EagleML Release Notes - August 2021

Owned by Olga Galis (Deactivated)
Aug 24, 2021
4 min read

Enhancements

SDP-53552 The EagleML REST API was updated to support the EnhanceCalcTransactionId parameter

The EnhanceCalcTransactionId parameter was added to the following extracts:
WRHSOPENLOTEXTRACT, WRHSCLOSELOTEXTRACT, WRHSTRADEEXTRACT, TRADEDCAEXTRACT, SETTLEDCAEXTRACT.

Files changes:
dynamic/eagleml/swagger/swagger-extracts.json

SDP-53438 The Principal Check calculation was applied to Fixed Income Sinking Funds

The Principal Check functionality was adjusted to apply the calculation for Fixed Income securities with the Sinking Fund flag set to Y. A new Sinking Factor lookup was added for Sinking Fund securities to retrieve the active sink factor.

For Fixed Income securities like DBIBFD,DBIBPK,DBIBMU,DBIBMA,DBIBST,DBIVIV,DBSTST, 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. If the PRINCIPAL_CHECK_TOLERANCE_VALUE is not supplied or defaulted in the w_custom_config.inc, then the principal tolerance is set as 0.

Example of usage:
<header>
<objectType>AccountingTrade</objectType>
<processingOptions>ALLOW_PRINCIPAL_CHECK,PRINCIPAL_CHECK_TOLERANCE_VALUE=0.1</processingOptions>
</header>

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

SDP-53089 Revised the calcMasterTransactionId for WRHSCLOSELOTEXTRACT, WRHSOPENLOTEXTRACT and WRHSTRADEEXTRACT

The calcMasterTransactionId for the WRHSCLOSELOTEXTRACT, WRHSOPENLOTEXTRACT and WRHSTRADEEXTRACT were refined to present a Master Transaction Id across the WRHSCLOSELOTEXTRACT, WRHSOPENLOTEXTRACT, WRHSTRADEEXTRACT, SETTLEDCAEXTRACT and TRADEDCAEXTRACT. Changes were applied to enable conditional logic dependent upon the event group incorporating expanded support for corporate actions and other linked transactions.

The logic is applied when the existing EnhanceCalcTransaction parameter is used with a value of Y and the IncludeExtendedDetails has a value of Y or ALL.

<taskParameter>
<name>EnhanceCalcTransactionId</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails </name>
<dataType>S</dataType>
<value>ALL</value>
</taskParameter>

Files changed:
eagle_ml-2-0_cm\out\tagvalue\extract_warehouse_trade.inc
eagle_ml-2-0_cm\out\tagvalue\extract_warehouse_closelot.inc
eagle_ml-2-0_cm\out\tagvalue\extract_warehouse_openlot.inc

SDP-52861 The Issuer Role Inbound and Outbound interfaces were enhanced to support an additional field

The Issuer Role interface was updated to support the additional field SECURITYDBO.ISSUER_ROLE_DETAILS.IRD_CHAR2 on the load and extract:

XPath: EagleML/referenceTransaction/issuerRole/irdChar2

Files changed:
eagle_default/in/xml/xml-ref_issuerrole_main.xml
eagle_default/in/xml/xml-ref_issuerrole_batch.xml
eagle_default/in/xml/include/xml-ref_issuerrole_common.inc
eagle_default/in/xml/xslt/eagleml_smf_issuer_role_tagvalue.xsl
eagle_ml-2-0_cm/out/xml/t_generic_issuer_streaming.inc
eagle_ml-2-0_cm/out/xml/t_issuer_role_streaming.inc

SDP-52839 The Entity Analytic Outbound interface was enhanced to support new elements

The ENTITYANALYTICEXTRACT was enhanced to support new elements:

Xpath:
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/derivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/currencyDerivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/interestDerivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/derivativeExposureBreachDays
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/valueAtRiskExceptions

Files changed:
dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_entity_analytics_streaming.inc

SDP-52763 The Signage logic was revised for the WRHSTRADEEXTRACT

The Signage logic was adjusted  for the netAmountLocal and netAmountBase elements as part of the WRHSTRADEEXTRACT.

The signage logic was modified to conditionally set the signage value for the NET_CASH and TRADE_BASE_AMOUNT for Future and SWAP transactions.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_wrhs_trade_signage_logic.inc

SDP-52762 The Entity Analytic Inbound interface was enhanced to support new elements

The EntityAnalytic Inbound interface was enhanced to support new elements:

Xpath:
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/derivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/currencyDerivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/interestDerivativeExposure
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/derivativeExposureBreachDays
EagleML/entityTransaction/entityAnalytic/entityAnalyticModel/valueAtRiskExceptions

Files changed:
metadata/bind/eagleml_ent_entityanalytic.xml
eagle_default/in/xml/xml-ent_entity_analytics.xml

SDP-52571 - Enable signage logic within the WRHSTRADEEXTRACT - Warehouse Trade Extract for the Settlement Amount

The WRHSTRADEEXTRACT - Warehouse Trade - TRADESDBO.SETTLEMENT_AMOUNT field is not currently supported with the signage logic.

Fields Affected by Signage Logic

Signage logic for the Settlement Amount element is enabled through a new opt-in element. The SettlementSignageFlag should be used in tandem with the EnableSignageLogic set to Y. When the SettlementSignageFlag is set to Y, signage logic is applied to the SETTLEMENT_AMOUNT field enabling the Warehouse Trade Extract to reflect the same values matching the Settled Cash Trade values.

Signage is enabled when
<taskParameter>
<name>EnableSignageLogic</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>SettlementSignageFlag</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_wrhs_trade_signage_logic.inc

SDP-51542 The logic for the Warehouse Open Lot Extract was reverted in case the IncludeAccrualRate Flag is set to Y

The WRHSOPENLOTEXTRACT - Warehouse Open Lot Extract was reverted to a prior release version due to an incorrect join that produced incorrect data being extracted when the optional IncludeAccrualRate parameter flag is set to Y.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_warehouse_openlot.inc

SDP-50709 Warehouse Position Outbound interface was updated to support an additional elements

The WRHSPOSITIONEXTRACT - Warehouse Position Outbound interface had a series of elements not defined on the WIKI and not available as part of the XSD. The Warehouse Position extract was updated, and the XSD the _t and _q rules were synced up.

The following elements were added to XSD and _t rule:
EagleML/warehouseTransaction/warehousePosition/fxImpairmentRate
EagleML/warehouseTransaction/warehousePosition/amortizedAtDisposalLtdLocal
EagleML/warehouseTransaction/warehousePosition/amortizedAtDisposalLtdBase
EagleML/warehouseTransaction/warehousePosition/exUnearnedInterestBase
EagleML/warehouseTransaction/warehousePosition/exUnearnedReclaimBase
EagleML/warehouseTransaction/warehousePosition/exUnearnedWithholdingBase
EagleML/warehouseTransaction/warehousePosition/exUnearnedInterestPtdLocal
EagleML/warehouseTransaction/warehousePosition/originalExUnearnedInterestPtdBase
EagleML/warehouseTransaction/warehousePosition/unaccruedReclaimLocal
EagleML/warehouseTransaction/warehousePosition/originalUnaccruedReclaimBase
EagleML/warehouseTransaction/warehousePosition/unaccruedWithholdingLocal
EagleML/warehouseTransaction/warehousePosition/originalUnaccruedWithholdingBase
EagleML/warehouseTransaction/warehousePosition/undistributedInvestmentIncomeLocal
EagleML/warehouseTransaction/warehousePosition/undistributedInvestmentIncomeBase
EagleML/warehouseTransaction/warehousePosition/distributedInvestmentIncomeLocal
EagleML/warehouseTransaction/warehousePosition/distributedInvestmentIncomeBase
EagleML/warehouseTransaction/warehousePosition/equityMethodAcctTreatmentMethod
EagleML/warehouseTransaction/warehousePosition/ownershipPercentage
EagleML/warehouseTransaction/warehousePosition/commitmentAmount
EagleML/warehouseTransaction/warehousePosition/equityMethodAcctCostIndicator
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossAmountLocal
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossAmountBase
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossFxUrgl
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossPreviousAmountLocal
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossPreviousAmountBase
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossStageAmount
EagleML/warehouseTransaction/warehousePosition/expectedCreditLossPreviousStageAmount
EagleML/warehouseTransaction/warehousePosition/analytics/parentPrice
EagleML/warehouseTransaction/warehousePosition/analytics/notionalMarketValueAdjustmentBase
EagleML/warehouseTransaction/warehousePosition/analytics/notionalMarketValueAdjustmentLocal
EagleML/warehouseTransaction/warehousePosition/analytics/adjustedTradingCost
EagleML/warehouseTransaction/warehousePosition/analytics/excessSpread
EagleML/warehouseTransaction/warehousePosition/analytics/interpolatedSpread
EagleML/warehouseTransaction/warehousePosition/analytics/inflationFactor
EagleML/warehouseTransaction/warehousePosition/analytics/parentOptionDelta
EagleML/warehouseTransaction/warehousePosition/analytics/ytc
EagleML/warehouseTransaction/warehousePosition/analytics/ytfc
EagleML/warehouseTransaction/warehousePosition/analytics/zeroVolatilitySpread
EagleML/warehouseTransaction/warehousePosition/analytics/zeroVolatilityMaturityYears

Files changed:
eagle_ml-2-0_cm/out/xml/t_warehouse_position_streaming.inc

SDP-48537 The Exchange Price Inbound interface was enhanced to support RDC pricing

The panel for loading RDC prices does not support a number of elements as user_nav1 or user_fee3.
The Inbound exchangePrice interface was enhanced to use stored procedure INS_UPD_PRICE_EXCHANGE which supports all required fields for load instead of panel.
Also the stored procedure RDC_PRICE_UPLOAD is being used instead of PRICE_UPLOAD for RDC load.
The RDC load is enabled if the parameter useRdcPricing set to Y and accountingValidationFlag != Y

Files changed:
metadata/bind/eagleml_ref_exchangeprice.xml
eagle_default/in/xml/xml-ref_exchangeprice.xml
eagle_default/in/xml/include/xml-ref_security_pricing_common.inc

SDP-53034 The Editcheck was corrected as part of the Issuer Role load

Previously, an error was raised on the Issuer Role indicating that the 'EndDate is less than StartDate for this Role' on the load of the IssuerRole when the EndDate and StartDate were the same.

The Editcheck logic was corrected and the error is raised only when the EndDate is less than the StartDate.

Files changed:
eagle_default/in/xml/include/xml-ref_issuerrole_common.inc

Production Bugs:

SDP-52948 The element mapping was corrected for the MultilegSMF Inbound interface

This issue occurred while adding the Contract Leg via the MultilegSMF. The variationMarginFlag element had the same tagId as for derivChar26 element. As a result, the incorrect value was sent to the panel. The mapping was corrected and the issue is resolved.

Files changed:
eagle_default/in/xml/include/contract_leg_alliases.inc

SDP-52201 The Coupon Frequency issue was corrected as part of the GenericSMF Fixed Income Model

When the coupon frequency was not matching the value in the database when the paymentFrequencyCode in the incoming message was empty, the value was taken from the paymentFrequency field. The issue was fixed. Currently, the NULL will be inserted into the SECURITY_MASTER.COUPON_FREQ_CODE field.

Files changed:
eagle_default/in/xml/include/generic_smf_fields_logic.inc

SDP-44812 The error raised during generating bind files was corrected

An error was raised on the eagle_ml-2-0_default_cm_w_setup stream when the Message Center Service was regenerating bind files with an empty file name. The bind generator saves the file now only if the file name is specified in the metadata.

Files changed:
eagle_ml-2-0_cm/generate_and_save_bind.inc