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https://github.com/corda/corda.git
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Add Party type parameter to IRS state
Makes IRS states generic so that the can store anonmyous or full parties depending on use-case (ledger vs UI).
This commit is contained in:
Ross Nicoll
parent
ad71a48505
commit
81b0393766
@ -61,7 +61,7 @@ class IRSDemoTest : IntegrationTestCategory {
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val vaultUpdates = proxy.vaultAndUpdates().second
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val fixingDates = vaultUpdates.map { update ->
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val irsStates = update.produced.map { it.state.data }.filterIsInstance<InterestRateSwap.State>()
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val irsStates = update.produced.map { it.state.data }.filterIsInstance<InterestRateSwap.State<*>>()
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irsStates.mapNotNull { it.calculation.nextFixingDate() }.max()
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}.cache().toBlocking()
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@ -76,8 +76,6 @@ class IRSDemoTest : IntegrationTestCategory {
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private fun runTrade(nodeAddr: HostAndPort, fixedRatePayer: Party, floatingRatePayer: Party) {
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val fileContents = IOUtils.toString(Thread.currentThread().contextClassLoader.getResourceAsStream("example-irs-trade.json"))
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val tradeFile = fileContents.replace("tradeXXX", "trade1")
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.replace("fixedRatePayerKey", fixedRatePayer.owningKey.toBase58String())
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.replace("floatingRatePayerKey", floatingRatePayer.owningKey.toBase58String())
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val url = URL("http://$nodeAddr/api/irs/deals")
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assert(postJson(url, tradeFile))
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}
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@ -1,6 +1,8 @@
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package net.corda.irs.api
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import net.corda.core.contracts.filterStatesOfType
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import net.corda.core.crypto.AnonymousParty
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import net.corda.core.crypto.Party
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import net.corda.core.getOrThrow
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import net.corda.core.messaging.CordaRPCOps
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import net.corda.core.messaging.startFlow
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@ -42,18 +44,18 @@ class InterestRateSwapAPI(val rpc: CordaRPCOps) {
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private val logger = loggerFor<InterestRateSwapAPI>()
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private fun generateDealLink(deal: InterestRateSwap.State) = "/api/irs/deals/" + deal.common.tradeID
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private fun generateDealLink(deal: InterestRateSwap.State<*>) = "/api/irs/deals/" + deal.common.tradeID
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private fun getDealByRef(ref: String): InterestRateSwap.State? {
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val states = rpc.vaultAndUpdates().first.filterStatesOfType<InterestRateSwap.State>().filter { it.state.data.ref == ref }
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private fun getDealByRef(ref: String): InterestRateSwap.State<*>? {
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val states = rpc.vaultAndUpdates().first.filterStatesOfType<InterestRateSwap.State<*>>().filter { it.state.data.ref == ref }
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return if (states.isEmpty()) null else {
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val deals = states.map { it.state.data }
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return if (deals.isEmpty()) null else deals[0]
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}
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}
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private fun getAllDeals(): Array<InterestRateSwap.State> {
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val states = rpc.vaultAndUpdates().first.filterStatesOfType<InterestRateSwap.State>()
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private fun getAllDeals(): Array<InterestRateSwap.State<*>> {
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val states = rpc.vaultAndUpdates().first.filterStatesOfType<InterestRateSwap.State<*>>()
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val swaps = states.map { it.state.data }.toTypedArray()
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return swaps
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}
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@ -61,24 +63,14 @@ class InterestRateSwapAPI(val rpc: CordaRPCOps) {
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@GET
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@Path("deals")
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@Produces(MediaType.APPLICATION_JSON)
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fun fetchDeals(): Array<InterestRateSwap.State> = getAllDeals()
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// Function needed to substitute party keys in JSON file example-irs-trade.json
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@GET
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@Path("partykeys")
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@Produces(MediaType.APPLICATION_JSON)
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fun partyFromName(): Response {
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val keyA = rpc.partyFromName("Bank A")?.owningKey
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val keyB = rpc.partyFromName("Bank B")?.owningKey
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return Response.ok().entity(Pair(keyA, keyB)).build()
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}
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fun fetchDeals(): Array<InterestRateSwap.State<*>> = getAllDeals()
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@POST
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@Path("deals")
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@Consumes(MediaType.APPLICATION_JSON)
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fun storeDeal(newDeal: InterestRateSwap.State): Response {
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fun storeDeal(newDeal: InterestRateSwap.State<Party>): Response {
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return try {
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rpc.startFlow(AutoOfferFlow::Requester, newDeal).returnValue.getOrThrow()
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rpc.startFlow(AutoOfferFlow::Requester, newDeal.toAnonymous()).returnValue.getOrThrow()
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Response.created(URI.create(generateDealLink(newDeal))).build()
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} catch (ex: Throwable) {
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logger.info("Exception when creating deal: $ex")
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@ -14,8 +14,7 @@ class IRSDemoClientApi(private val hostAndPort: HostAndPort) {
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fun runTrade(tradeId: String): Boolean {
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val fileContents = IOUtils.toString(javaClass.classLoader.getResourceAsStream("example-irs-trade.json"))
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val (keyA, keyB) = api.getJson<Pair<String, String>>("partykeys")
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val tradeFile = fileContents.replace("tradeXXX", tradeId).replace("fixedRatePayerKey", keyA).replace("floatingRatePayerKey", keyB)
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val tradeFile = fileContents.replace("tradeXXX", tradeId)
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return api.postJson("deals", tradeFile)
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}
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@ -112,8 +112,8 @@ object NodeInterestRates {
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override val dataTypePrefix = "interest-rates"
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override val acceptableFileExtensions = listOf(".rates", ".txt")
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override fun upload(data: InputStream): String {
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val fixes = parseFile(data.bufferedReader().readText())
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override fun upload(file: InputStream): String {
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val fixes = parseFile(file.bufferedReader().readText())
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oracle.knownFixes = fixes
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val msg = "Interest rates oracle accepted ${fixes.size} new interest rate fixes"
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println(msg)
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@ -2,10 +2,7 @@ package net.corda.irs.contract
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import net.corda.core.contracts.*
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import net.corda.core.contracts.clauses.*
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import net.corda.core.crypto.AnonymousParty
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import net.corda.core.crypto.CompositeKey
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import net.corda.core.crypto.Party
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import net.corda.core.crypto.SecureHash
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import net.corda.core.crypto.*
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import net.corda.core.flows.FlowLogicRefFactory
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import net.corda.core.node.services.ServiceType
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import net.corda.core.serialization.CordaSerializable
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@ -311,8 +308,8 @@ class InterestRateSwap() : Contract {
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}
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@CordaSerializable
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open class FixedLeg(
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var fixedRatePayer: AnonymousParty,
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open class FixedLeg<P: AbstractParty>(
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var fixedRatePayer: P,
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notional: Amount<Currency>,
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paymentFrequency: Frequency,
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effectiveDate: LocalDate,
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@ -339,7 +336,7 @@ class InterestRateSwap() : Contract {
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if (other?.javaClass != javaClass) return false
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if (!super.equals(other)) return false
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other as FixedLeg
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other as FixedLeg<*>
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if (fixedRatePayer != other.fixedRatePayer) return false
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if (fixedRate != other.fixedRate) return false
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@ -351,7 +348,7 @@ class InterestRateSwap() : Contract {
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override fun hashCode() = super.hashCode() + 31 * Objects.hash(fixedRatePayer, fixedRate, rollConvention)
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// Can't autogenerate as not a data class :-(
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fun copy(fixedRatePayer: AnonymousParty = this.fixedRatePayer,
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fun copy(fixedRatePayer: P = this.fixedRatePayer,
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notional: Amount<Currency> = this.notional,
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paymentFrequency: Frequency = this.paymentFrequency,
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effectiveDate: LocalDate = this.effectiveDate,
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@ -369,12 +366,16 @@ class InterestRateSwap() : Contract {
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fixedRatePayer, notional, paymentFrequency, effectiveDate, effectiveDateAdjustment, terminationDate,
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terminationDateAdjustment, dayCountBasisDay, dayCountBasisYear, dayInMonth, paymentRule, paymentDelay,
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paymentCalendar, interestPeriodAdjustment, fixedRate, rollConvention)
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fun toAnonymous(): FixedLeg<AnonymousParty> {
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return FixedLeg(fixedRatePayer.toAnonymous(), notional, paymentFrequency, effectiveDate, effectiveDateAdjustment, terminationDate, terminationDateAdjustment,
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dayCountBasisDay, dayCountBasisYear, dayInMonth, paymentRule, paymentDelay, paymentCalendar, interestPeriodAdjustment,
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fixedRate, rollConvention)
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}
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}
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@CordaSerializable
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open class FloatingLeg(
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var floatingRatePayer: AnonymousParty,
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open class FloatingLeg<P: AbstractParty>(
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var floatingRatePayer: P,
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notional: Amount<Currency>,
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paymentFrequency: Frequency,
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effectiveDate: LocalDate,
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@ -410,7 +411,7 @@ class InterestRateSwap() : Contract {
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if (other?.javaClass != javaClass) return false
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if (!super.equals(other)) return false
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other as FloatingLeg
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other as FloatingLeg<*>
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if (floatingRatePayer != other.floatingRatePayer) return false
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if (rollConvention != other.rollConvention) return false
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@ -432,7 +433,7 @@ class InterestRateSwap() : Contract {
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index, indexSource, indexTenor)
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fun copy(floatingRatePayer: AnonymousParty = this.floatingRatePayer,
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fun copy(floatingRatePayer: P = this.floatingRatePayer,
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notional: Amount<Currency> = this.notional,
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paymentFrequency: Frequency = this.paymentFrequency,
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effectiveDate: LocalDate = this.effectiveDate,
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@ -461,6 +462,12 @@ class InterestRateSwap() : Contract {
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paymentRule, paymentDelay, paymentCalendar, interestPeriodAdjustment, rollConvention,
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fixingRollConvention, resetDayInMonth, fixingPeriod, resetRule, fixingsPerPayment,
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fixingCalendar, index, indexSource, indexTenor)
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fun toAnonymous(): FloatingLeg<AnonymousParty> {
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return FloatingLeg(floatingRatePayer.toAnonymous(), notional, paymentFrequency, effectiveDate, effectiveDateAdjustment, terminationDate, terminationDateAdjustment,
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dayCountBasisDay, dayCountBasisYear, dayInMonth, paymentRule, paymentDelay, paymentCalendar, interestPeriodAdjustment,
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rollConvention, fixingRollConvention, resetDayInMonth, fixingPeriodOffset, resetRule, fixingsPerPayment,
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fixingCalendar, index, indexSource, indexTenor)
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}
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}
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override fun verify(tx: TransactionForContract) = verifyClause(tx, AllComposition(Clauses.Timestamped(), Clauses.Group()), tx.commands.select<Commands>())
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@ -470,7 +477,7 @@ class InterestRateSwap() : Contract {
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* Common superclass for IRS contract clauses, which defines behaviour on match/no-match, and provides
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* helper functions for the clauses.
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*/
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abstract class AbstractIRSClause : Clause<State, Commands, UniqueIdentifier>() {
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abstract class AbstractIRSClause : Clause<State<*>, Commands, UniqueIdentifier>() {
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// These functions may make more sense to use for basket types, but for now let's leave them here
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fun checkLegDates(legs: List<CommonLeg>) {
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requireThat {
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@ -486,7 +493,7 @@ class InterestRateSwap() : Contract {
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"The notional for all legs must be the same" by legs.all { it.notional == legs[0].notional }
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}
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for (leg: CommonLeg in legs) {
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if (leg is FixedLeg) {
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if (leg is FixedLeg<*>) {
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requireThat {
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// TODO: Confirm: would someone really enter a swap with a negative fixed rate?
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"Fixed leg rate must be positive" by leg.fixedRate.isPositive()
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@ -512,9 +519,9 @@ class InterestRateSwap() : Contract {
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}
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}
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class Group : GroupClauseVerifier<State, Commands, UniqueIdentifier>(AnyComposition(Agree(), Fix(), Pay(), Mature())) {
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class Group : GroupClauseVerifier<State<*>, Commands, UniqueIdentifier>(AnyComposition(Agree(), Fix(), Pay(), Mature())) {
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// Group by Trade ID for in / out states
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override fun groupStates(tx: TransactionForContract): List<TransactionForContract.InOutGroup<State, UniqueIdentifier>> {
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override fun groupStates(tx: TransactionForContract): List<TransactionForContract.InOutGroup<State<*>, UniqueIdentifier>> {
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return tx.groupStates() { state -> state.linearId }
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}
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}
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@ -535,12 +542,12 @@ class InterestRateSwap() : Contract {
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override val requiredCommands: Set<Class<out CommandData>> = setOf(Commands.Agree::class.java)
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override fun verify(tx: TransactionForContract,
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inputs: List<State>,
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outputs: List<State>,
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inputs: List<State<*>>,
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outputs: List<State<*>>,
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commands: List<AuthenticatedObject<Commands>>,
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groupingKey: UniqueIdentifier?): Set<Commands> {
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val command = tx.commands.requireSingleCommand<Commands.Agree>()
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val irs = outputs.filterIsInstance<State>().single()
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val irs = outputs.filterIsInstance<State<*>>().single()
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requireThat {
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"There are no in states for an agreement" by inputs.isEmpty()
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"There are events in the fix schedule" by (irs.calculation.fixedLegPaymentSchedule.size > 0)
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@ -571,13 +578,13 @@ class InterestRateSwap() : Contract {
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override val requiredCommands: Set<Class<out CommandData>> = setOf(Commands.Refix::class.java)
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override fun verify(tx: TransactionForContract,
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inputs: List<State>,
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outputs: List<State>,
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inputs: List<State<*>>,
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outputs: List<State<*>>,
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commands: List<AuthenticatedObject<Commands>>,
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groupingKey: UniqueIdentifier?): Set<Commands> {
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val command = tx.commands.requireSingleCommand<Commands.Refix>()
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val irs = outputs.filterIsInstance<State>().single()
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val prevIrs = inputs.filterIsInstance<State>().single()
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val irs = outputs.filterIsInstance<State<*>>().single()
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val prevIrs = inputs.filterIsInstance<State<*>>().single()
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val paymentDifferences = getFloatingLegPaymentsDifferences(prevIrs.calculation.floatingLegPaymentSchedule, irs.calculation.floatingLegPaymentSchedule)
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// Having both of these tests are "redundant" as far as verify() goes, however, by performing both
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@ -616,8 +623,8 @@ class InterestRateSwap() : Contract {
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override val requiredCommands: Set<Class<out CommandData>> = setOf(Commands.Pay::class.java)
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override fun verify(tx: TransactionForContract,
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inputs: List<State>,
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outputs: List<State>,
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inputs: List<State<*>>,
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outputs: List<State<*>>,
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commands: List<AuthenticatedObject<Commands>>,
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groupingKey: UniqueIdentifier?): Set<Commands> {
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val command = tx.commands.requireSingleCommand<Commands.Pay>()
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@ -632,12 +639,12 @@ class InterestRateSwap() : Contract {
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override val requiredCommands: Set<Class<out CommandData>> = setOf(Commands.Mature::class.java)
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override fun verify(tx: TransactionForContract,
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inputs: List<State>,
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outputs: List<State>,
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inputs: List<State<*>>,
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outputs: List<State<*>>,
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commands: List<AuthenticatedObject<Commands>>,
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groupingKey: UniqueIdentifier?): Set<Commands> {
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val command = tx.commands.requireSingleCommand<Commands.Mature>()
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val irs = inputs.filterIsInstance<State>().single()
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val irs = inputs.filterIsInstance<State<*>>().single()
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requireThat {
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"No more fixings to be applied" by (irs.calculation.nextFixingDate() == null)
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"The irs is fully consumed and there is no id matched output state" by outputs.isEmpty()
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@ -659,9 +666,9 @@ class InterestRateSwap() : Contract {
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/**
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* The state class contains the 4 major data classes.
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*/
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data class State(
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val fixedLeg: FixedLeg,
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val floatingLeg: FloatingLeg,
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data class State<P: AbstractParty>(
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val fixedLeg: FixedLeg<P>,
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val floatingLeg: FloatingLeg<P>,
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val calculation: Calculation,
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val common: Common,
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override val linearId: UniqueIdentifier = UniqueIdentifier(common.tradeID)
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@ -682,7 +689,7 @@ class InterestRateSwap() : Contract {
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}
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override val parties: List<AnonymousParty>
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get() = listOf(fixedLeg.fixedRatePayer, floatingLeg.floatingRatePayer)
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get() = listOf(fixedLeg.fixedRatePayer.toAnonymous(), floatingLeg.floatingRatePayer.toAnonymous())
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override fun nextScheduledActivity(thisStateRef: StateRef, flowLogicRefFactory: FlowLogicRefFactory): ScheduledActivity? {
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val nextFixingOf = nextFixingOf() ?: return null
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@ -692,10 +699,10 @@ class InterestRateSwap() : Contract {
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return ScheduledActivity(flowLogicRefFactory.create(FixingFlow.FixingRoleDecider::class.java, thisStateRef), instant)
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}
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override fun generateAgreement(notary: Party): TransactionBuilder = InterestRateSwap().generateAgreement(floatingLeg, fixedLeg, calculation, common, notary)
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override fun generateAgreement(notary: Party): TransactionBuilder = InterestRateSwap().generateAgreement(floatingLeg.toAnonymous(), fixedLeg.toAnonymous(), calculation, common, notary)
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override fun generateFix(ptx: TransactionBuilder, oldState: StateAndRef<*>, fix: Fix) {
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InterestRateSwap().generateFix(ptx, StateAndRef(TransactionState(this, oldState.state.notary), oldState.ref), fix)
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InterestRateSwap().generateFix(ptx, StateAndRef(TransactionState(this.toAnonymous(), oldState.state.notary), oldState.ref), fix)
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}
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override fun nextFixingOf(): FixOf? {
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@ -730,13 +737,20 @@ class InterestRateSwap() : Contract {
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*/
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fun prettyPrint() = toString().replace(",", "\n")
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fun toAnonymous(): State<AnonymousParty> {
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return if (this.fixedLeg.fixedRatePayer is AnonymousParty) {
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this as State<AnonymousParty>
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} else {
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State(fixedLeg.toAnonymous(), floatingLeg.toAnonymous(), calculation, common, linearId)
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}
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}
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}
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/**
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* This generates the agreement state and also the schedules from the initial data.
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* Note: The day count, interest rate calculation etc are not finished yet, but they are demonstrable.
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*/
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fun generateAgreement(floatingLeg: FloatingLeg, fixedLeg: FixedLeg, calculation: Calculation,
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fun generateAgreement(floatingLeg: FloatingLeg<AnonymousParty>, fixedLeg: FixedLeg<AnonymousParty>, calculation: Calculation,
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common: Common, notary: Party): TransactionBuilder {
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val fixedLegPaymentSchedule = LinkedHashMap<LocalDate, FixedRatePaymentEvent>()
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@ -800,7 +814,7 @@ class InterestRateSwap() : Contract {
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}
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}
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fun generateFix(tx: TransactionBuilder, irs: StateAndRef<State>, fixing: Fix) {
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fun generateFix(tx: TransactionBuilder, irs: StateAndRef<State<AnonymousParty>>, fixing: Fix) {
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tx.addInputState(irs)
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val fixedRate = FixedRate(RatioUnit(fixing.value))
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tx.addOutputState(
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@ -1,6 +1,6 @@
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package net.corda.irs.contract
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fun InterestRateSwap.State.exportIRSToCSV(): String =
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fun InterestRateSwap.State<*>.exportIRSToCSV(): String =
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"Fixed Leg\n" + FixedRatePaymentEvent.CSVHeader + "\n" +
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this.calculation.fixedLegPaymentSchedule.toSortedMap().values.map { it.asCSV() }.joinToString("\n") + "\n" +
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"Floating Leg\n" + FloatingRatePaymentEvent.CSVHeader + "\n" +
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@ -8,6 +8,7 @@ import com.google.common.util.concurrent.SettableFuture
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import net.corda.core.RunOnCallerThread
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import net.corda.core.contracts.StateAndRef
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import net.corda.core.contracts.UniqueIdentifier
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import net.corda.core.crypto.AnonymousParty
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import net.corda.core.flatMap
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import net.corda.core.flows.FlowStateMachine
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import net.corda.core.map
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@ -73,9 +74,9 @@ class IRSSimulation(networkSendManuallyPumped: Boolean, runAsync: Boolean, laten
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return future
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}
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|
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private fun loadLinearHeads(node: SimulatedNode): Map<UniqueIdentifier, StateAndRef<InterestRateSwap.State>> {
|
||||
private fun loadLinearHeads(node: SimulatedNode): Map<UniqueIdentifier, StateAndRef<InterestRateSwap.State<AnonymousParty>>> {
|
||||
return databaseTransaction(node.database) {
|
||||
node.services.vaultService.linearHeadsOfType<InterestRateSwap.State>()
|
||||
node.services.vaultService.linearHeadsOfType<InterestRateSwap.State<AnonymousParty>>()
|
||||
}
|
||||
}
|
||||
|
||||
@ -84,8 +85,8 @@ class IRSSimulation(networkSendManuallyPumped: Boolean, runAsync: Boolean, laten
|
||||
val node1: SimulatedNode = banks[i]
|
||||
val node2: SimulatedNode = banks[j]
|
||||
|
||||
val swaps: Map<UniqueIdentifier, StateAndRef<InterestRateSwap.State>> = loadLinearHeads(node1)
|
||||
val theDealRef: StateAndRef<InterestRateSwap.State> = swaps.values.single()
|
||||
val swaps: Map<UniqueIdentifier, StateAndRef<InterestRateSwap.State<AnonymousParty>>> = loadLinearHeads(node1)
|
||||
val theDealRef: StateAndRef<InterestRateSwap.State<AnonymousParty>> = swaps.values.single()
|
||||
|
||||
// Do we have any more days left in this deal's lifetime? If not, return.
|
||||
val nextFixingDate = theDealRef.state.data.calculation.nextFixingDate() ?: return null
|
||||
@ -115,7 +116,7 @@ class IRSSimulation(networkSendManuallyPumped: Boolean, runAsync: Boolean, laten
|
||||
// We load the IRS afresh each time because the leg parts of the structure aren't data classes so they don't
|
||||
// have the convenient copy() method that'd let us make small adjustments. Instead they're partly mutable.
|
||||
// TODO: We should revisit this in post-Excalibur cleanup and fix, e.g. by introducing an interface.
|
||||
val irs = om.readValue<InterestRateSwap.State>(javaClass.classLoader.getResource("simulation/trade.json"))
|
||||
val irs = om.readValue<InterestRateSwap.State<AnonymousParty>>(javaClass.classLoader.getResource("simulation/trade.json"))
|
||||
irs.fixedLeg.fixedRatePayer = node1.info.legalIdentity.toAnonymous()
|
||||
irs.floatingLeg.floatingRatePayer = node2.info.legalIdentity.toAnonymous()
|
||||
|
||||
|
||||
@ -1,6 +1,6 @@
|
||||
{
|
||||
"fixedLeg": {
|
||||
"fixedRatePayer": "fixedRatePayerKey",
|
||||
"fixedRatePayer": "Bank A",
|
||||
"notional": "€25000000",
|
||||
"paymentFrequency": "SemiAnnual",
|
||||
"effectiveDate": "2016-03-11",
|
||||
@ -22,7 +22,7 @@
|
||||
"interestPeriodAdjustment": "Adjusted"
|
||||
},
|
||||
"floatingLeg": {
|
||||
"floatingRatePayer": "floatingRatePayerKey",
|
||||
"floatingRatePayer": "Bank B",
|
||||
"notional": "€25000000",
|
||||
"paymentFrequency": "Quarterly",
|
||||
"effectiveDate": "2016-03-11",
|
||||
|
||||
@ -1,6 +1,7 @@
|
||||
package net.corda.irs.testing
|
||||
|
||||
import net.corda.core.contracts.*
|
||||
import net.corda.core.crypto.AnonymousParty
|
||||
import net.corda.core.seconds
|
||||
import net.corda.core.transactions.SignedTransaction
|
||||
import net.corda.core.utilities.DUMMY_NOTARY
|
||||
@ -14,7 +15,7 @@ import java.math.BigDecimal
|
||||
import java.time.LocalDate
|
||||
import java.util.*
|
||||
|
||||
fun createDummyIRS(irsSelect: Int): InterestRateSwap.State {
|
||||
fun createDummyIRS(irsSelect: Int): InterestRateSwap.State<AnonymousParty> {
|
||||
return when (irsSelect) {
|
||||
1 -> {
|
||||
|
||||
@ -244,8 +245,8 @@ class IRSTests {
|
||||
/**
|
||||
* Utility so I don't have to keep typing this.
|
||||
*/
|
||||
fun singleIRS(irsSelector: Int = 1): InterestRateSwap.State {
|
||||
return generateIRSTxn(irsSelector).tx.outputs.map { it.data }.filterIsInstance<InterestRateSwap.State>().single()
|
||||
fun singleIRS(irsSelector: Int = 1): InterestRateSwap.State<AnonymousParty> {
|
||||
return generateIRSTxn(irsSelector).tx.outputs.map { it.data }.filterIsInstance<InterestRateSwap.State<AnonymousParty>>().single()
|
||||
}
|
||||
|
||||
/**
|
||||
@ -299,7 +300,7 @@ class IRSTests {
|
||||
var previousTXN = generateIRSTxn(1)
|
||||
previousTXN.toLedgerTransaction(services).verify()
|
||||
services.recordTransactions(previousTXN)
|
||||
fun currentIRS() = previousTXN.tx.outputs.map { it.data }.filterIsInstance<InterestRateSwap.State>().single()
|
||||
fun currentIRS() = previousTXN.tx.outputs.map { it.data }.filterIsInstance<InterestRateSwap.State<AnonymousParty>>().single()
|
||||
|
||||
while (true) {
|
||||
val nextFix: FixOf = currentIRS().nextFixingOf() ?: break
|
||||
@ -379,7 +380,7 @@ class IRSTests {
|
||||
|
||||
transaction("Fix") {
|
||||
input("irs post agreement")
|
||||
val postAgreement = "irs post agreement".output<InterestRateSwap.State>()
|
||||
val postAgreement = "irs post agreement".output<InterestRateSwap.State<AnonymousParty>>()
|
||||
output("irs post first fixing") {
|
||||
postAgreement.copy(
|
||||
postAgreement.fixedLeg,
|
||||
@ -686,7 +687,7 @@ class IRSTests {
|
||||
transaction("Fix") {
|
||||
input("irs post agreement1")
|
||||
input("irs post agreement2")
|
||||
val postAgreement1 = "irs post agreement1".output<InterestRateSwap.State>()
|
||||
val postAgreement1 = "irs post agreement1".output<InterestRateSwap.State<AnonymousParty>>()
|
||||
output("irs post first fixing1") {
|
||||
postAgreement1.copy(
|
||||
postAgreement1.fixedLeg,
|
||||
@ -695,7 +696,7 @@ class IRSTests {
|
||||
postAgreement1.common.copy(tradeID = "t1")
|
||||
)
|
||||
}
|
||||
val postAgreement2 = "irs post agreement2".output<InterestRateSwap.State>()
|
||||
val postAgreement2 = "irs post agreement2".output<InterestRateSwap.State<AnonymousParty>>()
|
||||
output("irs post first fixing2") {
|
||||
postAgreement2.copy(
|
||||
postAgreement2.fixedLeg,
|
||||
|
||||
Loading…
Reference in New Issue
Block a user