Synthetic balance guaranteed swaps have no tranches, so an export of them fails
Table of Contents
1. What
Trade population books BalanceGuaranteedSwaps with no tranche rows. The
ORE writer requires at least one Tranche, so an export that reaches one of
them stops: required element 'Tranche' is absent from 'tranches'.
2. Why
After Acme provisioning, an export of the whole tenant fails on these trades, so no portfolio can be exported until they are filtered out. A generated trade should be one ORE can read.
3. References
- Validate that every trade type is modelled as ORE reads it — where the export failed.