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.