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.
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
- 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,