Georgina Tarres CDM Event Model - Termination for Schedules

rosetta-source/src/main/rosetta/base-math-func.rosetta

@@ -133,6 +133,28 @@ func UpdateAmount: <"Updates an amount based on the given QuantityChangeDirectio
         Decrease then oldAmount - changeAmount,
         Replace then changeAmount
 
+func UpdateDatedValues: <"Updates the amounts of the dated values based on the given QuantityChangeDirectionEnum. For all periods after the effective date of the change, if the direction is Increase, the old amount and change amount are summed, if the direction is Decrease, then the change amount is subtracted from the old amount, and if the direction is Replace then the change amount replaces the old amount.">
+    inputs:
+        datedValues DatedValue (0..*)
+        changeAmount number (0..1)
+        direction QuantityChangeDirectionEnum (1..1)
+        effectiveDate date (0..1)
+    output:
+        newdatedValues DatedValue (0..*)
+
+    add newdatedValues:
+    datedValues
+        extract
+            DatedValue {
+                date:  item -> date,
+                value:
+                if item -> date >= effectiveDate then (
+                if direction = QuantityChangeDirectionEnum -> Increase then item -> value + changeAmount
+                else if direction = QuantityChangeDirectionEnum -> Decrease then item -> value - changeAmount
+                else if direction = QuantityChangeDirectionEnum -> Replace then changeAmount)
+                else item -> value
+            }
+
 func FilterQuantity: <"Filter list of quantities based on unit type.">
     inputs:
         quantities Quantity (0..*) <"List of quantities to filter.">

rosetta-source/src/main/rosetta/product-common-settlement-func.rosetta

@@ -3,6 +3,7 @@ version "${project.version}"
 
 import cdm.base.math.*
 import cdm.observable.asset.*
+import cdm.margin.schedule.*
 
 func UpdateAmountForEachMatchingQuantity: <"Updates any price or quantity from the list of PriceQuantity if the unit of amount matches.">
     inputs:
@@ -27,7 +28,8 @@ func UpdateAmountForEachMatchingQuantity: <"Updates any price or quantity from t
                         extract
                             UpdateQuantityAmountForEachMatchingQuantity(
                                     item,
-                                    change -> quantity, // FilterChangePriceQuantity(priceQuantity, change) -> quantity,
+                                    change, // FilterChangePriceQuantity(priceQuantity, change),
+                                            // PriceQuantity used as input to keep the quantity and effectiveDate linked
                                     direction
                                 ),
                     observable: priceQuantity -> observable,
@@ -76,20 +78,31 @@ func UpdateQuantityAmountForEachMatchingQuantity: <"Updates any quantity from th
     inputs:
         quantity NonNegativeQuantitySchedule (0..1) <"List of NonNegativeQuantitySchedule to update.">
             [metadata location]
-        change NonNegativeQuantitySchedule (0..*) <"List of new NonNegativeQuantitySchedule to use where the units match.">
+        change PriceQuantity (0..*) <"List of new PriceQuantity to use where the units match."> // PriceQuantity defined as input to keep the quantity and effectiveDate linked
         direction QuantityChangeDirectionEnum (1..1) <"Enum specifying how the updated amounts should be applied, e.g., add, subtract or replace.">
     output:
         updatedQuantity NonNegativeQuantitySchedule (0..1)
             [metadata location]
 
-    alias changedAmount:
+    alias changeMatching:
         change
-            filter UnitEquals(item -> unit, quantity -> unit)
+         filter UnitEquals(item -> quantity then first -> unit, quantity -> unit)
             then first
-            then extract UpdateAmount(quantity -> value, value, direction)
+
+    alias changedAmount:
+        UpdateAmount(quantity -> value, changeMatching -> quantity only-element -> value, direction)
+
+    alias changeEffectiveDate:
+        AdjustableDateResolution(changeMatching -> effectiveDate -> adjustableDate)
+        //ResolveAdjustableDate(changeMatching -> effectiveDate)
+        // TODO uncomment usage once function is available
+
+    alias changedDatedValue:
+        UpdateDatedValues(quantity -> datedValue, changeMatching -> quantity only-element -> value, direction,  changeEffectiveDate)
 
     set updatedQuantity: quantity
     set updatedQuantity -> value: changedAmount default quantity -> value
+    set updatedQuantity -> datedValue : changedDatedValue  default quantity -> datedValue
 
 func PriceUnitEquals: <"Compares two PriceSchedule to check if all attributes match, except for the amount.">
     inputs: