Daml.Finance.Interface.Instrument.Swap - Changelog¶

Version 0.4.0¶

Update of SDK version and dependencies.
The InstrumentKey is extended by the HoldingStandard field.
The Remove choice was removed from the Factory (it is newly part of the Base instrument interface).
Renamed the F type synonym to I.
Added support for SOFR style rates (via a compounded index) to the interest rate swap and the asset swap.
Extended the asset swap to support a basket of underlyings.

Version 0.3.0¶

Update of SDK version and dependencies.
The Create choice on the instrument factories returns the corresponding interface (rather than the base instrument interface).
Added GetView choice to all instrument interfaces.
Make use of the requires keyword to enforce the interface hierarchy (in particular the asDisclosure and asBaseInstrument methods were removed).

Version 0.2.1¶

Updates to data types related to interest rate compounding and payment lag.
Updates to data types related to Term period.