In this page:
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Overview
Security resolution logic for warehouse objects is carried out within the stored procedure PACE_MASTERDBO.ESTAR_STD_INTERFACES.RETURN_XREF_SECALIAS_GEN
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- Find 1st Match mode implements logic when the security is resolved by the 1st matching of xref identifiers.
Find 1st Match Mode Logic
In this mode the security is resolved within the RETURN_XREF_SECALIAS_GEN stored procedure based on incoming identifiers declared in Batting Order and on setting specified in Security Resolution Options.
- The stored procedure finds Security by the 1st non-empty pair of XId and XIdType and an additional filter such as Asset Currency, Maturity Date, Exchange. Then the SP returns the Asset (Security Alias) and the XAlias’s for the remaining identifiers based on Security found. If any one of the remaining identifiers does not match the Security found or refers to another Security, the SP returns XAlias as 1.
- If none of the identifiers refer to any existing Security, the lookup returns all the parameters as 0.
SWAP Securities Resolution
When your Warehouse record is related to a SWAP security, to perform security resolution properly one of the following conditions should be met:
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2. Use a SWAPID uniquely defining each of the legs of the SWAP for security resolution. To do that, specify the following three fields:
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| This logic can be applied since October 2016 EagleML Release |
- Swap Processing Security Type (start it with ‘SW’ so that the rule recognizes it as a SWAP)
- Pay Receive Indicator (C,P or R for Contract, Pay or Receive)
- Primary Asset Id
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Type | Max number of Ids supported by SP | Exchange | Inactive Flag | Local Currency | Country Code | Maturity Date |
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Open Lot | 10 | Y | Y | Y | Y | Y |
Close Lot | 10 | Y | N | N | N | N |
Position | 10 | Y | Y | N | N | N |
Cash Activity | 10 | Y | N | N | N | N |
Performance | 5 | N | N | N | N | N |
Trade | 10 | Y | N | N | N | N |
Cash Flow Projection | 10 | Y | Y | N | N | N |
General Ledger Balances | 10 | Y | N | N | N | N |
NAV | Does not use Security | |||||
NAV Multi | 10 | Y | N | N | N | N |
Trade Charges | Does not use Security | |||||
Broker Trade Quotes | Does not use Security | |||||
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The order in which you list the identifiers in the security resolution option does not matter. Instead, the order for resolution is pulled from the Batting Order.
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