustedDate> <rtsrep:notionalAmount>
</fpml:adjustableDate> <fpml:currency>{ get(source \ "trade" \ "bondForward" \ "notionalAmount" \ "currency") }</fpml:currency>
</fpml:paymentDate> <fpml:amount>{ get(source \ "trade" \ "bondForward" \ "notionalAmount" \ "amount") }</fpml:amount>
</fpml:premium> </rtsrep:notionalAmount>
<fpml:americanExercise> { /* settlementType isn`t present in source!!!*/ }
<fpml:commencementDate> <rtsrep:settlementType>{ "CashOrPhysical" }</rtsrep:settlementType>
<fpml:adjustableDate> <rtsrep:settlementDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "commencementDate" \\ "unadjustedDate") }</fpml:unadjustedDate> <fpml:adjustableDate>
</fpml:adjustableDate> <fpml:unadjustedDate>{ get(source \ "trade" \ "bondForward" \ "settlementDate" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:commencementDate> </fpml:adjustableDate>
<fpml:expirationDate> </rtsrep:settlementDate>
<fpml:adjustableDate> <rtsrep:settlementCurrency>{ get(source \ "trade" \ "bondForward" \ "settlementCurrency") }</rtsrep:settlementCurrency>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "expirationDate" \\ "unadjustedDate") }</fpml:unadjustedDate> <rtsrep:forwardPrice>
</fpml:adjustableDate> <rtsrep:forwardPricePerBond>
</fpml:expirationDate> <fpml:currency>{ get(source \ "trade" \ "bondForward" \ "forwardPrice" \\ "currency") }</fpml:currency>
</fpml:americanExercise> <fpml:amount>{ get(source \ "trade" \ "bondForward" \ "forwardPrice" \\ "amount") }</fpml:amount>
<fpml:bermudaExercise> </rtsrep:forwardPricePerBond>
<fpml:bermudaExerciseDates> <rtsrep:forwardPricePercentage>{ get(source \ "trade" \ "bondForward" \ "forwardPrice" \ "forwardPricePercentage") }</rtsrep:forwardPricePercentage>
<fpml:adjustableDates> </rtsrep:forwardPrice>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "bermudaExercise" \\ "unadjustedDate") }</fpml:unadjustedDate> </rtsrep:bondForward>
</fpml:adjustableDates>
</fpml:bermudaExerciseDates>
</fpml:bermudaExercise>
<fpml:europeanExercise>
<fpml:expirationDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "europeanExercise" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpml:expirationDate>
</fpml:europeanExercise>
<fpml:notionalAmount>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "notionalAmount" \ "currency") }</fpml:currency>
<fpml:amount>{ get(source \ "trade" \ "bondOption" \ "notionalAmount" \ "amount") }</fpml:amount>
</fpml:notionalAmount>
<fpml:optionEntitlement>{ get(source \ "trade" \ "bondOption" \ "optionEntitlement") }</fpml:optionEntitlement>
<fpml:numberOfOptions>{ get(source \ "trade" \ "bondOption" \ "numberOfOptions") }</fpml:numberOfOptions>
<fpml:settlementType>{ get(source \ "trade" \ "bondOption" \ "settlementType") }</fpml:settlementType>
<fpml:strike>
<fpml:price>
<fpml:strikePrice>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "strikePrice") }</fpml:strikePrice>
<fpml:strikePercentage>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "strikePercentage") }</fpml:strikePercentage>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "currency") }</fpml:currency>
</fpml:price>
</fpml:strike>
<fpml:bond id={ get(source \ "trade" \ "bondOption" \ "bond", "id") }>
<fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "bondOption" \ "bond" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "bondOption" \ "bond" \ "instrumentId") }</fpml:instrumentId>
</fpml:bond>
</fpml:bondOption>
} }
def isStraight = true def isStraight = true
......
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