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• Control Center Entity Tests (7003): specifies how you assign edit tests during fund setup. This option is required if you set the Control Center Entity field to Yes. Options include:
  • Core: used to attach out of the box edit tests upon fund setup.
  • Non-Core: used to add customized edit tests to funds during the fund setup process.
  • None: used to assign edit tests in the module after establishing them. Assigning edit tests at the composite level (not fund level) is easier to maintain.
• Control Center Process Center (11407): specifies the control center process center code for the entity
  • Control Center uses this code for queries and processes that push edit test result data to the Status Map tables
  • This option is required if you set the Control Center Entity = Yes
• Control Center Daily Map (3975): specifies the daily Control Center status map used for the entity
  
  • This field appears when you set Control Center Entity = Yes

Derivatives Processing Security Types for Trading Gain/Loss

• CDS (SWCDCO)
• CDX (SWCDCX)
• Inflation Linked SWAPS (SWCOIF)
• IRS (SWCOIR)
• TRS (SWLXEQ)
• Currency Rate SWAPS (SWCOCR)
• FUTURES (FTXXXX)
• OPTIONS (OPOPCM; OPOPCR; OPOPDB; OPOPEQ; OPOPFB; OPOPIX; OPOPSW)

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DERIVATIVES PROCESSING SECURITY TYPES FOR TRADING GAIN/LOSS

• SWCDCO (Credit Default Swaps)
• SWCDCX (CDX Swap Contract)
• SWCOIF (Inflation Linked Swap Contract)
• SWCOIR (Interest Rate Swap Contract)
• SWLXEQ (Swap Leg Total Rate Return on Equity)
• SWCOCR (Currency Rate Swap Contract)
• FTXXXX (Future)
• Options
  • OPOPCM (Future Option)
  • OPOPCR (Currency Option)
  • OPOPDB (Debt Option)
  • OPOPEQ (Equity Option)
  • OPOPFB (Factor Based Option)
  • OPOPIX (Index Option)
  • OPOPSW (Swaptions)

TRIGGER TRADING GAIN LOSS

After the trade is booked, you can manually post trigger trading gain loss using POST TRADAING GAIN LOSS panel by typing entity by using Post Trading Gain Loss. Enter the applicable Entity ID (1163) & name /Entity Name (1164) and accounting date Accounting Date (36) and click Submit.

TRADING GAIN LOSS CALCULATION

Trading Gain/Loss New Buys: (current business day’s market value of trade) – (cost of trade)New Buys = Current Business Day's Market Value of Trade - Cost of Trade

• It is compared to the trade date closing price.

New Sells: (proceeds from trade) – (prior business day’s market value of trade)

• The trading gain/loss calculation takes accounting date as the reference point for considering the previous day market value in the sell trade formula.

See attached:

Example of Trading Gain Loss.xlsx

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