Retire legacy FpML mappings using synonyms and associated ingestion tests

[hugohills-regnosys]

Background

FpML to CDM mapping functions were recently contributed to CDM 7-dev (#3836). To avoid duplicative FpML mappings (i.e. synonym and functions), the old synonym mappings (and associated infrastructure) should be removed. However, this can only happen once the new Ingest functions mapping coverage matches the existing synonym coverage.

Task Details

Generate gap analysis between the FpML to CDM mapping coverage for the new Ingest mapping functions compared to the older Ingest synonyms.

Parent Feature

No response

Additional Context

No response

[hugohills-regnosys]

FpML Synonym vs Function Ingest Gap Analysis

The list below summarizes the most significant gaps in the FpML test packs between synonym and function Ingest.

Events

Mapping issues:

• PrimitiveInstruction and Product missing on several samples, e.g., msg-ex62-execution-advice-trade-change-correction-F03-10
• PartyRole, LegalAgreement, MessageInformation on most event samples, e.g., msg-ex19-cds-execution-allocations

Commodity swaps and forwards

Mapping issues:

• Price and Observable mapping issues affecting several samples, e.g., msg-ex69-commodity-swap-environmental-physical-leg, com-ex05-gas-v-electricity-spark-spread

Equity swaps and options

Mapping issues:

• PerformancePayout not mapped for some samples, e.g., eqs-ex18-pan-asia-interdealer-index-swap-short-form
• Barrier feature not mapped, e.g., eqd-ex07-barrier-knockout-rebate-long-form
• Bermuda exercise not mapped, e.g., eqd-ex09-bermuda-long-form
• Valuation dates not mapped, e.g., trs-ex04-index-ios

Dividend swaps options

Mapping issues:

• Payout not mapped, e.g. div-ex06-dividend-swap-option-pred-clearing

Volatility-swaps

Mapping issues:

• ObservationTerms / Valuation dates not mapped, e.g., eqvls-ex01-volatility-swap-index-matrix