New Features and fixes for KODIAK Derivatives

2.2.7

Released Nov 20th, 2014

Bug

[KODIAKDER-537] - Villa í NextSettlementDay

2.2.6

Released Okt 24th, 2014

Bug

[KODIAKDER-535] - User group skráist nú bara við insert á transactions og forward contracts (ekki update)

2.2.5

Released Okt 20th, 2014

Bug

[KODIAKDER-534] - T-2 skuldabréfaafborganir. Payment day á að vera settlement dagur rights day (en ekki næsti bankadagur).

2.2.4

Released Sept 26th, 2014

Bug

[KODIAKDER-520] - Rangt lokunargengi í rúllun

2.2.3

Released Sept 24th, 2014

Bug

[KODIAKDER-533] - Hægt að loka samningi með röngum broker (og canceluðum samningum)

2.2.2

Released Sept 22th, 2014

Bug

[KODIAKDER-531] - Ekki má netta milli brokera

2.2.1

Released Sept 18th, 2014

Task

[KODIAKDER-528] - Nota síðasta BrokerId í stað DefaultBrokerId
[KODIAKDER-529] - Undo réttindi án write réttinda
[KODIAKDER-530] - api.LiveMarketData Nota permanent access token í stað login/password

Changes

Derivatives access type 3 is now ReadUndo and access type 4 is ReadWriteUndo

Prerequisites

A version of AdminX/OMS User Admin that has the option to set Derivatives Access type to ReadWriteUndo and ReadUndo, (alternitively the DerivativesAccessType column in USERS table in Kodiak database can be manually set to 3 (ReadUndo) or 4 (ReadWriteUndo), this will however prevent further use of AdminX, until it's updated).

Config changes

DefaultBroker Id is no longer used so this line from the client config is obsolete:

We're now using a permanent access token instead of login/password for LiveMarketData, neither is needed at the moment but subsequent changes to the authentication system will require this change.

The following lines from client and payment batch configs are obsolete:

and the following will be required:

2.2.0

Released Sept 15th, 2014

New Feature

[KODIAKDER-419] - Undo Contract
[KODIAKDER-516] - New broker field
[KODIAKDER-524] - Splash screen með Version#

Task

[KODIAKDER-522] - Útleiðing á Genius, innleiðing á Kodi.LiveMarketData (t+2)

New Features and fixes for the KODIAK Derivatives Client

New features

New fields: Counterparty og Broker

The new transaction and create contract forms have been changed.

Customer has been renamed to Counterparty and a new Broker drop down has been added.

The broker drop down is populated with data from a new table Brokers in the Orion Database, this table need to be populated as a part of this installation.

Undo Operation

With the right priviledges (ReadWriteUndo access type) it is now possible to undo any of the following operations: Create Contract, Rollover, Netting, Partially Close Contract and Close Contract. This is done in the client by right clicking a contract that was affected by the operation you want to undo and clicking Undo in the context menu. You will be informed what effects undoing has before you confirm. Undoing an operation will have the following effects:

All contracts closed by the undone operation will be reopened in the state it was before the operation
If a contract was created by the undone operation that contract will be cancelled
If a transaction was completed by the undone operation that transaction will be reopened

When a contract is reopened all information created by the closing operation (Closing field values, some fee field values and in the case of Partial close, the final interest date value) will be reset (to 0 in most cases).

Prerequisites

A version of AdminX/OMS User Admin that has the option to set Derivatives Access type to ReadWriteUndo, (alternitively the DerivativesAccessType column in USERS table in Kodiak database can be manually set to 3, this will however prevent further use of AdminX, until it's updated).

SQL changes

--BROKER
USE Orion
CREATE TABLE Brokers
(
Id INT IDENTITY(1,1) PRIMARY KEY,
Name VARCHAR(50),
[Description] VARCHAR(400),
ExternalReference VARCHAR (10),
Active BIT NOT NULL DEFAULT 1
)
ALTER TABLE Transactions ADD BrokerId INT
ALTER TABLE ForwardContracts ADD BrokerId INT
ALTER TABLE ForwardContracts ADD CONSTRAINT FK_ForwardContracts_BrokerId FOREIGN KEY (BrokerId) REFERENCES [Brokers](Id)
ALTER TABLE Transactions ADD CONSTRAINT FK_Transactions_BrokerId FOREIGN KEY (BrokerId) REFERENCES [Brokers](Id)

--UNDO
USE Orion

ALTER TABLE Operations ADD Undone BIT NOT NULL DEFAULT 0
ALTER TABLE Operations ADD UndoneByUserId INT NULL
ALTER TABLE Operations ADD UndoDate DATETIME NULL
ALTER TABLE Settings ALTER COLUMN string_value VARCHAR (500)
INSERT INTO Settings (setting_key, string_value) VALUES ('UNDO_old_operation_warning','The operation you''re undoing was performed more than one bank day ago. This is only permitted with authorization from risk management.')
ALTER TABLE ForwardContracts ADD IsCancelled BIT NOT NULL DEFAULT 0
ALTER TABLE ForwardContracts
ADD CONSTRAINT UNIQUE_ContractNumber_ExtensionCount UNIQUE (ContractNumber, ExtensionCount)

SQL changes - Brokers

The new Brokers table needs to be populated (e.g. INSERT INTO Brokers (Name,Description,ExternalReference) VALUES ('Broker's name', 'Broker's description', 'abc1234'))

Config changes

Grænar línur eru nýjar

Derivatives Client

...

</appsettings

...

...
<endpoint address="http://urlprefix/AdminService.svc" behaviorConfiguration="BehaviorConfig" binding="wsHttpBinding" bindingConfiguration="ServiceBinding" contract="Kodi.Kodiak.Services.ServiceContracts.IAdminService" name="AdminService"/>

</client>

...

...

</assemblyBinding>

Payments batch

...

</appsettings