weweb paneMultiple Multiple Leg SMF provides the customer with an instrument to describe a multileg asset.
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All three legs have an identical structure in EagleML, but should be filled in a specific way reflecting a real 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
Direct Load via SP Option
MultilegSMF interface supports data load without accounting validations in the panel. Setting <noLoadValidationFlag> element in the incoming message to Y allows data insert and update directly via INSERT_UPDATE_SECURITY_INFO stored procedure without any calls to the panel.
Underlying links for the Pay and Receive legs are created with a begin date which corresponds to the effective date for the Contract leg in the incoming file. In the case of a MultilegSMF update, the underlying links are updated only if the new record has an effective date higher than the previously loaded begin dates on the Pay and Receive legs for the corresponding Contract leg.
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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