Enhancements
SDP-56331 Data Rules Issuer Resolution Service was Enhanced
The Issuer Resolution Service supported resolution based on the IssuerId only.
Now the Issuer Resolution Service supports resolution based on xreferences, resolution options and issuerId.
Logic for the issuerResolutionOption and issuerBattingOrder was also implemented. It works the same way as EagleML Issuer Resolution.
Files added:
metadata/core/ontology/templates/includes/defaultissuerresolution.json
Files changed:
metadata/core/ontology/eagle-resolution-processing.json
metadata/core/ontology/eagle-resolution.json
metadata/core/ontology/eagle-t-base.json
metadata/core/ontology/reference/issuerorganization_in.json
metadata/core/ontology/resolution/defaultissuerresolutionservice-models.json
metadata/core/ontology/resolution/defaultissuerresolutionservice.json
src/eagleinvsys/etl/core_etl/resolution_service.py
src/eagleinvsys/etl/core_etl/resolution_service_enum.py
SDP-80861 New element Forward Spot Indicator added to the Generic SMF
A new element, forwardSpotIndicator, is supported via the GenericSMF interface for the load and the extract SMFEXTRACT for the FWXXXX processing security type.
EagleML Xpath:
EagleML/referenceTransaction/genericSMF/forwardSpotIndicator
DB field:
SECURITYDBO.DERIVATIVES.FWD_SPOT_INDICATOR - Tag 17390
Files changed:
eagleml/schema/eagleml-sec-shared-2-0.xsd
eagleml/schema/eagleml-enum-2-0.xsd
eagle_default/in/xml/include/smf_aliases.inc
eagle_default/in/xml/include/generic_smf_base_model.inc
eagle_default/in/xml/include/smf_forwrd.inc
eagle_ml-2-0_cm/out/xml/t_smf_streaming.inc
eagle_ml-2-0_cm/out/xml/t_smf_streaming_eml.inc
SDP-84825 Expanded the Generic Transform Workflow to include Exchange Price
The Generic Transform Workflow has been updated for the Exchange Price which allows a user to pass a CSV file and transform it to load as EagleML. The file mask for the incoming csv files is _CSV2XML_EXCHANGEPRICE_.
Fields added to the workflow:
noLoadValidationFlag (F1081): if set to 'NONE' in csv, xml will have noLoadValidationFlag = ‘Y' , else 'N’
action (F1076): if set to ‘Y' or ‘B’ in csv, xml will have action = ‘UPDATE’, else 'ADD’
Files changed:
/eagle_ml-2-0_workflows/eagle_wrf_csv_exchange_price.wrf
/eagle_ml-2-0_workflows/eagle_wrf_csv_exchange_price.map
/eis/ejmsln/eagle_wrf_csv_exchange_price.ejmsln
/eis/ejmtsk/eagle_wrf_csv_exchange_price_tsk/eagle_wrf_csv_exchange_price_tsk.ejmstr
/eis/ejmwf/eagle_wrf_csv_exchange_price.ejmwf
/pyrules/custom/eagle_wrf_csv_exchange_price_tsk/eagle_wrf_csv_exchange_price_tsk.py
/eagle_wrf_csv_exchange_price_main.pkg
/eagle_wrf_csv_exchange_price_tsk.pkg
/eagle_wrf_csv_exchange_price_iws_files.pkg
SDP-86075 Added mapping for SWLEDB Swap Reset Schedule
Added additional mappings for the SWLEDB (Swap Leg Total Rate Return on Fixed Income) processing security type in the Swap Reset Schedule.
New elements were added to the Pay and Receive legs.
overrideSecurityMasterDates - Tag 7171
schedulePaymentFrequency - Tag 7164
schedulePaymentFrequencyCode - Tag 7165
scheduleFirstValuationDate - Tag 7562
scheduleLastValuationDate - Tag 7561
scheduleBusinessDayConvention - Tag 7166
scheduleCouponDayOfMonth - Tag 7320
scheduleBusinessCalendarName - Tag 7167
scheduleDayOfMonthOverride - Tag 7168
scheduleCouponDelayDays - Tag 7321
scheduleCouponDelayDaysType - Tag 7169
scheduleDelayDays - Tag 7322
scheduleDelayDaysType - Tag 7170
Files changed:
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/include/pay_leg_alliases.inc
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/include/pay_mapping.inc
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/include/receive_leg_alliases.inc
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/include/receive_mapping.inc
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-smf_multileg_swap.xml
SDP-86237 Enhanced Data Rules warehousependingtrade resource
Added mapping for the following fields:
TRADESDBO.PENDING_TRADES.TRADED_SHARES - tradedShares
TRADESDBO.PENDING_TRADES.SETTLED_SHARES - settledShares
TRADESDBO.PENDING_TRADES.PT_DATA - ptData
TRADESDBO.PENDING_TRADES.SINGLE_LEG_PANEL - singleLegPanelFlag
TRADESDBO.PENDING_TRADES.PAY_TRADED_INTEREST - payTradedInterest
TRADESDBO.PENDING_TRADES.REC_TRADED_INTEREST - recTradedInterest
Files changed:
metadata/core/ontology/warehouse/warehousependingtrade-models.json
metadata/core/ontology/definition/eagle-vocab-definition-acc-shared.json
metadata/core/ontology/definition/eagle-vocab-definition-shared.json
metadata/core/ontology/definition/eagle-vocab-definition-wh.json
metadata/core/ontology/eagle-vocab-acc-shared.json
metadata/core/ontology/eagle-vocab-shared.json
metadata/core/ontology/eagle-vocab-wh.json
SDP-86239 Enhanced Data Rules warehousenavmulti resource
Added mapping for the following fields:
HOLDINGDBO.NAV_MULTI.MINOR_NAV - minorNav
HOLDINGDBO.NAV_MULTI.MAJOR_NAV - majorNav
The data type was changed to NUMBER(38,12) for the following fields:
HOLDINGDBO.NAV_MULTI.REPORTING_NAV
HOLDINGDBO.NAV_MULTI.REPORTING_NAV_CHANGE
HOLDINGDBO.NAV_MULTI.REPORTING_NAV_PRIOR
HOLDINGDBO.NAV_MULTI.REPORTING_PUB_OFFERING_CHANGE
HOLDINGDBO.NAV_MULTI.REPORTING_PUB_OFFERING_PRIOR
HOLDINGDBO.NAV_MULTI.REPORTING_PUBLIC_OFFER
HOLDINGDBO.NAV_MULTI.REPORTING_PUBLIC_OFFER_CHANGE
HOLDINGDBO.NAV_MULTI.REPORTING_PUBLIC_OFFER_PRIOR
HOLDINGDBO.NAV_MULTI.REPORTING_PUBLIC_OFFERING
HOLDINGDBO.NAV_MULTI.NAV_PERCENT_CHANGE
HOLDINGDBO.NAV_MULTI.NAV_AMOUNT_PER_SHARE
Files changed:
metadata/core/ontology/definition/eagle-vocab-definition-shared.json
metadata/core/ontology/eagle-vocab-shared.json
metadata/core/ontology/warehouse/warehousenavmulti-models.json
SDP-86241 Data Rules entityaccountingbasis resource was updated to support a new field
entityaccountingbasis resource was updated to support the load and the extract for an additional field.
entityaccountingbasis:
Database Field Canonical Element
IC_RULE icRule
Files changed:
eagle-vocab-entity-shared.json
eagle-vocab-definition-entity-shared.json
entityaccountingbasis-models.json
SDP-86985 Added support for the Swap Notional Value Change panel
Introduced a new Accounting Trade inbound rule to support loading data to the Swap Notional Value change panel using the value in the buySellIndicator as QTYADJ.
<buySellIndicator>QTYADJ</buySellIndicator>
Files added:
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-accttrade_notional_value_change.xml
Files changed:
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-acct_trades.rsf
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/trade_aliases.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/csv-deliver.inc
SDP-87739 Enhanced Data Rules entitypolicydetail resource
Added mapping for the following fields:
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL9 - subRuleValue9
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL10 - subRuleValue10
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL11 - subRuleValue11
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL12 - subRuleValue12
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL13 - subRuleValue13
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL14 - subRuleValue14
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL15 - subRuleValue15
RULESDBO.POLICY_DETAIL.SUB_RULE_VAL16 - subRuleValue16
Files changed:
metadata/core/ontology/entity/entitypolicydetail-models.json
metadata/core/ontology/entity/entitypolicy-models.json
test-files/files/estar/tpe/dynamic/metadata/core/ontology/definition/eagle-vocab-definition-shared.json
test-files/files/estar/tpe/dynamic/metadata/core/ontology/eagle-vocab-shared.json
test-files/files/estar/tpe/dynamic/metadata/core/ontology/eagledb-vocab-common.json
SDP-87841 Additional Security Master field lastCouponPeriodType is now supported
The GenericSMF interface was enhanced to support the lastCouponPeriodType element for the load and extract - SMFEXTRACT.
EagleML Xpath:
genericSMF/FixedIncomeModel/lastCouponPeriodType
DB field:
SECURITYDBO.FIXED_INCOME_DETAIL_EXT.LAST_CPN_PERIOD_TYP - Tag 18598
Files changed:
eagleml/schema/eagleml-sec-shared-2-0.xsd
eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl
eagle_default/in/xml/include/smf_aliases.inc
eagle_default/in/xml/include/fixedincome_extension.inc
eagle_default/in/xml/include/smf_sm_upd.inc
eagle_ml-2-0_cm/out/xml/t_smf_streaming.inc
eagle_ml-2-0_cm/out/xml/t_smf_streaming_eml.inc
SDP-88079 Increased Size of the custodyBankAccountNum and custodyBankSubAccount for Warehouse Trade
Size of fields custodyBankAccountNum and custodyBankSubAccount was increased to sync with Oracle Database.
custodyBankAccountNum - TRADESDBO.TRADE.CUSTODY_BANK_ACCT_NUM (VARCHAR2(30))
custodyBankSubAccount - TRADESDBO.TRADE.CUSTODY_BANK_SUB_ACCT (VARCHAR2(30))
Files changed:
warehousetrade-models.json
SDP-89068 InflowVarsMapping Expression Revised
InflowVars Mapping expressions are defined for fields with specific logic (e.g. default values). If the field for which the expression is defined is missing in the data file, the expression did not work.
This case was fixed: inflowVarsMapping expression will be processed regardless of whether the field is present in the data.
Files changed:
eagleinvsysetldynamic_template_processor.py
eagleinvsysrdf_metadatardf_inflow.py
eagleinvsysrdf_metadatardf_meta_utils.py
common_coreenumsdef_enums.py
SDP-89173 New GenericSMF elements for 2025 Securities Valuation Office (SVO) Categories
The GenericSMF inbound interface, in both accounting and stored procedure modes, was updated to support additionalSVO categories to support NAIC regulatory changes:
referenceTransaction/genericSMF/SMExtension/principlesBasedBondClass - NAIC_PRINCPLS_BASED_BOND_CLASS - Tag 18622
referenceTransaction/genericSMF/SMExtension/principlesBasedBondAttribute - NAIC_PRINCPLS_BASED_BOND_ATTRBTE - Tag 18623
referenceTransaction/genericSMF/SMExtension/absAssetType - NAIC_ABS_ASSET_TYPE - Tag 18624
referenceTransaction/genericSMF/SMExtension/principlesBasedBondChar - NAIC_PRINCPLS_BASED_BOND_CHAR - Tag 18625)
Files changed:
eagle_default/in/xml/include/ins_upd_smf_req.inc
eagle_default/in/xml/include/sm_extension.inc
eagle_default/in/xml/include/smf_aliases.inc
msgcenter/eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl
SDP-89231 The SpecificGlobalTaxRate Inbound Interface added to the Generic Load workflow
The Specific Global Tax Rate is now supported within the eagle_wrf_generic_load workflow referenced using the SPECIFICGLOBALTAXRATE file mask.
Files added:
eagle_ml-2-0_workflows/eagle_wrf_generic_load_tax_objects.wrf
eis/ejmwf/eagle_wrf_generic_load_tax_objects.ejmwf
Files changed:
eagle_ml-2-0_workflows/eagle_wrf_generic_load.wrf
eis/ejmwf/eagle_wrf_generic_load.ejmwf
eis/profiles/eagle_wrf_generic_load.ejmspf
SDP-89338 Added global aliases for Data Rules workflow
Data Rules workflow can pass task parameter to all step interfaces using “global” alias.
Example:
<taskParameter>
<name>global.outfolder</name>
<value>data/msgcenter/cmw/extracts/</value>
</taskParameter>
Files changed:
src/eagleinvsys/wrf/exec_plan.py
src/eagleinvsys/wrf/wrf_exec.py
SDP-89354 Data Rules: Conversion Query Update for the entitypolicyrate resource
Modified the SQL query of the conversion process for the entitypolicyrate resource from UPD_DATE to EFFECTIVE_DATE.
Files changed:
estar/tpe/dynamic/metadata/core/ontology/entity/entitypolicyrate.json
SDP-89397 Added Logging for Troubleshooting MC2 Health-check Issues
Following logging features were added for troubleshooting purposes:
added the ability to dump a current process stack on demand;
supported log level specification in mchealth.ini;
provided the ability to override a log level while a process is running;
separated log files per each monitoring type;
added additional log messages.
The code was updated to support this features.
SDP-89446 Added new OverrideTaxTreaty Inbound Interface
Added new OverrideTaxTreaty Inbound Interface, which loads data in accounting mode only through the eagle/star/reference/pan-aotaxtreaty.htm panel.
The object is supported in the eagle_wrf_generic_load workflow with the OVERRIDETAXTREATY file mask.
Added elements for loading:
distributionType - Tag 670
issueCountry - Tag 1081
issueCountryCode - Tag 1418
issueTaxType - Tag 668
beginDate - Tag 71
endDate - Tag 73
description - Tag 1104
Sample Message
<EagleML xmlns="<http://www.eagleinvsys.com/2011/EagleML-2-0>" xmlns:xsi="<http://www.w3.org/2001/XMLSchema-instance>" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="<http://www.eagleinvsys.com/2011/EagleML-2-0> eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">
<referenceTransaction>
<header>
<action>ADD</action>
<objectType>OverrideTaxTreaty</objectType>
</header>
<overrideTaxTreaty>
<updateSource>MCADMIN</updateSource>
<beginDate>2024-01-01</beginDate>
<endDate>2024-12-31</endDate>
<entityId>SDP89446</entityId>
<entityName>SDP89446</entityName>
<distributionType>DIV</distributionType>
<issueCountry>US PH</issueCountry>
<issueCountryCode>US PH</issueCountryCode>
<issueTaxType>ALL</issueTaxType>
<description>Test_OverrideTaxTreaty</description>
</overrideTaxTreaty>
</referenceTransaction>
</EagleML>
Files changed:
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-ref_objects.rsf
estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-ref_override_tax_treaty.xml
SDP-89700 Binds for WarehouseNAVMonthEnd Inbound Interfaces switched to be dynamically generated
The WarehouseNAVMonthEnd interface used static binds for the core stored procedure call. It could cause inconsistencies between the call and stored procedure parameters resulting in a failure. The stored procedure call was switched to use auto-generated binds instead of static ones.. Auto-generated binds are setup on installation time and depend on current stored procedure parameters eliminating conflicts.
Files added:
dynamic/metadata/bind/eagleml_wrhs_warehousenavmonthend.xml
Files changed:
dynamic/metadata/bind/eagleml_warehouse.xml
SDP-89751 Changed incorrect mapping for the field LOT_LEVEL_POSITION.NETCASHFLWS_NXT_PMT
The database field NETCASHFLWS_NXT_PMT has type 'DATE' in the table HOLDINGDBO.LOT_LEVEL_POSITION. In previous versions of the XSD it was mapped to the element 'netcashflwsNxtPmt' with the type 'Numeric'. It has been fixed. Currently the field NETCASHFLWS_NXT_PMT is mapped to the new element 'netcashflwsNxtPmtDate2' with type 'Date'.
Files changed:
warehouseopenlot-models.json
SDP-89996 Data Rules Custom resources support filters
Custom resource generator supports filters definition.
Files changed:
rdf_metadata/rdf_ontology_generator.py
SDP-90095 Data Rules entityaccountingbasis resource was updated to support a new field
entityaccountingbasis resource was updated to support load and extract for additional field.
entityaccountingbasis:
Database Field Canonical Element
LDGR_CLOSEOUT_OVERRIDE_PROFILE ledgerCloseoutOverrideProfile
Files changed:
eagle-vocab-entity-shared.json
eagle-vocab-definition-entity-shared.json
entityaccountingbasis-models.json
SDP-90099 Enhanced Data Rules warehousenavmonthend resource
Added mapping for the following fields:
ESTAR.MONTHLY_ESTAR_NAV.INCOME_NET_ASSETS - incomeNetAssets
ESTAR.MONTHLY_ESTAR_NAV.INCOME_NAV - incomeNav
ESTAR.MONTHLY_ESTAR_NAV.CAPITAL_NAV - capitalNav
Files changed:
metadata/core/ontology/warehouse/warehousenavmonthend-models.json
SDP-90101 Enhanced Data Rules settledcashactivity resource
Added mapping for the following fields:
ESTAR.ESTAR_SETTLED_CASH_ACTIVITY.CUSTODY_BANK_CODE - custodyBankCode
ESTAR.ESTAR_SETTLED_CASH_ACTIVITY.CUSTODY_BANK_DESC - custodyBankDesc
ESTAR.ESTAR_SETTLED_CASH_ACTIVITY.CUSTODY_BANK_ACCT_NUM - custodyBankAccountNumber
ESTAR.ESTAR_SETTLED_CASH_ACTIVITY.CUSTODY_BANK_SUB_ACCT - custodyBankSubAccount
Files changed:
metadata/core/ontology/accounting/settledcashactivity-models.json
SDP-90102 Enhanced Data Rules tradedcashactivity resource
Added mapping for the following fields:
ESTAR.ESTAR_TRADED_CASH_ACTIVITY.CUSTODY_BANK_CODE - custodyBankCode
ESTAR.ESTAR_TRADED_CASH_ACTIVITY.CUSTODY_BANK_DESC - custodyBankDesc
ESTAR.ESTAR_TRADED_CASH_ACTIVITY.CUSTODY_BANK_ACCT_NUM - custodyBankAccountNumber
ESTAR.ESTAR_TRADED_CASH_ACTIVITY.CUSTODY_BANK_SUB_ACCT - custodyBankSubAccount
Files changed:
metadata/core/ontology/accounting/tradedcashactivity-models.json
SDP-90693 Additional elements added to support Accounting Trade TRS Partial Dividends
New elements, reducePendingDividendIndicator and reducePendingDividendAmount, are supported via the load for the TRS trade close interface.
EagleML Xpath:
EagleML/accountingTransaction/multipleLegAccountingTrade/reducePendingDividendIndicator - Tag 18627
EagleML/accountingTransaction/multipleLegAccountingTrade/reducePendingDividendAmount - Tag 18628
Files changed:
eagleml/schema/eagleml-acc-shared-2-0.xsd
eagle_default/in/xml/xml-accttrade_multipleleg.xml
eagle_default/in/xml/xml-accttrade_singleleg.xml
eagle_default/in/xml/include/multiplelegtrade_aliases.inc
eagle_default/in/xml/include/multiplelegtrade_common_columns.inc
SDP-90746 Cache automated updates support multiple cache policies for the same resource simultaneously
Cache automated update logic and eagle db polling/subscription logic are updated and now can be used with multiple cache policies even if the resource specified in them is the same.
Id of the cache policy still can be used for overrides of core cache policies if needed.
If two cache policies have the same resource but different id’s, they both will be picked up for automated updates check.
All core cache policies under estar/tpe/dynamic/metadata/core/cachepolicies now have different id’s with _ontology postfix to be able to run with custom cache policies with default names used for dataset updates only
Files changed:
eagleinvsys/common_core/dataset/dataset_cache/data_change_subscription_manager.py
eagleinvsys/common_core/dataset/dataset_cache/poll_eagledb_driver.py
eagleinvsys/common_core/dataset/dataset_cache/subscribe_eagledb_driver.py
Production Bugs
SDP-86514 Special characters are not escaped in TSR
The special characters (&, <, >, etc) were not replaced by xml codes in the <eventName> and the <description> nodes in TSR for STAR or PACE events.
Files changed:
eagle_ml-2-0_cm/get_sub_job_status.inc
eagle_ml-2-0_cm/out/xml/task_reporter.xml
SDP-88271 Support of DeltaBatch filter was Added to Data Rules Extract Based on DataSet
Support of DeltaBatch mode was added into Data Rules Extract Based on DataSet interface. Currently, the Data Rules Extract Based on DataSet supports two modes of Delta Extract.
"simple" Delta mode is based on POSITION_DETAIL.UPDATE_DATE.
Used RTR parameters: DeltaBased, DeltaBasedUID.DeltaBatch mode is based on POSITION.UPDATE_DATE. DeltaBatch mode expands extracted data to full batch.
Used RTR parameters: usedeltabatch = Y, fromdate, todate.
Parameters DeltaBased, DeltaBasedUID can be used in the case when fromdate/todate values should be calculated based on the last run date.
Files changed:
Common Core:
dataset/ds_filters/delta_batch_filters/delta_batch_filter_cursor_handler.py
Ontology:
core/datasets/warehouseposition.json
SDP-89527 Resolved CustomBenchmark interface issue with loading baseCurrency
The CustomBenchmark inbound interface failed to load the baseCurrency element for all custom index types except CONV and HEDG.
The interface has been revised to support the baseCurrency load for all Benchmark entity types.
Files changed:
eagle_default/in/xml/xml-ent_custombenchmark.xml
eagle_ml-2-0_cm/generate_sp_on_fly.inc
SDP-89544 EagleML WarehouseTrade object XSD schema updated with new elements
The EagleML WarehouseTrade object XSD schema has been updated with the following elements:
EagleML/warehouseTransaction/warehouseTrade/trdDetUserFloat1
EagleML/warehouseTransaction/warehouseTrade/trdDetUserFloat2
EagleML/warehouseTransaction/warehouseTrade/trdDetUserFloat3
Note: The EagleML Warehouse trade interface does not support the new elements. The change was made for compatibility with EDS in IWS translators.
SDP-89604 MC2 outbound interface enhanced with ACK delivery
ACK delivery functional was added to single MC2 extracts. It already had been working for mc2 workflow extracts only. To enable the feature, the EnableAckDelivery RTR parameter should be passed in the Control Message.
Example:
<taskParamete>
<name>EnableAckDelivery</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameer>
In instances of ASYNC executing the extract via the eagle_ml-2-0_extract_service_control_message stream, the ACK and TSR files naming convention has been changed in accordance with Message Center:
[initial corrId] + '' + [time of generation of the ack or tsr message in hhmmss] + ''+ [rtr file name] .xml
Files changed:
eagle_ml-2-0_cm/out/xml/extract_service_start.inc
eagle_ml-2-0_cm/out/xml/extract_service_tsr.inc
eagle_ml-2-0_cm/in/xml/run_mc2_extract.xml
SDP-89780 Settled and Traded Cash Activity Extract modified to use Master Tables for Custodian Bank Relation Fields
Custodian bank related fields were added to the Settled and Traded cash activity master tables. This caused duplications of custodian fields in the extract query.
The Settled Cash Activity - SETTLEDCAEXTRACT and Traded Cash Activity - TRADEDCAEXTRACT extracts use the master tables for custodian bank relation fields instead of reference tables.
Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_acct_settled_cash_activity.inc
eagle_ml-2-0_cm/out/tagvalue/extract_acct_traded_cash_activity.inc
SDP-90280 Introduced New Edit Check for Corporate Action Sink Processes To Prevent Entire Position From Being Closed
When loading Corporate Actions directly using the GenericCA inbound interface without the accountingValidationFlag set to Y to route to panels, Sink Schedule Corporate Actions, SINKSCHED, were able to be loaded without the security having the Sink Flag set to Y. A change has been made to check and prevent ineligible securities from being loaded evaluating the sinkFundIndicator returned.
When the security sinkFundIndicator is not “Y“, a new edit check message has been introduced and the message will not load. This will prevent the corporate actions from loading and processing closing out full positions. The edit check produced will state: “Security Does Not Have Sink Provisions: tag1780 = N. Check your security setup to validate that the Sink Flag Eligibility is set to Y.”
Files changed:
eagle_default/in/xml/xml-ref_generic_ca.xml
SDP-90378 Improved Load Process of Open Swap Transactions
The Multiple Leg Accounting Trade rules for trades was refactored to support use cases when edit checks fail on one of legs. EagleML now deletes legs which are loaded prior to the edit check failing and only after the error is published. This change will address duplicated swaps from being created.
Both single and multiple legs are supported.
Files changed:
eagle_default/in/xml/xml-accttrade_multipleleg.xml
eagle_default/in/xml/include/tradeleg_columns.inc
SDP-90724 AccountingAssetCash inbound interface was enhanced to use Process center date as Post Date
The AccountingAssetCash inbound interface was enhanced to use the Process Center date for the <assetCashType>BLINC<assetCashType>. If the Process Center is assigned to an entity and the Process Center Date is populated, it is used as the Post date. Otherwise, the current date default is used.
File changed:
eagle_default/in/include/csv-cash_blinc.inc