Multi-leg swap (Interest Rate, Total Return, and Currency) security master files (SMFs) and trades can be loaded through the standard _all streams in Message Center (MC) in V2017 R2.7 and above. In releases prior to V2017 R2.7, SMFs must be loaded through the _smf streams because the _all streams lacked "split rule" logic required for multi-row securities. SMFs must be loaded prior to trades (trades do not spawn SMFs) and both must be sent as three-row files (contract, pay leg, receive leg). Refer to the Supported Generic Interfaces guideV17 for more information. Details for managing securities are available here, booking open trades are available here, and booking close trades are available here.
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