EagleML Release Notes - April 2021

Enhancements:

SDP-48313 Enabled support of the Principal Check functionality for MBS and ILB accounting trades to support multiple partitions

The optional Trade Principal Check previously implemented for MBS and ILB securities was constrained to the primary partition. The hardcoded primary partition was removed and the logic was fixed to correctly resolve the partition for ILB and MBS securities when the Principal Check functionality is enabled.

For ILB securities (DBFLTP), the logic calculates the Principal based on the Index Ratio and compares it to the Principal from the incoming file, taking into account the provided or default Tolerance.

For MBS securities (DBFBFB, DBFBPO, DBFBIO, DBFBAL, DBFBCC, DBIBTR), the logic calculates the Principal based on the Factor and compares it to the Principal from the incoming file taking into account the provided or default Tolerance.

File changed:
eagle_default/in/include/principal_check.inc

SDP-48306 The Rating and Issuer Rating Inbound interfaces were enhanced to support the Ignored Status based on a custom condition

To support instances where the data is not fit for processing and should not bypassed without action, the Ignored Status is now supported for the Rating and the IssuerRating. The incoming records are now based on custom conditions. The variable toIgnore should be set to 1 and declared in the custom include in order to mark the message as Ignored.

Files changed:
eagle_default/in/xml/xml-ref_issuerating_all.xml
eagle_default/in/xml/xml-ref_issuerrating.xml

SDP-48178 Option Nra Tax Country has been added to Resolution Service for Asset

Added the option to include the Nra Tax Country to the Resolution Service for Asset. The option works the same way as Nra Tax Country option in MC rules:
If an incoming element <assetResolutionOption> contains 'NRA_TAX_COUNTRY', and the <issueCountryCode> element is present in an incoming message, then the Security Alias is resolved by Security Xreference identifiers + Nra Tax Country (database field SECURITYDBO.SECURITY_MASTER.NRA_TAX_COUNTRY).

The Maturity Date option can be combined with options Asset Currency, Xref Exchange, and Maturity Date. For example, if the <assetResolutionOption> contains 'ASSET_CURRENCY,NRA_TAX_COUNTRY', then the Security Alias will be resolved by the Security Xreference identifiers + Asset Currency + Nra Tax Country.

Usage:
<assetResolutionOption>NRA_TAX_COUNTRY</assetResolutionOption>
<issueCountryCode>US</issueCountryCode>

SDP-47949 Fixed mashups for Default Asset Resolution

The Asset Resolution Service was enhanced to support mashups for cases without any Asset Resolution options or with the options Asset Currency and Xref Exchange. If a Security Record is not found by mashups, the stored procedure is started.

SDP-46711 The Maturity Date option as part of Asset Resolution Service

Added the option to include the Maturity Date to the Resolution Service for Asset. The option works the same way as Maturity Date option in MC rules:
If an incoming element assetResolutionOption contains the MATURITY_DATE, and the maturityDate element is present in an incoming message, then the Security Alias is resolved by the Security Xreference identifiers + Maturity Date (database field is SECURITYDBO.SECURITY_MASTER.MAT_DATE).

The Maturity Date option can be combined with the options Asset Currency and Xref Exchange. For example, if the assetResolutionOption contains ASSET_CURRENCY and MATURITY_DATE, then the Security Alias will be resolved by the Security Xreference identifiers + Asset Currency + Maturity Date.

Usage:
<assetResolutionOption>ASSET_CURRENCY,MATURITY_DATE</assetResolutionOption>
<maturityDate>2030-12-31</maturityDate>
<assetCurrency>USD</assetCurrency>

SDP-48041 The Warehouse OpenLot resource description was updated with additional logical keys

A new ontology concept was introduced: Logical Key and DB Logical Key. Using the Logical Key entity, it is possible to identify an instance of a resource uniquely based on the data model elements or the expression. DB Logical Key is more related to DB sink description and is taken from the corresponding DB Table Keys.

The Warehouse OpenLot resource description was updated with new keys:
warehouseopenlot:logicalKey
warehouseopenlot:dbLogicalKey

Files changed:
metadata/core/ontology/eagle-interfaces.json
metadata/core/ontology/eagle-t-base.json
metadata/core/ontology/eagledb-inventory.json
metadata/core/ontology/warehouse/warehouseopenlot.json

SDP-47966 Added logic to turn off validation via vendor reload workflow as part of ExchangePrice Inbound Interface

The ExchangePrice inbound interface is enhanced with passing useVendorReloadProcess and finalValidationNumber elements

For the useVendorReloadProcess, if a vendor price is loaded to a PRICE_STATUS record that has already been validated (FINAL_VALIDATION_STATUS != 0 OR 6), then the vendor reload workflow is invoked. If the element useVendorReloadProcess is set to 0, as the default is 1, the workflow is not invoked.

For the finalValidationNumber, the element is now mapped to the RULESDBO.PRICE_STATUS.FINAL_VALIDATION_STATUS database field.

Files changed:
metadata/bind/eagleml_ref_exchangeprice.xml

SDP-47908 The Logic for Underlying SMF was revised

The database error “Security not found” was raised during the SMF load in History mode in the case of the fieldCompareFlag being set to N and the primaryAssetIdType being different than in the database.
The logic to link the Underlying SMF was revised and the redundant security resolution lookup was removed.

File changed:
eagle_default/in/xml/include/underlying_link_ins_upd.inc

SDP-47836 Custom Benchmark inbound interface was improved

The Generic Load Workflow now supports Custom Benchmark processing with the file name pattern _CUSTOMBENCHMARK_
The Custom Benchmark inbound interface now raises the error if the required element processType is not present in the incoming message.

Files changed:
eagle_default/in/xml/xml-ent_custombenchmark.xml
eagle_ml-2-0_workflows/eagle_wrf_generic_load_entity_objects.wrf
eagle_ml-2-0_workflows/eagle_wrf_generic_load.wrf

SDP-47705 The genericsmf ontology synced up with the EagleML XSD

The EDS genericsmf extract resource within the ontology framework was updated to support two additional fields:
SECURITYDBO.MBS.UMBS_LEGACY_POOL_NUMBER - Tag 17545
SECURITYDBO.MBS.UMBS_LEGACY_POOL_CUSIP – Tag 17546

The support of the two additional elements, umbsLegacyPoolIdentifier and umbsLegacyPoolCusip, was added as part of MBSModel. The fields are currently available on extract.

Files changed:
metadata/core/ontology/definition/eagle-vocab-definition-sec-shared.json
metadata/core/ontology/eagle-vocab-sec-shared.json
metadata/core/ontology/reference/genericsmf-models.json

SDP-47674 Incorporated Support of the Variation Margin Override Rule Name for Accounting Trades

Futures with Variation Margin and Futures without Variation Margin in Eagle STAR are processed using different Trade panels. A change was introduced in the EagleML panel routing logic to check the entity setup to retrieve and apply the Variation Margin Rule from the entity. If a Variation Margin Override exists on the entity and the PST defined within that Rule is FTXXXX, then when a Future with Variation Margin trade (SMF setting) is received, it will be routed to the Future without Variation margin trade panel.

The change includes the inclusion of the select variation margin for entity through a direct stored procedure call and proper routing if the rule is enabled.

Files Changed:
eagle_default/in/include/accttrade_routing_check.inc
eagle_default/in/include/csv-buy_columns.inc
eagle_default/in/include/csv-sell_columns.inc

Production Bugs:

SDP-48233 Resolved Inconsistency with the Date format for Accounting Trade Cancel interface

The Accounting Trade Cancel transactions were failing due to incorrect syntax for the date format for the reportEndDate and reportBeginDate. The code was corrected to strip dashes from these fields to fix the issue.

Files changed:
eagle_default/in/include/trade_aliases.inc

SDP-47227 Issuer Rating inbound interface was adjusted to correctly handle multiple entries for the same issuerId

The IssuerRating interface could not correctly handle files which contain multiple entries for the same issuerId, but different effective dates.
The issue was corrected by using a split key IR_issuerId in the corresponding split rule.

Files changed:
eagle_default/in/xml/xml-ref_objects.rsf
eagle_default/in/xml/xml-ref_objects.spl