fix(schematron): un-shadow Option/Future underlying rules; add underlyings to canonical sample - #23
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…yings to sample ISO Schematron fires only the first matching rule per pattern. In asset-validations the derivative-exposure warning rule (OP or FU or FX or SW) claimed every Option and Future, so the two "must have underlying" ERROR rules were dead code (SVRL: svrl:suppressed-rule). Same bug class as the earlier percentage-sum fix. Move them into their own pattern asset-underlying-validations (ruleset now has 11 patterns). The canonical sample had four options/futures without Underlyings, so un-shadowing would have turned "0 errors" into 4. Add an XSD-valid Underlyings/Underlying (Type, Name, Identifiers) to each: Allianz SE and Volkswagen AG (Security/ISIN), EURO STOXX 50 (Index/ISIN), EUR/USD (Currency/OtherID). Regenerate both negative fixtures from the new sample with the sed recipes in tests/fixtures/invalid/README.md; the Schematron fixture still fails with exactly 1 error (percentage sum). Align the Basic XSLT share-class price check with the Schematron bands (OK < 0.01, ROUNDING 0.01-0.1, ERROR >= 0.1); it previously only flagged ERROR from 1.0, contradicting the documented "matching tolerances". Verified: sample XSD-valid; Java Schematron 0 errors / 12 warnings on the sample, 1 error on the fixture, 1 error when an Underlyings block is removed; XSLT DQ report 2x OK; CSV 21 rows, TPT 42 rows, top-holdings 5, data binding 21 positions, DB import/export XSD-valid, Santuario sign/verify/tamper roundtrip unchanged. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01YXZWhwE5EbHSybt55K6oUZ
This was referenced Aug 29, 2026
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Summary
asset-validationsthe Derivative Exposure warning rule (OP or FU or FX or SW) matched every Option/Future first, so the Option Underlying / Future Underlying ERROR rules never fired (svrl:suppressed-rule) — same shadowing class as the earlier percentage-sum fix. They now live in their own patternasset-underlying-validations(11 patterns total; README updated, "Known ruleset fix" section extended).Mixed-Fund_Positions.xmlhad 4 options/futures withoutUnderlyings, which the bug had masked. Added an XSD-validUnderlyings/Underlyingto each (Allianz SE, Volkswagen AG, EURO STOXX 50 index, EUR/USD currency) so the canonical sample keeps its 0 ERROR / 12 warnings property honestly. Bothtests/fixtures/invalid/*regenerated with the READMEsedrecipes (Schematron fixture still fails with exactly 1 error).Verification (local)
xmllint --schema4.2.9 on sampleUnderlyingsremovedERROR: Option "Call Option on Allianz SE" must have at least one underlying asset, exit 1 ← rule now live🤖 Generated with Claude Code
https://claude.ai/code/session_01YXZWhwE5EbHSybt55K6oUZ