instruction stringlengths 5 72 | input stringclasses 1
value | output stringlengths 22 8.46k |
|---|---|---|
Adding a Custom Account Tab to Account Window | 7.6.12Adding a Custom Account Tab to Account Window
Create a class named apps.refdata.CustomTabAccountPanel that implements
com.calypso.apps.refdata.CustomTabAccount.
CustomTabAccountPanel is invoked from com.calypso.apps.refdata.AccountFrame.
| |
Applying Custom Validation to Account Attributes | 7.6.13Applying Custom Validation to Account Attributes
Create a class named apps.refdata.CustomAccountAttributeValidator that implements
com.calypso.apps.refdata.AccountAttributeValidator.
CustomAccountAttributeValidator is invoked from com.calypso.apps.refdata.AccountFrame prior to
saving an account.
| |
Applying Custom Validation to an Account | 7.6.14Applying Custom Validation to an Account
Create a class named apps.refdata.CustomAccountValidator that implements
com.calypso.apps.refdata.AccountValidator.
CustomAccountValidator is invoked from com.calypso.apps.refdata.AccountFrame.
| |
Creating a Custom Closing Account Name | 7.6.15Creating a Custom Closing Account Name
Create a class named tk.bo.accounting.CustomClosingAccountName that implements the interface
com.calypso.tk.bo.accounting.ClosingAccountName.
CustomClosingAccountName is invoked from com.calypso.tk.bo.BalanceUtil when assigning a
closing account.
| |
Creating a Custom External Name for Automatic Accounts | 7.6.16Creating a Custom External Name for Automatic Accounts
Create a class named tk.bo.accounting.keyword.CustomAccountExternalName that implements
com.calypso.tk.bo.accounting.keyword.AccountExternalName.
CustomAccountExternalName is invoked from
com.calypso.tk.bo.accounting.keyword.KeywordUtil.
| |
Adding Custom Attributes to BOPosting | 7.6.17Adding Custom Attributes to BOPosting
Custom attributes are saved when the postings are created so that they are part of the matching.
To generate the attributes, create a class named tk.bo.accounting.CustomFillPostingAttribute
that implements com.calypso.tk.bo.accounting.FillPostingAttribute.
The attributes ... | |
How to Customize the Posting Sender Engine | 7.7 How to Customize the Posting Sender Engine
The Posting Sender engine sends the postings generated by the Accounting engine. During the send,
the status of a posting is updated (to SENT, RE_SENT or DELETED), and the PostingSenderFormater
API is called to produce the output of a posting. You must implement Posting... | |
How to Customize the Position Engine | 7.8 How to Customize the Position Engine
| |
Creating a Custom Liquidation Method | 7.8.1 Creating a Custom Liquidation Method
Create a class named engine.position.Liquidation<liquidation_method> that extends the class
com.calypso.engine.position.Liquidation. Liquidation methods are stored in the
“liquidationMethod” domain.
Liquidation<liquidation_method> is invoked from com.calypso.engine.positio... | |
Creating a Custom Sort Method | 7.8.2 Creating a Custom Sort Method
Create a class named tk.mo.Comparator<sort_method> that implements java.util.Comparator. Sort
methods are stored in the “sortMethod” domain.
Comparator<sort_method> is invoked from com.calypso.engine.position.LiquidationUtil for
sorting open positions.
| |
Creating a Custom Routine for Computing the Liquidation Date | 7.8.3 Creating a Custom Routine for Computing the Liquidation Date
Create a class named tk.mo.LiquidationDateCalculator that implements the
com.calypso.tk.mo.LiquidationInfoCalculator interface.
LiquidationDateCalculator is invoked from com.calypso.tk.mo.LiquidationInfo.
Sample Code in calypsox/tk/mo/
Liqui... | |
Creating a Custom Logic to Load Trade Open Quantities | 7.8.4 Creating a Custom Logic to Load Trade Open Quantities
Create a class named tk.mo.sql.CustomOpenQuantityLoader that implements
com.calypso.tk.mo.sql.OpenQuantityLoader to load trade open quantities using a custom logic.
| |
How to Customize the Inventory Engine | 7.9 How to Customize the Inventory Engine
Creating a Custom Inventory Position Selector
For example, you want to customize the list of Positions classes handled by the Inventory Engine:
INTERNAL, CLIENT, EXTERNAL.
Create a class named engine.inventory.InventoryPositionSelector that implements the
com.calypso.engine.... | |
How to Customize the CRE Engine | 7.10 How to Customize the CRE Engine
The CRE engine generates CREs (accounting events). The CRE engine calls a generic CreHandler to
specify how to generate a CRE. CreHandler can call a specific CreHandler for a given product type, or
a specific CreEventHandler for a given accounting event. CreHandler also allows addin... | |
Creating a Custom CRE Handler | 7.10.1Creating a Custom CRE Handler
Create a class named tk.bo.accounting.<product_type>CreHandler or
tk.bo.accounting.<product_family>CreHandler that extends
com.calypso.tk.bo.accounting.CreHandler.
Implement a get<accounting event type>() method for each accounting event. For example, getCOT()
for the COT accoun... | |
Creating a Custom Event CRE Handler | 7.10.2Creating a Custom Event CRE Handler
Create a class named tk.bo.accounting.<accouting_event_type>CreHandler that implements the
com.calypso.tk.bo.accounting.EventCreHandler interface.
The Event CreHandler is invoked from com.calypso.tk.bo.accounting.CreHandler to generate a
CRE for a given type of accounting ... | |
Creating a Custom CRE Description | 7.10.3Creating a Custom CRE Description
Create a class named com.calypso.tk.bo.accounting.CustomFillCreDescription that implements
com.calypso.tk.bo.accounting.FillCreDescription.
CustomFillCreDescription is invoked from com.calypso.tk.bo.accounting.CreHandler to add
custom attributes to the generated CREs.
| |
Creating a Custom Persistence Routine for CRE Attributes | 7.10.4Creating a Custom Persistence Routine for CRE Attributes
Create a class named tk.bo.sql.CustomCreAttributeSQL that implements
tk.bo.sql.CreAttributeSQL.
CreAttributeSQL includes methods for archiving custom attributes that must be implemented. To fully
support archiving and restoring of custom attribut... | |
How to Customize the CRE Sender Engine | 7.11 How to Customize the CRE Sender Engine
The CRE Sender engine sends the CREs generated by the CRE engine. During the send, the status of a
CRE is updated (to SENT, RE_SENT or DELETED), and the CreSenderFormater API is called to produce
the output of a CRE. You must implement CreSenderFormater.
Note that the schedul... | |
How to Customize the Hedge Relationship Engine | 7.12 How to Customize the Hedge Relationship Engine
The Hedge Relationship engine uses the following process to automatically generate Hedge
Relationships using a saved Hedge Relationship Configuration as a template and for events (Trade,
etc.) as applicable:
• The Hedge Relationship engine selects the hedge relat... | |
How to Customize the Diary Engine | 7.13 How to Customize the Diary Engine
The Diary Engine listens for trade creation and modification, and generates trade diary objects which
stand for all the events related to the trade and to its lifecycle.
The Diary Engine calls a generic trade diary handler to specify how to generate the list of diary object... | |
How to Customize the Billing Engine | 7.14 How to Customize the Billing Engine
The purpose of the Billing engine is to generate Billing Fees that must be charged to or delivered to a
CounterParty, an Agent, or any Legal Entity involved in a Trade. These Fees are aggregated in a Billing
Trade with this Legal Entity as a Counterparty.
The Billing engine is a... | |
How to Customize the Balance Engine | 7.15 How to Customize the Balance Engine
While the Balance Engine itself cannot be customized, two items are available for customization:
• Finding the closing account: Create a class named
tk.bo.accounting.CustomClosingAccountName that implements
tk.bo.accounting.ClosingAccountName.
The defau... | |
How to Customize the Analysis Server | 7.16 How to Customize the Analysis Server
You can create a custom event filter named tk.event.AnalysisServerPostTradeEventFilter to filter
out trade events. It is invoked from com.calypso.tk.service.PortfolioManager.
| |
Message Documents | Section 8. Message Documents
Messages in Calypso are converted into documents prior to being physically sent out of the system.
These documents may also be edited and stored in the database prior to being sent. By default,
Calypso supports the following document formats: HTML, text, XML and SWIFT.
| |
How to Create an HTML Template | 8.1 How to Create an HTML Template
Templates are supported for the HTML format. Calypso provides a standard set of document
templates. You may wish to modify them or to create your own. Templates are associated with
messages using Configuration > Messages & Matching > Message Set-up Configuration from the
Calypso N... | |
Creating Custom Functions | 8.1.1 Creating Custom Functions
Although Conditions can retrieve properties for the most commonly used objects (Product, Trade,
Transfer, etc.), it is sometimes necessary to use a custom function derive the value.
Custom classes can be called directly from the FormatterParser if they are placed in the custom
exten... | |
Creating a Custom Display in Document Manager | 8.1.2 Creating a Custom Display in Document Manager
To provide Document Security, a Document must setup regions. If a document declares no regions,
then it defaults to read-only, meaning that it cannot be modified. Regions are defined using the
following tags in the HTML template:
<!--region:NAME--> ... <!--/regio... | |
How to Create SWIFT Messages | 8.2 How to Create SWIFT Messages
A standard set of SWIFT messages are provided by the Calypso system. SWIFT messages can be
generated by product type and message type, and are selected using template names, or can be
generated from XML templates.
| |
How to use the Generic XML Formatter | 8.3 How to use the Generic XML Formatter
To use the generic XML message formatter, you must first define your message setup with the
message type of your choice and use the message format, XML. Second, create a custom formatter
named <Message Type>XMLFormatter (for example CONFIRMXMLFormatter for the message type
C... | |
How to Create Custom Import of Message Documents | 8.4 How to Create Custom Import of Message Documents
Create a class named tk.bo.document.CustomDocumentImporter that implements
com.calypso.tk.bo.document.DocumentImporter.
CustomDocumentImporter is invoked from com.calypso.apps.reporting.MessageDocumentWindow.
The default implementation is in com.calypso.tk.bo.do... | |
MX Messages (BO Messaging Module) | Section 9. MX Messages (BO Messaging Module)
The BO Messaging module allows generating MX messages.
It uses a Formatter class to generate the AdviceDocument but the formatters provided by this module
do not use the standard formatter pattern with the parse<KEYWORD> method. They use ReportStyles
instead.
| |
Objects Involved | 9.1 Objects Involved
When the message type is a MX Message, the MXFormatter is used. This formatter is provided by the
bo-messaging module. To generate an advice document, the MXFormatter uses a MessageContext
and a MessageGenerator.
The MXFormatter does the following:
@Override
public AdviceDocument generate(Prici... | |
MXMessageGenerator | 9.2 MXMessageGenerator
This MessageGenerator is based on templating definition. As MXMessageGenerator extends
XMLMessageGenerator, it aims to generate an XML file.
The XML to generate is based on templating (message template). This template must follow a specific
xsd (see template.xsd for a detailed definition). Ba... | |
Conditional Element | 9.2.1 Conditional Element
It is possible to define an element that will be displayed only if some conditions are met. A condition is
defining an expression that will be analyzed and executed by the framework. The expression must
return a boolean value. If true the element is kept otherwise this element will not be... | |
if then else simulation | 9.2.2 if then else simulation
It is possible to simulate if < > then <…> else behavior in a template. To do so you can obviously use
the condition we just described above. There is another possibility that necessitate less writing. To do
so we will introduce the usage of the max attribute that can be added to an e... | |
Attributes Element | 9.2.3 Attributes Element
It is possible to add attributes in an element as for example the case of an Amount / Currency
Example:
<element name="Amt">
<attributes>
<attribute name="Ccy">
<value>
<report>
<column... | |
Modifying the output | 9.2.4 Modifying the output
It is possible to use some built-in function that permits to modify the output before printing it.
format attribute
The report element supports an attribute named format. This attribute permit to format the result of a
report. We can use it to format Date or Number.
To format a Date, t... | |
ReportStyle | 9.3 ReportStyle
The Formatter uses report style to get the different values.
The formatter uses a MessageContextReportHandler. This class is looked up using the concatenation
of these 3 strings:
1. context.getProductType(), context.getProductFamily(),EMPTY_STRING
2. context.getMessageFamily(), conte... | |
context tag | 9.4 context tag
It is possible to switch the object you are working on by default when writing an element tag. To do
so, you need to use the context tag. The object you are working on is defined by the method public
List<Object> getReportObjects(MessageContext context, String
relatedObjectType) from class MessageCo... | |
Basic usage | 9.4.1 Basic usage
For example:
<element name="TradgSdId">
<context>
<to>ProcessingOrgContact</to>
</context>
<contents>
<element name="SubmitgPty">
<contents>
<element name="AnyBIC">
... | |
Iterator Usage | 9.4.2 Iterator Usage
As when you switch context you can return a new list of objects, it can be easily used to create iterators.
If you have a trade keyword which is a String that represents a comma separated list of values that you
want to display as:
<keywords>
<tradeKeyword>value1</tradeKeyword>
<tradeKeywo... | |
MXMessageValidator | 9.5 MXMessageValidator
The XML document generated by MXMessageGenerator can be validated against an XML Schema
Definition (XSD).
The MXMessageValidator checks if all the properties defined in the XSD are respected.
For instance: in the below XSD the Element BICFI is a type of “BICFIDec2014Identifier”
<xs:element ... | |
Specifying the Template to be used for a Custom Gateway | 9.6 Specifying the Template to be used for a Custom Gateway
To specify the template to be used for a custom gateway, you can create a class named
bomsg.<gateway>GatewayResolver that implements the interface
com.calypso.bomsg.GatewayResolver. The method getGatewayTemplateName() should return the
template to be used:
... | |
Market Data | Section 10. Market Data
Market Data
10.1 Quotes
Quotes and How they are used in Calypso
10.1.1How to Use Quotes
QuoteSet is a repository for quote values that are used for pricing and curve generation. Typically, you
would obtain a QuoteSet object from a given PricingEnv.
The following example illustrates ho... | |
How to Use Quotes | 10.1.1How to Use Quotes
QuoteSet is a repository for quote values that are used for pricing and curve generation. Typically, you
would obtain a QuoteSet object from a given PricingEnv.
The following example illustrates how to use QuoteSet. Specifically, it shows how to obtain quote
values for a given product and... | |
How to Subscribe to Real-time Quotes | 10.1.2How to Subscribe to Real-time Quotes
The following example illustrates how to subscribe to real-time quotes. The sample program
regenerates a given zero curve every few seconds using the latest real-time quotes.
Create a class that implements the com.calypso.tk.marketdata.FeedListener interface. The key
me... | |
How to Connect to a Custom Feed Source | 10.1.3How to Connect to a Custom Feed Source
Calypso provides an API to extend the system to support any real-time feed source. The following
example demonstrates how to connect to a real-time feed source.
Overview of Steps
• Step 1 — Create a FeedHandler
• Step 2 — Register the new FeedHandler
... | |
How to Customize Quotes from a Live Feed | 10.1.4How to Customize Quotes from a Live Feed
Calypso provides an API that allows clients to customize quotes sourced from a live feed, such as
Reuters or Bloomberg. The API allows customization of quotes, for example, in cases where quotes are
needed from a market in a different region of the world that hasn’t o... | |
Market Data Items | 10.2 Market Data Items
| |
How to Create a Custom Curve | 10.2.1How to Create a Custom Curve
Do the following to create a custom curve:
1. Create a class named tk.marketdata.<curve_type> that extends the abstract base class
com.calypso.tk.marketdata.Curve.
The <curve_type> class is invoked from com.calypso.tk.marketdata.Curve.
2. To make the curve ... | |
How to Populate a Curve with Quotes | 10.2.2How to Populate a Curve with Quotes
A sample program shows how to populate a curve with quotes:
samples/ImportCurveProbability.java.
| |
How to Create a Custom Volatility Surface | 10.2.3How to Create a Custom Volatility Surface
Do the following to create a custom volatility surface:
1. Create a class named tk.marketdata.<vol_surface_type> that extends the class,
com.calypso.tk.marketdata.VolatilitySurface3D.
The <vol_surface_type> class is invoked from
com.ca... | |
How to make a Custom Market Data Item Available for Selection | 10.2.4How to make a Custom Market Data Item Available for Selection
You can make your market data item available in the market data selector for loading, saving and
deleting.
Create a class named apps.marketdata.<market_data_type>Selector that implements the
com.calypso.apps.marketdata.MarketDataItemSelector inter... | |
How to Display a Custom Market Data Item | 10.2.5How to Display a Custom Market Data Item
Create a class named apps.marketdata.<market_data_type>Window that implements the interface
com.calypso.apps.marketdata.MarketDataItemViewer.
<market_data_type>Window is invoked from com.calypso.apps.marketdata.MarketDataUtil.
| |
How to add a Custom Menu Item to a Curve Window | 10.2.6How to add a Custom Menu Item to a Curve Window
Create a class named apps.marketdata.CustomCurveMenu<name> that implements the interface
com.calypso.apps.marketdata.CustomCurveMenu.
CustomCurveMenu<name> is invoked from the Curve windows.
| |
How to add a Custom Menu Item to the VolatilitySurface3D Window | 10.2.7How to add a Custom Menu Item to the VolatilitySurface3D Window
Create a class named apps.marketdata.CustomVolSurfaceMenu<generator_name> that implements
the interface com.calypso.apps.marketdata.CustomVolSurfaceMenu.
CustomVolSurfaceMenu<generator_name> is invoked from
com.calypso.apps.marketdata.Vo... | |
How to Create a Custom Volatility Surface Selector | 10.2.8How to Create a Custom Volatility Surface Selector
Create a class named apps.marketdata.VolatilitySurface3DSelector that implements
com.calypso.apps.marketdata.VolatilitySurface3DSelector.
It is invoked from com.calypso.apps.marketdata.VolatilitySurface3DWindow.
10.3 Curve Generation
How Curves are used i... | |
How to Create a Custom Curve Interpolator | 10.3.1How to Create a Custom Curve Interpolator
Create a class named tk.core.<name> that extends the abstract base class
com.calypso.tk.core.Interpolator.
The <name> class is invoked from com.calypso.tk.marketdata.Curve.
| |
How to Create a Custom Curve Generation Algorithm | 10.3.2How to Create a Custom Curve Generation Algorithm
The Calypso framework allows users to add new curve generation algorithms to the system. To allow
for maximum flexibility, the framework allows additional input and output values to be added to the
curve for curve generation. The system has built-in capabilit... | |
How to Make Generator Parameters Persistent | 10.3.3How to Make Generator Parameters Persistent
Create a class named tk.marketdata.sql.CurveGenerator<name>SQL that implements
com.calypso.tk.marketdata.sql.CurveGeneratorSQL.
CurveGenerator<name>SQL is invoked from com.calypso.tk.marketdata.sql.CurveSQL.
| |
How to Display Generator Parameters in a Popup Window | 10.3.4How to Display Generator Parameters in a Popup Window
[NOTE: This also applies to generator parameters for volatility surface]
The user can launch a GeneratorParameter window by double-clicking in the Parameters table of the
Curve window or Volatility Surface window under the Quotes panel.
Create a c... | |
How to Create a Custom Curve Underlying Instrument | 10.3.5How to Create a Custom Curve Underlying Instrument
Do the following to create a custom curve underlying instrument:
1. Create a class named tk.marketdata.CurveUnderlying<instrument_type> that extends
the abstract base class com.calypso.tk.marketdata.CurveUnderlying.
CurveUnderlying<instru... | |
How to Display a Custom Curve Underlying Instrument | 10.3.6How to Display a Custom Curve Underlying Instrument
Create a class named apps.marketdata.CU<instrument_type>Panel which implements the interface
com.calypso.apps.marketdata.CUPanel.
CU<instrument_type>Panel is invoked from com.calypso.apps.marketdata.CUWindow, which displays
a panel for the new curve underly... | |
How to use a Custom Curve Underlying Instrument | 10.3.7How to use a Custom Curve Underlying Instrument
Contact Help Desk for an example of using a custom curve underlying instrument for curve generation.
10.4 Volatility Surface Generation
How Volatility Surfaces are used
10.4.1How to Create a Custom Volatility Surface Interpolator
Create a class named tk.c... | |
How to Create a Custom Volatility Surface Interpolator | 10.4.1How to Create a Custom Volatility Surface Interpolator
Create a class named tk.core.<interpolator_name> which extends the abstract base class
com.calypso.tk.core.Interpolator3D.
The <interpolator_name> class is invoked from com.calypso.tk.marketdata.MarketDataSurface
and com.calypso.tk.marketdata.VolatilityS... | |
How to Create a Custom Volatility Surface Generation Algorithm | 10.4.2How to Create a Custom Volatility Surface Generation Algorithm
Overview of Steps
• Step 1 — Create a VolSurfaceGenerator
• Step 2 — Register the new VolSurfaceGenerator
Step 1 — Creating a VolSurfaceGenerator.
Create a class named tk.marketdata.VolSurfaceGen<name> that extends the abstract ... | |
How to Make Generator Parameters Persistent | 10.4.3How to Make Generator Parameters Persistent
Create a class named tk.marketdata.sql.VolSurfaceGenerator<name>SQL that implements
com.calypso.tk.marketdata.sql.VolSurfaceGeneratorSQL.
VolSurfaceGenerator<name>SQL is invoked from
com.calypso.tk.marketdata.sql.VolatilitySurface3DSQL.
Sample Code in calypsox/t... | |
How to Display Generator Parameters in a Popup Window | 10.4.4How to Display Generator Parameters in a Popup Window
See “How to Display Generator Parameters in a Popup Window."
| |
How to Create a Custom Volatility Surface Underlying Instrument | 10.4.5How to Create a Custom Volatility Surface Underlying Instrument
Do the following for creating a custom volatility surface underlying instrument:
1. Create a class named tk.marketdata.VolSurfaceUnderlying<instrument_type> that
extends the abstract base class com.calypso.tk.marketdata.VolS... | |
How to Display a Custom Volatility Surface Underlying Instrument | 10.4.6How to Display a Custom Volatility Surface Underlying Instrument
Create a class named apps.marketdata.VolUnderlying<instrument_type>Panel that implements
the interface com.calypso.apps.marketdata.VolUnderlyingPanel.
VolUnderlying<instrument_type>Panel is invoked from
com.calypso.apps.marketdata.VolUnderlyingW... | |
How to Create a Custom Volatility Type | 10.4.7How to Create a Custom Volatility Type
Create a class named tk.marketdata.VolatilityType<name> that implements
com.calypso.tk.marketdata.VolatilityType.
VolatilityType<name> is invoked from com.calypso.tk.marketdata.VolatilityType.
| |
How to Create a Custom Correlation Type | 10.4.8How to Create a Custom Correlation Type
Create a class named tk.marketdata.CorrelationType<name> that extends the abstract base class
com.calypso.tk.marketdata.CorrelationType.
CorrelationType<name> is invoked from com.calypso.tk.marketdata.CorrelationType.
| |
How to Create Custom Selection Criteria for Filter Sets | 10.4.9How to Create Custom Selection Criteria for Filter Sets
Create a class named tk.marketdata.CustomFilter that implements the interface
com.calypso.tk.marketdata.CustomFilterInterface.
This class will be invoked from com.calypso.tk.marketdata.FilterElement.
| |
How to Store Underlying Market Data with a Volatility Surface | 10.4.10 How to Store Underlying Market Data with a Volatility Surface
Write a custom generator which implements the methods getMDIParameterNames and
getMDIParameterType(String s).
Restart the Calypso Navigator and, in the Volatility Surface window, register the custom generator by
clicking the ... button next to t... | |
Pricer Configuration | 10.5 Pricer Configuration
How to Extend the Pricer Config Custom Panel
Create a class named tk.product.<product_type>MDataSelector that implements the interface
com.calypso.tk.product.ProductMDataSelector.
<product_type>MDataSelector is invoked from
com.calypso.apps.marketdata.PCProductSpecificMDPanel2.
| |
Trade Object | 11.1 Trade Object
The trade object references five other objects: the trading book, the bundle the trade belongs to (if
any), the counterparty to the trade, the exchange the product is traded on (if any), and the product
being traded. There are some aspects to every trade and are common across all products, these
detai... | |
Product Object | 11.2 Product Object
A financial product is any instrument that can be traded. This includes contracts that are traded
multiple times, such as bonds, futures contracts, and stocks, and it also includes one-off deals that are
structured to meet client requirements and traded only once, like an interest rate swap or cap.
... | |
Abstract Methods | 11.2.1Abstract Methods
The product object has four abstract methods to be overwritten: getPrincipal(), getProductClass(),
getProductFamily(), and hasSecondaryMarket(). The first method returns the principal or notional of
the product being traded. The second two methods getProductClass() and getProductFamily() sim... | |
Public Methods | 11.2.2Public Methods
There are several methods already available to any product extending the Product class. Some should
be overridden if such a method makes sense for your product and a few methods shouldn’t be
overridden as it may interfere with the functionality of the system. In addition to these methods, ther... | |
Cashflows | 11.2.3Cashflows
Some products can be realized as a series of cash flows between parties, such as bond coupon
payments or simple interest payments. For those products that have cash flows, each product is
responsible for generating its own cash flows. This is accomplished through the generateFlows(JDate)
method and... | |
Product Interfaces | 11.3 Product Interfaces
There are many public interfaces in the package com.calypso.tk.product available for use in the
product objects. Each interface models a specific characteristic in a financial derivative. A sample of
available interfaces is listed below.
Product Interface ... | |
Writing a New Product | 11.4 Writing a New Product
Writing a new product amounts to extending the Product class, implementing any required interfaces,
and defining any necessary variables specific to the product. Choose which methods to override from
the Product class and create getters and setters for the new variables.
[NOTE: This document ... | |
Extending the Data Model | 11.5.1Extending the Data Model
All products, whether they are multiply-traded or singly-traded, have their own table in the database
with the prefix “product_”.
You must create a new table to store the variables on the new product. Every product table must have
a product_id column that is set to the prim... | |
Writing a Persistence Class | 11.5.2Writing a Persistence Class
Each new product needs a matching SQL class to persist it into the database. The SQL class follows the
naming convention of <product_name>SQL and extends the ProductSQL class. Any class that extends
the SQL class must implement the insert(), remove(), save(), and getAll() methods i... | |
Trade Window | 11.6 Trade Window
Product Panel
The final step in adding a new product is to create a window to display the data. In the Calypso trade
window, only one panel contains the product details and this component is the only class that must be
written.
Trade Product Panel, which is is invoked from the Trade Window, ... | |
How to Validate Security Codes for Custom Products | 11.7 How to Validate Security Codes for Custom Products
Call Product.checkSecConstraints() on the server side or RemoteProduct.checkSecConstraints() on the
client side, to validate the security codes prior to saving. This will return a vector of error messages if
any.
| |
How to Customize Structured Products | 11.8 How to Customize Structured Products
| |
Creating a Custom Structured Product | 11.8.1Creating a Custom Structured Product
Structured Product allows new product types that are composed of individual products to be added to
the system in a timely manner. A Structured Product is treated as a single trade by the system. For
instance, a risk report will show a structured product trade as a single... | |
Customizing Validation by Product Subtype | 11.8.2Customizing Validation by Product Subtype
You can customize the structured product validation by product subtype. Create a class named
tk.product.StructuredProduct<product_subtype>Constraint that implements
com.calypso.tk.product.StructuredProductConstraint.
Sample Code in calypsox/tk/product/
Struct... | |
Adding Custom Exotic Functions to the Formula Editor | 11.9 Adding Custom Exotic Functions to the Formula Editor
To create a custom exotic function for use in the Formula Editor, create a class named
tk.product.eXSP.functionI.XFX<function_name> (where <function_name> is the name of your
choice) that implements com.calypso.tk.product.eXSP.function.ExoticFunction, and extend... | |
Customizing Existing Products | 11.10 Customizing Existing Products
| |
Creating Custom Attributes | 11.10.1 Creating Custom Attributes
Do the following for creating custom attributes for a product:
1. Create a class named tk.product.<custom_data_class_name> which contains all of your
additional attributes and which implements the interface
com.calypso.tk.core.ProductCustomData.
... | |
Creating a Custom Trade Decomposition Routine | 11.10.2 Creating a Custom Trade Decomposition Routine
For example, you want to decompose a complex trade into more than one basic trade so that risk,
positions, etc. can be computed on the basic trades.
Create a class named tk.mo.<product_type>Explode which implements the interface
com.calypso.tk.mo.TradeExplode.
... | |
Creating a Custom Retrieval Routine for a Product | 11.10.3 Creating a Custom Retrieval Routine for a Product
For example, you may wish to import a bond from another system when a user enters its CUSIP in a
trade.
Create a class named tk.product.sql.CustomProductFinder which extends
com.calypso.tk.core.sql.ProductFinder.
This class will be invoked from com.calypso.... | |
Creating a Custom Product Code Provider | 11.10.4 Creating a Custom Product Code Provider
You can add a Product Code provider for a given product type and product sub-type as needed.
Create a class that implements com.calypso.tk.product.util.SecCodeProviderI and provide an
implementation of setSecCode(Product).
Then register the custom class using SecCodeP... | |
Applying Custom Validation to a Product | 11.10.5 Applying Custom Validation to a Product
Create a class using one of the following names,
tk.product.<product_type><product_subtype>ProductValidator,
tk.product.<product_type>ProductValidator, tk.product.<product_family>ProductValidator,
or tk.product.DefaultProductValidator, which extends the class
com.caly... | |
Creating a Custom Product Description | 11.10.6 Creating a Custom Product Description
Typically used in reports, the task station and blotters for product subtype(s) and quote names.
Create a class named tk.product.<product_type>ProductDescriptionGenerator or
tk.product.<product_family>ProductDescriptionGenerator which implements the interface
com.calyp... | |
Creating a Custom Spot Date Calculation | 11.10.7 Creating a Custom Spot Date Calculation
A custom spot date calculation is called from Trade windows by double-clicking the Settle Date and
from pricers where the computation of a spot date is required.
Create a class named tk.product.<product_type>SpotDateCalculator that extends the class
com.calypso.tk.pr... | |
Creating a Custom Basket Calculation | 11.10.8 Creating a Custom Basket Calculation
Create a class named tk.product.<basket_function_name> that implements the interface
com.calypso.tk.product.BasketFunction.
The <basket_function_name> class is invoked from
com.calypso.tk.product.sql.SecurityBasketSQL.
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