EagleML Release Notes - May 31st 2022

Enhancements

SDP-61925 WRHSTRADEXTRACT - Update signage logic for list of fields

Signage Keys and Conditions were adjusted for the following fields.

NET_CASH - EagleML/WarehouseTransaction/warehouseTrade/netAmountLocal
TRADE_BASE_AMOUNT - EagleML/WarehouseTransaction/warehouseTrade/netAmountBase
DIRTY_PRINCIPAL - EagleML/WarehouseTransaction/warehouseTrade/dirtyPrincipalLocal
DIRTY_PRINCIPAL_BASE - EagleML/WarehouseTransaction/warehouseTrade/dirtyPrincipalBase
PRINCIPAL - EagleML/WarehouseTransaction/warehouseTrade/principal
PRINCIPAL_BASE - EagleML/WarehouseTransaction/warehouseTrade/principalB
PAR_OR_SHARES - EagleML/WarehouseTransaction/warehouseTrade/originalQuantity
ORIG_ACQ_COST_BASE - EagleML/WarehouseTransaction/warehouseTrade/originalAcquisitionCostBase
ORIG_ACQ_COST_LOCAL - EagleML/WarehouseTransaction/warehouseTrade/originalAcquisitionCostLocal

Affected Trans Codes:
BUYCVR
BUYCVRCANCEL
MATURITY
OPENSWAP
REC
SHORTSELL
SHORTSELLCANCEL

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

SDP-61912 WHRSTRADEEXTRACT updates for Signage Keys and Conditions

Changes were made to the follow fields for updated Signage Keys and Conditions where transaction codes are CLOSEFUTURE and CLOSEFUTURECANCEL. CASH_TYPE expanded logic to flip from RECPT to DISB and vice versa.

SETTLEMENT_AMOUNT
SETTLEMENT_AMOUNT_BASE
CASH_TYPE

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

SDP-62253 Support new SMF fields for Warehouse Load

The Generic SMF inbound interface was enhanced to support the elements listed below for Warehouse load.

EagleML Xpaths:
EagleML/referenceTransaction/genericSMF/cryptoCurrencyIndicator
EagleML/referenceTransaction/genericSMF/varianceVolatilitySwapIndicator
EagleML/referenceTransaction/genericSMF/SMExtension/baselIII
EagleML/referenceTransaction/genericSMF/SMExtension/contingentCapitalIndicator
EagleML/referenceTransaction/genericSMF/SMExtension/contingentCapitalType
EagleML/referenceTransaction/genericSMF/SMExtension/contingentCapitalTriggerLevel
EagleML/referenceTransaction/genericSMF/SMExtension/contingentCapitalPriceLevelType
EagleML/referenceTransaction/genericSMF/SMExtension/contingentCapitalFloorLevelType
EagleML/referenceTransaction/genericSMF/SMExtension/tier1CapitalIndicator
EagleML/referenceTransaction/genericSMF/SMExtension/tier2CapitalIndicator
EagleML/referenceTransaction/genericSMF/SMExtension/fundShareClass
EagleML/referenceTransaction/genericSMF/SMExtension/guarantorType
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/fixFloatCpnFreq
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/fixFloatDayCnt
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/isCoveredIndicator
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/mortgageSecuredIndicator
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/couponRateFixingMethod
EagleML/referenceTransaction/genericSMF/MBSExtension/mortgageCprSpeed
EagleML/referenceTransaction/genericSMF/MBSExtension/mortgagePsaSpeed
EagleML/referenceTransaction/genericSMF/MBSExtension/mortgageWeightedAverageLife
EagleML/referenceTransaction/genericSMF/MBSExtension/mortgagePrincipalLosses

Files Changed:
eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl
eagle_default/in/xml/xslt/smf_egl_gen_interface_template_mssql.xsl 

SDP-62022 Exchange Price Inbound interface was enhanced to support an additional field for PRICE_STATUS table

The Exchange Price interface was enhanced to support the ability to load additional elements into the RULESDBO.PRICE_STATUS table.
referenceTransaction/exchangePrice/fairValueFactor

File changed:
eagle_default/xml/in/xml-ref_exchangeprice.xml

SDP-62435 Support Sector and Sector_detail SMF fields for load

The Generic SMF inbound interface was enhanced to support all fields from the SECTOR and SECTOR_DETAIL tables for Warehouse load.

Files changed:
eagle_default/in/xml/xslt/smf_sector_egl_gen_interface_template.xsl
eagle_default/in/xml/xslt/smf_sector_egl_gen_interface_template_mssql.xsl
eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl
eagle_default/in/xml/xslt/smf_egl_gen_interface_template_mssql.xsl
eagle_ml-2-0_cm/setup_bind.inc
eagle_default/in/xml/include/msgxchg_sec_core.inc

SDP-62480 REFCALENDAREXTRACT additional filter support

The REFCALENDAREXTRACT was enhanced to support the calendarname filter.

Files changed:

eagle_ml-2-0_cm/out/tagvalue/extract_ref_calendar.inc

SDP-60658 New EDS resources - genericissueanalyticequity and genericissueanalyticfi

EDS resource genericissueanalytic was enhanced. There are two additional EDS resources genericissueanalyticequity and genericissueanalyticfi.were implemented to provide additional flexibility for those who want to work with equity or fixed income parts of genericissueanalytic only and bypassing the main table SECURITY_ANALYTICS.
New resources can be used for load data to Snowflake, and to extract data On-Prem environment and from Snowflake. Delta and Temporal modes are supported. Records are loaded directly to SECURITY_ANALYTICS_EQUITY and SECURITY_ANALYTICS_FI tables by corresponding resources and bypassing the main database table SECURITY_ANALYTICS.

Files changed:

ontology/reference/genericissueanalyticequity.json
ontology/reference/genericissueanalyticequity-models.json
ontology/genericissueanalyticequity_in.json
ontology/reference/genericissueanalyticfi.json
ontology/reference/genericissueanalyticfi-models.json
ontology/reference/genericissueanalyticfi_in.json
ontology/eagle_vocab_enumerations.jso

SDP-62256 The mashup logic for EDS codetranslation dataset based extract was enhanced

EDS codetranslation dataset based extract typically used a mashup with other resources. Currently, it has six key fields below:

• |FROM_SHORT_DESC|

• |FROM_CODE_SHORT_DESC|

• |FROM_CVAL_SHORT_DESC|

• |TO_SHORT_DESC|

• |TO_CODE_SHORT_DESC|

• |TO_CVAL_SHORT_DESC|

If any of these keys is empty, then we will never have a match, and the mashup will deliver empty data. Its typical for |TO_CVAL_SHORT_DESC| , so it was necessary to have the ability to receive this field from database.

For that purpose we added dataset index, which allows deliver data to cache and upload as a mashup. Therefore, if the |TO_CVAL_SHORT_DESC| field is empty, it is possible to have a proper mashup.

Files changed:

dynamic/metadata/core/datasets/codetranslation.json

Production Bugs

SDP-62579 Owner of the temp table was changed in order to avoid the Field Attribute extract permission issue

The owner of the temp table was changed from RULESDBO to ESTAR. The Field Attribute extract was improved and estar user permission issue was resolved.

Files changed:

src/resources/ontology/eagle-main.json
src/resources/ontology/eagledb-inventory.json
src/resources/ontology/reference/fieldattribute.json

SDP-61916 EDS rating resource was improved

EDS rating resource was improved by implementing logic on load to Oracle and Snowflake from SP INSERT_UPDATE_RATINGS_INFO:

SOURCE_NAME is mapped from updateSource
SOURCE_DATE is mapped from SYSDATE()

The RELEASE_STATUS field was also added for secure mashups for extract.

Files changed:
metadata/core/ontology/reference/rating-models.json
metadata/core/ontology/reference/rating.json

SDP-61442 Default Cloud workflow was improved to support simultaneous execution of feeds in history and composite mode at the same time

Both history and composite mode cannot be executed simultaneously. This lead to longer execution if clients wanted both history and composite data because two distinct launches were required for that purpose.
The workflow was updated to support simultaneous execution of the two separate extracts in history and composite mode. Certain conditions are required for execution and should be controlled by two flags, historyonlyflag and includehistory. Also, only history supported resources can be processed in history mode.

Files changed:

eagle_ml-2-0_workflows/eagle_wrf_cloud_extract.wrf
eagle_ml-2-0_workflows/eagle_wrf_cloud_extract_schd.wrf
eis/ejmwf/eagle_wrf_cloud_extract.ejmwf