Develop to main, latest changes in description #99

Julius278 · 2024-10-16T13:45:36Z

SDC XML format, including new fields
settlement creation moved to valuation service
retrieving of live marketdata
fixed some vulnerabilities
regular settlement creation: include fixings of last settlement

… when DataDocument is formatted with namespace tags

…t to SDCXMLParserTest

SDC-633, adjusted check for xml parser

…MarketDataGeneratorWebsocket

…ew config for valuation

…ntController

Feature/626, new endpoints for settlement xml generation

SDC-626, added new initial settlement page to index.html

SDC-626,

SDC-626, small typo in application.yml

settlement xml field names from "Value" to "NPV"

SDC-526 & 588, added currency and tradeType to product data fpml

SDC-634, include Fixings of the last settlement

NO_ISSUE, fill out all values for initial testset

NO_ISSUE, cleanup initial settlement xmls

SDC-634, fix for including multiple fixings

…art of the product.

SDC-660, added initialSettlementDate to SDC Descriptor

…constency between legs.

NO_ISSUE, improved logging

Julius278 and others added 30 commits September 17, 2024 15:30

SDC-633, fix for SDC product xml parsing. This way its more adaptable…

138ba15

… when DataDocument is formatted with namespace tags

SDC-633, adding the missing schema location for SDC xml

0175319

SDC-633, added new SDCtoXML method with text replacements

b8f3bcc

SDC-633, added doc comments to the parser methods, added detailed tes…

ac9eb17

…t to SDCXMLParserTest

Merge pull request #90 from Julius278/feature/633

9c75314

SDC-633, adjusted check for xml parser

SDC-626, added new models for regularSettlements, reduced logging in …

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…MarketDataGeneratorWebsocket

SDC-626, mark writeDataSet as deprecated as it is not used anymore

2e353ac

SDC-626, new config for marketdata provider

94888f1

SDC-626, new config for marketdata provider

0267bf8

SDC-626, new generate-regular-settlement endpoint, new ExceptionId, n…

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…ew config for valuation

SDC-626, new endpoint yml and models

558f0ef

SDC-626, new endpoint for initial settlement generation, new ExceptionId

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SDC-626, new SettlementControllerTest, increased logging for Settleme…

ed38fc4

…ntController

SDC-626, added gson to pom

e2b122c

SDC-626, added try catch and exception if refinitiv properties not set

a46a9e1

SDC-626, new static html page, small change in SettlementService

073b6ac

Merge pull request #91 from Julius278/feature/626

89d9094

Feature/626, new endpoints for settlement xml generation

SDC-626, added new initial settlement page to index.html

4f6af00

Merge pull request #92 from Julius278/feature/626

d87abec

SDC-626, added new initial settlement page to index.html

SDC-626, added new initial settlement page to index.html

89edcf3

Merge pull request #93 from Julius278/feature/626

7847d93

SDC-626,

SDC-626, small typo in application.yml

2b48861

Merge pull request #94 from Julius278/feature/626

a4c1989

SDC-626, small typo in application.yml

settlement xml field names from "Value" to "NPV"

099fdeb

Merge pull request #95 from Julius278/settlement-field-names

76d3da7

settlement xml field names from "Value" to "NPV"

updated Spring Boot and httpclient version, upgrade to httpclient5

94fc6c2

currently no need for postgres db connection

c204245

exclude itextpdf cause its not needed here

0165c15

removed unused imports and commented out lines which were edited

c9b429d

removed unused imports and commented out lines which were edited

64115e7

cfries added 2 commits October 16, 2024 11:36

Merge pull request #98 from Julius278/feature/526

17bcaed

SDC-526 & 588, added currency and tradeType to product data fpml

Merge pull request #97 from Julius278/feature/634

ac93505

SDC-634, include Fixings of the last settlement

Julius278 requested review from cfries and pekola and removed request for cfries October 16, 2024 13:45

cfries and others added 11 commits October 23, 2024 16:35

LICENSE.txt from finmath-lib

e63eed2

NO_ISSUE, fill out all values for initial testset

9476a6f

Merge pull request #100 from Julius278/feature/526

2faf0db

NO_ISSUE, fill out all values for initial testset

SDC-634, fix for including multiple fixings

22fe8e9

SDC-634, removed unused import

13615e1

NO_ISSUE, cleanup initial settlement xmls

3a18d0d

Merge pull request #103 from Julius278/intial-settlement-xml-cleanup

265cd1a

NO_ISSUE, cleanup initial settlement xmls

Merge pull request #101 from Julius278/feature/634_fix

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SDC-634, fix for including multiple fixings

Adding payerLeg / receiverLeg

5da3513

Code cleanup.

41224c5

Removed notional from ValuationOraclePlainSwap - notional has to be p…

ca3c1c1

…art of the product.

cfries force-pushed the develop branch from ca3c1c1 to 6531078 Compare November 17, 2024 19:25

cfries and others added 12 commits November 17, 2024 20:48

Comment

f779b9e

Removed constructor in Settlement POJO.

ed2f31f

SDC-660, added initialSettlementDate to SDC Descriptor

029ddcb

SDC-660, clean up

28cd297

Merge pull request #104 from Julius278/feature/660

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SDC-660, added initialSettlementDate to SDC Descriptor

Using rounding at low level, consistently using BigDecimal, ensuring …

77fa900

…constency between legs.

Rename info to settlementInfo.

db51000

Fixed unit test (init settlementInfo).

932d01a

Organized imports.

273965b

NO_ISSUE, improved logging

a23027c

Merge pull request #106 from Julius278/valuation-logging-fix

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NO_ISSUE, improved logging

Merge branch 'feature/leg_valuation_and_code_cleanup' into develop

3e91acb

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Develop to main, latest changes in description #99

Develop to main, latest changes in description #99

Julius278 commented Oct 16, 2024

Develop to main, latest changes in description #99

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Develop to main, latest changes in description #99

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Julius278 commented Oct 16, 2024