weweb paneMultiple Multiple Leg SMF provides the customer with an instrument to describe a multileg asset.
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MultiLeg SMF always goes through accounting validation (is loaded thru panel) regardless of the accountingVatidationFlag value. |
Loading Logic
'eagle_ml-2-0_default_in_xml_smf_generic' stream is used. It involves the following rules:
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Each leg record is sent to the following panel: eagle/star/reference/pan-addsecmastermultilegswap.htm
Required Fields
- Issue Name (tag 961)
- Primary Asset Id (tag 14)
- Primary Asset Id Type (tag 1432)
- Processing Security Type (tag 3931)
- Issue Date (tag 68)
- Dated Date (tag 1183)
- Maturity Date (tag 38)
- Issue Country Code(tag 1418)
- Asset Currency (tag 85)
- Settlement Currency (tag 63)
- Income Currency (tag 1186)
Panel Logic
Each Leg group (contractLeg, payLeg, receiveLeg) is loaded into the SECURITY_MASTER table as a separate record.
2 to 5 entries in the XREFERENCE table can be created for each Leg record.
There are special asset identifiers used for MultiLeg SMF, they are hardcoded as described in the following table:
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