I take a sample fpml fxswap (fx-ex08-fx-swap.xml) and import it into strata, using
FpmlDocumentParser parser = FpmlDocumentParser.of(FpmlPartySelector.matching(partyId));
List<Trade> trades = parser.parseTrades(source);
and then pass this to risk engine and then finally invoke the fx trade report
(fx-report-template.ini).
I get :
FAIL: Property ‘settlementDate’ not set
looking at the code I can see TradeCsvLoader has code to set the settlementDate but does not appear to be defined in the fpml parser.
Does this mean I have:
- missed the settlementDate setter inside the the fpml parser
- should use csv ingest (instead of fpml) as has better support
- am missing some operation such as .resolve(refData) which will compute settlement date
- other