Align FpML swap data types with lib-message-integration - Githubissues

digital-asset / daml-finance

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Align FpML swap data types with lib-message-integration #297

Closed markus-da closed 2 years ago

markus-da commented 2 years ago

Here are the lib-message-integration data types: https://raw.githubusercontent.com/digital-asset/lib-message-integration/master/example-fpml-clearing-java/daml/FpML/V510/Confirmation.daml

Also, some data types are not in lib-message-integration, but can be improved in a similar manner, based on the FpML schema: https://www.fpml.org/spec/fpml-5-11-3-lcwd-1/html/confirmation/schemaDocumentation/schemas/fpml-ird-5-11_xsd/complexTypes/Swap/swapStream.html

[x] Use the StubValue variant/sum type provided (prevents submitting both a fix stub rate and a list of floating stub rates, and simplifies the code)
[x] Use variant type for fxLinkedNotionalSchedule vs notionalSchedule
[x] Use variant type for fixedRateSchedule vs floatingRateCalculation
[x] Look at which other similar data types could use a variant/sum type
[x] Change businessCenters : Optional [Text] to simply [Text]
[x] Check for other optional lists

markus-da commented 2 years ago

Implemented here: https://github.com/digital-asset/daml-finance/pull/318