Hi,
I was wondering whether it would make sense to add a new attribute “referenceDataProvider” in the floating-rate Bond Instruments in the same way we have calendarDataProvider
. That way the party structuring a bond would set who is party publishing reference data.
Thanks!
Jose
Hi @jvelasco.intellecteu,
Currently a calendarDataProvider
must be provided in a bond as it is used to construct the key of the Calendar
contract for retrieval.
In the case of observations, a referenceDataProvider
would be needed if
- we want to
fetch
observations by key
or
- we want to add a safety check on the observation signatories, such as
assert elem referenceDataProvider $ signatory observation
Currently in Daml Finance we don’t do either of these.
We have an issue open to revisit the latter.
I hope this helps,
Matteo
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