Commodity swaps with physical and fixed/floating leg incorrectly mapped from FpML
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hugohills-regnosys commented
Commodity swaps with physical leg and fixed/floating leg incorrectly mapped from FpML:
Commodity swap samples with a physical leg and a fixed leg are incorrectly mapped with 3 payouts: CommodityPayout, ForwardPayout and FixedPricePayout. These should only have a ForwardPayout and FixedPricePayout. e.g.
- rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex11-physical-oil-pipeline-heating-oil-fixed-price.json
Commodity swap samples with a physical leg and a floating leg should not have a settlement type defaulted to cash. e.g.
- rosetta-source/src/main/resources/result-json-files/fpml-5-10/incomplete-products/commodity-derivatives/com-ex10-physical-oil-pipeline-crude-wti-floating-price.json