Task: Close the credit round trip

Each swap-like credit product's ORE elements come back from the tables.

• The dropped elements of the credit default swap, the index swap, the index option, the synthetic CDO and the credit linked swap are stored in the product's fact table and exported.
• The index option stores its own elements in its fact row, the wrapped index swap's elements in the index swap's table, and its option block in the shared option tables.
• A mapper test per product holds its elements through the round trip.
• The ORE suite passes.
• The risk participation agreement is out of scope: unit 7 takes it, because its protection fee is a list of legs and its underlying can hold a treasury lock on a bond.

1. Widen the fact tables. Add a column only with its writer: the accrual and payment flags, the payment time, the protection start, the upfront date and fee, the trade date and the cash settlement days of the swap-like products, the option's knock-out flag, index term, strike type and front-end start, and the credit linked swap's default payment time. A flag is a boolean and the upfront fee is an exact decimal.
2. Two rows for the index option. The option wraps an index swap, so the trade has its option row and a row of the index swap's table. The carrier holds the option row as its fact and the wrapped swap's row beside it. This undoes the one-row shortcut of unit 5, which could not hold the wrapped swap's columns without copying them.
3. The shared option block. The swaption's option mapping becomes public as map_option_block and rebuild_option_block, and the credit carrier holds the option rows. The header's delete cascade, the export service and the import handler carry them.
4. Prove it. A test per product reads its elements back, and the suites run against a recreated database.

Every number this task claims about a tree, with the command that produced it and the commit it was measured at. A number without both is not a measurement, because a clean-up record describes a tree and trunk moves under a branch: a consumer count, a gate's component count and a suite's size all change with no code changing, and the reader of a bare number cannot tell which tree it came from. Where the raw output matters, put it in an evidence/ file beside the task and name that file in the Command column.

• After the review the trading API, trading service, shell application and ORE core suites passed through compass test run, the codegen suite passed with 1,397 cases, and a misspell scan of every file the branch changes found nothing.
• The ORE binding showed what the analysis missed. The agreement's ProtectionFee is a list of legs, not an amount, and its Underlying holds legs, an optional option block, a naked-option flag and an optional treasury lock whose data is a whole bond. The design had a money column for the fee. The agreement became unit 7, and the design now says so.
• The synthetic CDO states its upfront fee as text that is empty or a number. The mapper stores a number as an exact decimal and an empty text as null.
• The ORE flag type has thirteen spellings (Y, YES, true, 1 and so on). The tables hold a boolean, so the export writes Y or N. A document that wrote false comes back as N. Both are valid ORE.
• The index option's exercise rules beyond a list of dates (an exercise schedule) go to the shared schedule tables through the swaption's mapping.

Manual QA scenarios (scaffolded via compass add test_scenario) that verify this task. Link new ones here as they're created; the scenario doc itself links back via its "Verifies task" field.

Each swap-like credit product stores the elements the mapper used to drop. The credit default swap, the index swap and the synthetic CDO hold their accrual and payment flags, payment time, upfront date and fee, and the swaps their protection start, trade date and cash settlement days. The credit linked swap holds its settles-accrual flag and default payment time. The index option holds its knock-out flag, index term, strike type, trade date and front-end start in its own row, the wrapped swap's elements in the index swap's table, and its option block in the shared option tables. All of them come back through the export.

Acceptance met for the five swap-like products. The risk participation agreement is unit 7.