Skip to content

Commit 922c5d9

Browse files
damienbarkerGitlab CI
damienbarker
authored and
Gitlab CI
committed
Merge branch 'feature/QPR-12587_v3' into 'master'
Revert reversion of QPR-12587 Closes QPR-12587 See merge request qs/oreplus!3148
1 parent a4efa41 commit 922c5d9

27 files changed

Lines changed: 422 additions & 306 deletions

‎Examples/AmericanMonteCarlo/Input/portfolio.xml‎

Lines changed: 6 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -512,8 +512,8 @@
512512
<Currency>USD</Currency>
513513
<NotionalCalculation>Sum</NotionalCalculation>
514514
<Components>
515-
<Trade id="Swap_EUR">
516-
<TradeType>Swap</TradeType>
515+
<SubTrade id="Swap_EUR">
516+
<SubTradeType>Swap</SubTradeType>
517517
<Envelope>
518518
<CounterParty>CPTY_A</CounterParty>
519519
<NettingSetId>CPTY_A</NettingSetId>
@@ -582,9 +582,9 @@
582582
</ScheduleData>
583583
</LegData>
584584
</SwapData>
585-
</Trade>
586-
<Trade id="BermSwp">
587-
<TradeType>Swaption</TradeType>
585+
</SubTrade>
586+
<SubTrade id="BermSwp">
587+
<SubTradeType>Swaption</SubTradeType>
588588
<Envelope>
589589
<CounterParty>CPTY_A</CounterParty>
590590
<NettingSetId>CPTY_A</NettingSetId>
@@ -672,7 +672,7 @@
672672
</ScheduleData>
673673
</LegData>
674674
</SwaptionData>
675-
</Trade>
675+
</SubTrade>
676676
</Components>
677677
</CompositeTradeData>
678678
</Trade>

‎Examples/Legacy/Example_39/Input/portfolio.xml‎

Lines changed: 6 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -353,8 +353,8 @@
353353
<Currency>USD</Currency>
354354
<NotionalCalculation>Sum</NotionalCalculation>
355355
<Components>
356-
<Trade id="Swap_EUR">
357-
<TradeType>Swap</TradeType>
356+
<SubTrade id="Swap_EUR">
357+
<SubTradeType>Swap</SubTradeType>
358358
<Envelope>
359359
<CounterParty>CPTY_A</CounterParty>
360360
<NettingSetId>CPTY_A</NettingSetId>
@@ -423,9 +423,9 @@
423423
</ScheduleData>
424424
</LegData>
425425
</SwapData>
426-
</Trade>
427-
<Trade id="BermSwp">
428-
<TradeType>Swaption</TradeType>
426+
</SubTrade>
427+
<SubTrade id="BermSwp">
428+
<SubTradeType>Swaption</SubTradeType>
429429
<Envelope>
430430
<CounterParty>CPTY_A</CounterParty>
431431
<NettingSetId>CPTY_A</NettingSetId>
@@ -513,7 +513,7 @@
513513
</ScheduleData>
514514
</LegData>
515515
</SwaptionData>
516-
</Trade>
516+
</SubTrade>
517517
</Components>
518518
</CompositeTradeData>
519519
</Trade>

‎Examples/Legacy/Example_45/Input/reference_data.xml‎

Lines changed: 60 additions & 60 deletions
Original file line numberDiff line numberDiff line change
@@ -51,146 +51,146 @@
5151
</Rules>
5252
</ScheduleData>
5353
<BondBasketData>
54-
<Trade id="US15135BAW19">
55-
<TradeType>Bond</TradeType>
54+
<SubTrade id="US15135BAW19">
55+
<SubTradeType>Bond</SubTradeType>
5656
<BondData>
5757
<SecurityId>ISIN:US15135BAW19</SecurityId>
5858
<BondNotional>1000000.000000</BondNotional>
5959
</BondData>
60-
</Trade>
61-
<Trade id="US16411QAK76">
62-
<TradeType>Bond</TradeType>
60+
</SubTrade>
61+
<SubTrade id="US16411QAK76">
62+
<SubTradeType>Bond</SubTradeType>
6363
<BondData>
6464
<SecurityId>ISIN:US16411QAK76</SecurityId>
6565
<BondNotional>1000000.000000</BondNotional>
6666
</BondData>
67-
</Trade>
68-
<Trade id="US16411QAL59">
69-
<TradeType>Bond</TradeType>
67+
</SubTrade>
68+
<SubTrade id="US16411QAL59">
69+
<SubTradeType>Bond</SubTradeType>
7070
<BondData>
7171
<SecurityId>ISIN:US16411QAL59</SecurityId>
7272
<BondNotional>1000000.000000</BondNotional>
7373
</BondData>
74-
</Trade>
75-
<Trade id="US205768AT12">
76-
<TradeType>Bond</TradeType>
74+
</SubTrade>
75+
<SubTrade id="US205768AT12">
76+
<SubTradeType>Bond</SubTradeType>
7777
<BondData>
7878
<SecurityId>ISIN:US205768AT12</SecurityId>
7979
<BondNotional>1000000.000000</BondNotional>
8080
</BondData>
81-
</Trade>
82-
<Trade id="US251526BN89">
83-
<TradeType>Bond</TradeType>
81+
</SubTrade>
82+
<SubTrade id="US251526BN89">
83+
<SubTradeType>Bond</SubTradeType>
8484
<BondData>
8585
<SecurityId>ISIN:US251526BN89</SecurityId>
8686
<BondNotional>1000000.000000</BondNotional>
8787
</BondData>
88-
</Trade>
89-
<Trade id="US3134A4AA29">
90-
<TradeType>Bond</TradeType>
88+
</SubTrade>
89+
<SubTrade id="US3134A4AA29">
90+
<SubTradeType>Bond</SubTradeType>
9191
<BondData>
9292
<SecurityId>ISIN:US3134A4AA29</SecurityId>
9393
<BondNotional>1000000.000000</BondNotional>
9494
</BondData>
95-
</Trade>
96-
<Trade id="US404119CA57">
97-
<TradeType>Bond</TradeType>
95+
</SubTrade>
96+
<SubTrade id="US404119CA57">
97+
<SubTradeType>Bond</SubTradeType>
9898
<BondData>
9999
<SecurityId>ISIN:US404119CA57</SecurityId>
100100
<BondNotional>1000000.000000</BondNotional>
101101
</BondData>
102-
</Trade>
103-
<Trade id="US46285MAA80">
104-
<TradeType>Bond</TradeType>
102+
</SubTrade>
103+
<SubTrade id="US46285MAA80">
104+
<SubTradeType>Bond</SubTradeType>
105105
<BondData>
106106
<SecurityId>ISIN:US46285MAA80</SecurityId>
107107
<BondNotional>1000000.000000</BondNotional>
108108
</BondData>
109-
</Trade>
110-
<Trade id="US55354GAQ38">
111-
<TradeType>Bond</TradeType>
109+
</SubTrade>
110+
<SubTrade id="US55354GAQ38">
111+
<SubTradeType>Bond</SubTradeType>
112112
<BondData>
113113
<SecurityId>ISIN:US55354GAQ38</SecurityId>
114114
<BondNotional>1000000.000000</BondNotional>
115115
</BondData>
116-
</Trade>
117-
<Trade id="US629377CS98">
118-
<TradeType>Bond</TradeType>
116+
</SubTrade>
117+
<SubTrade id="US629377CS98">
118+
<SubTradeType>Bond</SubTradeType>
119119
<BondData>
120120
<SecurityId>ISIN:US629377CS98</SecurityId>
121121
<BondNotional>1000000.000000</BondNotional>
122122
</BondData>
123-
</Trade>
124-
<Trade id="US674599ED34">
125-
<TradeType>Bond</TradeType>
123+
</SubTrade>
124+
<SubTrade id="US674599ED34">
125+
<SubTradeType>Bond</SubTradeType>
126126
<BondData>
127127
<SecurityId>ISIN:US674599ED34</SecurityId>
128128
<BondNotional>1000000.000000</BondNotional>
129129
</BondData>
130-
</Trade>
131-
<Trade id="US674599EF81">
132-
<TradeType>Bond</TradeType>
130+
</SubTrade>
131+
<SubTrade id="US674599EF81">
132+
<SubTradeType>Bond</SubTradeType>
133133
<BondData>
134134
<SecurityId>ISIN:US674599EF81</SecurityId>
135135
<BondNotional>1000000.000000</BondNotional>
136136
</BondData>
137-
</Trade>
138-
<Trade id="US72147KAG31">
139-
<TradeType>Bond</TradeType>
137+
</SubTrade>
138+
<SubTrade id="US72147KAG31">
139+
<SubTradeType>Bond</SubTradeType>
140140
<BondData>
141141
<SecurityId>ISIN:US72147KAG31</SecurityId>
142142
<BondNotional>1000000.000000</BondNotional>
143143
</BondData>
144-
</Trade>
145-
<Trade id="US77313LAB99">
146-
<TradeType>Bond</TradeType>
144+
</SubTrade>
145+
<SubTrade id="US77313LAB99">
146+
<SubTradeType>Bond</SubTradeType>
147147
<BondData>
148148
<SecurityId>ISIN:US77313LAB99</SecurityId>
149149
<BondNotional>1000000.000000</BondNotional>
150150
</BondData>
151-
</Trade>
152-
<Trade id="US845467AS85">
153-
<TradeType>Bond</TradeType>
151+
</SubTrade>
152+
<SubTrade id="US845467AS85">
153+
<SubTradeType>Bond</SubTradeType>
154154
<BondData>
155155
<SecurityId>ISIN:US845467AS85</SecurityId>
156156
<BondNotional>1000000.000000</BondNotional>
157157
</BondData>
158-
</Trade>
159-
<Trade id="US845467AT68">
160-
<TradeType>Bond</TradeType>
158+
</SubTrade>
159+
<SubTrade id="US845467AT68">
160+
<SubTradeType>Bond</SubTradeType>
161161
<BondData>
162162
<SecurityId>ISIN:US845467AT68</SecurityId>
163163
<BondNotional>1000000.000000</BondNotional>
164164
</BondData>
165-
</Trade>
166-
<Trade id="US87612BBS07">
167-
<TradeType>Bond</TradeType>
165+
</SubTrade>
166+
<SubTrade id="US87612BBS07">
167+
<SubTradeType>Bond</SubTradeType>
168168
<BondData>
169169
<SecurityId>ISIN:US87612BBS07</SecurityId>
170170
<BondNotional>1000000.000000</BondNotional>
171171
</BondData>
172-
</Trade>
173-
<Trade id="US87612BBU52">
174-
<TradeType>Bond</TradeType>
172+
</SubTrade>
173+
<SubTrade id="US87612BBU52">
174+
<SubTradeType>Bond</SubTradeType>
175175
<BondData>
176176
<SecurityId>ISIN:US87612BBU52</SecurityId>
177177
<BondNotional>1000000.000000</BondNotional>
178178
</BondData>
179-
</Trade>
180-
<Trade id="US904678AF64">
181-
<TradeType>Bond</TradeType>
179+
</SubTrade>
180+
<SubTrade id="US904678AF64">
181+
<SubTradeType>Bond</SubTradeType>
182182
<BondData>
183183
<SecurityId>ISIN:US904678AF64</SecurityId>
184184
<BondNotional>1000000.000000</BondNotional>
185185
</BondData>
186-
</Trade>
187-
<Trade id="US92343VGM00">
188-
<TradeType>Bond</TradeType>
186+
</SubTrade>
187+
<SubTrade id="US92343VGM00">
188+
<SubTradeType>Bond</SubTradeType>
189189
<BondData>
190190
<SecurityId>ISIN:US92343VGM00</SecurityId>
191191
<BondNotional>1000000.000000</BondNotional>
192192
</BondData>
193-
</Trade>
193+
</SubTrade>
194194
</BondBasketData>
195195
<!-- </CBOStructure>-->
196196
</CboReferenceData>

0 commit comments

Comments
 (0)