Floating rates Bonds - reference data provider


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.


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


  • 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,

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