Enhancements
SDP-52551 Signage logic was revised for the WRHSTRADEEXTRACT for SPOT transactions
The Signage logic was adjusted for the WRHSTRADEEXTRACT extract for the NET_CASH - netAmountLocal and TRADE_BASE_AMOUNT - netAmountBase elements for SPOT transactions. The logic was modified to swap the signs for the Cancel and non-Cancel records.
Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_wrhs_trade_signage_logic.inc
SDP-52453 Logic implemented for the Issue Variable Rate to check if record exists prior to load
When large files were presented with Variable Rates day over day across a queue with the same data, the Variable Rates would show the update date of the current date. An implementation item was created to enable a check to see if the record exists prior to processing and if already exists, to ignore the message and maintain the existing Variable Rate information. If the Variable Rate data is loaded for a second time without changes, then the database check logic will ignore the message.
The comparison logic includes the list of fields that will be validated to skip a record update:
SECURITYDBO.VARIABLE_RATE.VARIABLE_RATE – Eagle/referenceTransaction/issueVariableRate/variableRate
SECURITYDBO.VARIABLE_RATE.RESET_DAY – Eagle/referenceTransaction/issueVariableRate/resetDay
SECURITYDBO.VARIABLE_RATE.RESET_DATE_CODE – Eagle/referenceTransaction/issueVariableRate/resetDateCode
SECURITYDBO.VARIABLE_RATE.VARIABLE_RESET_CODE – Eagle/referenceTransaction/issueVariableRate/variableResetCode
SECURITYDBO.VARIABLE_RATE.CASH_MOVEMENT – Eagle/referenceTransaction/issueVariableRate/cashMovement
SECURITYDBO.VARIABLE_RATE.NEXT_REFIX_DATE – Eagle/referenceTransaction/issueVariableRate/nextRefixDate
SECURITYDBO.VARIABLE_RATE.FLOAT_PMT_SCHD – Eagle/referenceTransaction/issueVariableRate/floatPaymentSchedule
The new logic is an opt-in feature and only available when the processing option VARRATE_TRUE_REBOOK is set in the incoming file or as a global parameter W_VARRATE_TRUE_REBOOK via w_config_custom.inc.
Usage:
<header>
<objectType>IssueVariableRate</objectType>
<processingOptions>VARRATE_TRUE_REBOOK</processingOptions>
</header>
or
<COL TAG="W_VARRATE_TRUE_REBOOK" EXPRESSION= "'Y'"/>
Files changed:
eagle_default/in/xml/xml-ref_issuevarrate.xml
SDP-52260 The Principal Check functionality was enabled for Fixed Income securities with the Sinking Fund flag set to Y
An optional Trade Principal Check was extended for Fixed Income securities that have a Sinking Fund flag set to Y which includes a factor simulating the behavior for MBS.
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.
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-52279 The EJM Task Reporter stream performance was improved
The EJM Task Reporter stream performance was improved by modifying the file statistic SQL query. If the Stream Id is not passed, then the index hint is removed and the FILE_NAME_EXACT field is used in the SQL query to improve throughput processing.
Files changed:
eagle_ml-2-0_cm/out/xml/task_reporter_generate_task_unit.inc
SDP-52038 The Pricing Report Extract was modified to use bind variables
The Pricing Report Extract was modified to use bind variables for the effective date during the insert into temporary table and calculating the previous business day.
This change improved the SQL query performance. The query can be cached and reused, and it is easier to monitor and troubleshoot as the query maintains the same SQL id and may be further optimized at the database.
Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_pricing_report.inc
SDP-51998 The Warehouse Trade XrefIdentifier Outbound interface was added
The WRHSTRADEXREFEXTRACT was created to retrieve Aladdin data from the TRADESDBO.TRADE_XREFERENCE database via an EagleML interface.
The Entity, SMF, updateDate and common filters are supported. The Swagger file was also updated to support the definition of the additional feed.
Files added:
eagle_ml-2-0_cm/out/tagvalue/extract_warehouse_tradexrefidentifier.inc
eagle_ml-2-0_cm/out/tagvalue/extract_warehouse_tradexrefidentifier.xml
eagle_ml-2-0_cm/out/xml/t_warehouse_trade_xrefidentifier_streaming.inc
eagle_ml-2-0_cm/out/xml/t_warehouse_trade_xrefidentifier_streaming.xml
Files changed:
eagle_ml-2-0_cm/out/tagvalue/extracts.rsf
eagle_ml-2-0_cm/out/xml/t_eagleml-2-0_streaming.rsf
eagle_ml-2-0_cm/w_config.inc
eagleml/swagger/swagger-extracts.json file
SDP-51982 The WarehouseTrade Inbound Interface was enhanced to correctly load the Trade Currency to the TRADESDBO.TRADE
The WarehouseTrade Inbound Interface was enhanced to correctly load the Trade Currency to the TRADESDBO.TRADE. The Trade Currency database field used to take the value from the in_local_currency parameter only. As a result, there had been no mapping for the in_trade_currency parameter as the data was mapped from the tradeCurrency EagleML field into the in_local_currency parameter from the EagleML side.
The mapping for in_trade_currency parameter was added on the EagleML side starting from the v17R2.27 Eagle Core version onward.
The logic for Trade Currency for Eagle Core version starting from v17R2.27 is as follows:
If there are both the localCurrency and tradeCurrency elements are part for the incoming file, then the tradeCurrency value will be loaded in the trade_currency database field.
If only the localCurrency element is in the incoming file, then the localCurrency value will be loaded in the trade_currency database field.
If only the tradeCurrency element is in the incoming file, then tradeCurrency value will be loaded in the trade_currency database field.
If the incoming message contains neither the localCurrency nor the tradeCurrency, then the localCurrency value will be resolved by the stored procedure and loaded into the trade_currency database field.
Files changed:
eagle_default/in/xml/xslt/wrh_egl_gen_interface3.xsl
eagle_default/in/xml/xml-warehouse_v2.xml
SDP-49903 The error handling and data availability for Voluntary CA Election was improved within Automation Center
The processing and retrieval of the original corporate action was truncating the data available for the user to correct the failed record within Automation Center. As a result, the Editcheck was preventing the Automation Center from having the full content of the Voluntary CA Election Details for a user to identify and process the record upon a failure. The mapping was adjusted to populate more complete data to identify which corporate action failed and enable the user to to have enough information to proceed outside Automation Center.
Files changed:
eagle_default/in/xml/ xml-ref_voluntarycaelections.xml
Production Bugs
SDP-51627 The IssuePcPrice inbound interface was modified to ignore the warnings raised by the panel
The IssuePCPrice inbound rule did not previously check the status code returned which caused a failure even if the data was loaded via the panel, but processing was interrupted. The issue was resolved as the data processing is interrupted only in case of a critical error raised by the panel.
Files changed:
eagle_default/in/xml/include/xml-ref_security_pricing_common.inc
SDP-33473 The SkipCancel flag support added for scheduled workflows
The default value for SKIPCANCEL parameter was removed from the Restart Workflow stream.
The Skip Cancel flag can be set in the Begin shape of scheduled workflows within IWS.
Files changed:
eagle_ml-2-0_cm/out/tagvalue/workflow_restart.xml