Georgina Tarres CDM Event Model - Termination for Schedules

[regnosys-prod-user]

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[regnosys-prod-user]

CDM Event Model - Termination for Schedules

Background

When a termination applies to a quantity schedule, all the dated values from the effective period onwards should be set to zero.

What is being released?

The UpdateQuantityAmountForEachMatchingQuantity function has been enhanced to apply the quantity change to all dated values from the current period onward. A new function UpdateDatedValues has been created to perform the update of the DatedValue.

The period from which the change should take effect is determined using the primitiveInstruction → quantityChange → change → effectiveDate.

Review Directions

Changes can be reviewed in PR: #4028

Note

This comment was generated via Rosetta.

[gtarres]

The mapper in PR #4012, built by @hugohills-regnosys, should be contributed together with this PR since it includes the mapping of the effective date from FpML to the quantity change primitive instructions.