KONDOR + TOPOFFICE INTEGRATION - Index of - 32Bit

KONDOR + TOPOFFICE INTEGRATION
K+ TO integration

REVISION HISTORY
Cemil Camoglu 2011-05-06 V1
Cemil Camoglu
Aykut Say
K+ TO integration
Revision History
2011-05-24 V2 � Zero Curves , Ratings , ALM Scenario, Ftp Curves
mappings are added
� Okapi support is provided
Cemil Camoglu 2011-06-03 V3 � Risk Sector
Unal Gultekin 2011-06-21 V4
Unal Gultekin 2011-06-28 V5
Unal Gultekin 2011-07-27 2.1.0006 � KBroker database user creation
� Setting persistence mode for first time upload
� Creating index on ALM database for import performance
� Known issues in Kondor customer needs to address
� New first time upload parameters
� Known mapping issues in this version
� Populating TopOffice before staring the uploads
REVIEW HISTORY
Reviewer Name Doc Version
Reviewed
Date Sent
for review
Date
Review
Filed
Approved/Rejected
)
Note It is the author‟s responsibility to send this document out for review, making entries into columns 1-3
Note It is the reviewers‟ responsibility to complete columns 4-5 and return the reviewed document to the author
2

Contents
About this document 5
Intended readership 5
In this document 5
Chapter 1 MAPPINGS 6
1.1. Overview 6
1.2. Coverage 6
1.3. Data Enrichment 8
1.4. Data Filtering 8
1.5. Synchronous versus Asynchronous Modes 9
1.6. First Time Upload 10
1.6.1. Overview 10
1.6.2. Views 10
1.6.3. Synchronization Order 10
1.6.4. Persistence Mode 10
1.7. First Time Upload Tunıng Parameters 10
1.8. KIRL Banking Book Deals 11
1.8.1. Overview 11
1.8.2. Views 11
1.8.3. Remote Shell and Folders 11
1.9. KIRL Benchmark Scenarios 11
1.10. KIRL FTP Curves 12
1.11. Mapping 12
1.11.1. General Rules 12
1.11.2. Special Conditions 13
1.11.3. Constants 14
1.11.4. Rate Mapping 16
Chapter 2 PRE-INSTALLATION 19
2.1. Preparation of TopOffice 19
2.1.1. Enable the TopOffice Integration Listener 19
2.1.2. Run PopulateDB to insert prerequisite TopOffice Data 19
2.2. Compatibility of Applications 19
2.3. KBroker Schema Creation 19
2.4. Kondor Settings 20
2.4.1. Tradekast Server Installation and Settings 20
2.4.2. Codifiers 21
2.4.3. TradeKast Client Settings 22

2.5. KBroker Server Requirements 22
2.5.1. Hardware Requirements 22
2.5.2. Software Requirements 23
2.5.2.1. Configure Java on Windows 23
2.5.2.2. Configure Tibco on Windows 23
Chapter 3 INSTALLATION 25
3.1. Internal Web Service Settings 25
3.2. Kondor+ Database Settings 26
3.3. TopOffice JMS Settings 26
3.4. Tradekast Adaptor Settings 27
3.5. Banking Book Adaptor settings 27
3.6. Processing 28
Chapter 4 POST-INSTALLATION 29
4.1. Installation Controls 29
4.1.1. Procedures 29
4.1.2. Views 30
4.2. Tradekast Client Criteria and Procedures Settings 33
4.3. Known Issues in Kondor 34
4.4. Known Mapping Issues andWaiting Tasks 35
4.5. KIRL Environment 35
4.6. Data Excluding 36
4.7. Mapping Curves 36
4.8. Customization 36
4.8.1. Views 36
4.8.2. TradeKast Procedures 36
4.8.3. XSL Updating 36
4.8.4. Constants 37
Chapter 5 STARTING KBROKER SERVER 39

ABOUT THIS DOCUMENT
INTENDED READERSHIP
This document is for the users of both Kondor and Top Office.
IN THIS DOCUMENT
K+ TO integration
About this document
This Document describes the functional and technical aspects of Kondor Top Office integration project for phase 1.
5

CHAPTER 1 MAPPINGS
1.1. OVERVIEW
The data mapped from K+ to TopOffice consists of five main groups:
• Reference Data
• Static Data
• Deals/Positions Data
• Market Data (real time rates, historical rates )
• KIRL Data
1.2. COVERAGE
Reference Data
Static Data
Deal/Position Data
K+ TO integration
Name in Kondor Name in TO Deal by deal / Position
VariableHolidays HOLIDAYS
FixedHolidays HOLIDAYS
WeekHolidays HOLIDAYS
Currencies CURRENCY
Pairs CURRENCYPAIR
Countries COUNTRY
Markets EXCHANGE
RatingAgencies RATINGAGENCYTYPE
Ratings RATINGTYPEVALUE
Risk Sector -
Cpty COUNTERPARTY
CptyRatings ISSUERRATING
FloatingRates MKT_INDEX
BasketIndexes EQUITYINDEX
Curves MKT_INDEX
Equities EQUITYSECURITY
Bonds SECURITY
Futures ETPCONTRACTSPEC
FuturesMaturities ETPCONTRACT
Options ETPCONTRACTSPEC
OptionsMaturities ETPCONTRACT
SpotDeals FXDEAL Deal by Deal
ForwardDeals FXDEAL Deal by Deal
IamDeals IAMDEAL Deal by Deal
RepoDeals OPENREPO , TERMREPO Deal by Deal
FxOptionsDeals OTCFXOPTION Deal by Deal
BondsOtcOptDeals OTCBONDOPTION Deal by Deal
CapFloorDeals VANILLAIRCAP Deal by Deal
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Market Data
KIRL Data
K+ TO integration
SwaptionDeals IRSWAPTION Deal by Deal
CreditSwapDeals SINGLENAMECDS Deal by Deal
FxSwapDeals FXSWAP Deal by Deal
SwapDeals FIXEDFIXEDIRSWAP
FLOATFLOATIRSWAP
FIXEDFLOATIRSWAP
Deal by Deal
FraDeals FRA Deal by Deal
LoansDepositDeals FIXEDRETAILANNUITY
FIXEDRETAILREPMTLOAN
FLOATRETAILANNUITY
FLOATRETAILREPMTLOAN
Deal by Deal
EquitiesDeals EQUITYPOSITION Position
FuturesDeals FXFUTUREPOSITION
BONDFUTUREPOSITION
IRFUTUREPOSITION
EQUITYINDEXFUTUREPOSIT
ION
Position
OptionsDeals EQUITYOPTIONPOSITION
EQUITYFUTUREOPTIONPOS
ITION
IRFUTUREOPTIONPOSITION
BONDFUTUREOPTIONPOSIT
ION
Position
BondsDeals BOND Position
CallAccountsDeals FIXEDRETAILBULLETLOAN
FLOATRETAILBULLETLOAN
Position
BondsRT MARKETDATA
BondsQuotes MARKETDATA
Equities MARKETDATA
EquitiesQuotes MARKETDATA
BasketIndexes MARKETDATA
BasketIndexesQuo
tes
MARKETDATA
FuturesMaturities MARKETDATA
FuturesQuotes MARKETDATA
OptionsValue MARKETDATA
OptionsQuotes MARKETDATA
Pairs MARKETDATA
SpotQuotes MARKETDATA
FloatingRatesValue
s
MARKETDATA
CurvesRates MARKETDATA
CurvesRatesHist MARKETDATA
ALM Bank Deals FIXEDRETAILANNUITY
FIXEDRETAILREPMTLOAN
FLOATRETAILANNUITY
FLOATRETAILREPMTLOAN
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For phase 1, below general data filtering rules apply:
K+ TO integration
ALMScenario
FIXEDRETAILBULLETLOAN
FLOATRETAILBULLETLOAN
SCENARIO DEFINITION
ALMBenchmarks SCENARIO DEFINITION
ALMScenario
Benchmark
SCENARIO DEFINITION
ALMProducts SCENARIO DEFINITION
ALMCurveAssoc FTP CURVE
ALMCurvesRates FTP CURVE
ALMCurvesRates
Hist
FTP CURVE
1) Neither OTC deals nor exchange traded contracts having past maturities is mapped.
2) All Captured and Imported Deals are mapped.
3) Among Generated deals below events are mapped:
� Mirror events for all deals
� Liquidation events for FX Forward, Swaption, CapFloor deals
� Liquidation and Assignment events for IRS deals
1.3. DATA ENRICHMENT
In cases where the data published by Kondor+ TradeKast does not contain some of the data required by TopOffice or
the data needs to be manipulated, stored procedures have been developed to fulfil these needs. Those procedures
are created in Kondor+ Kustom database and collect relevant data from necessary K+ tables.
As an example;
For FraDeals, below data has been enriched by the associated procedure.
EUR
C
EURSWAP5Y
1.4. DATA FILTERING
Some data in K+ might not be needed to flow to TopOffice. The solution provides following mechanism to exclude this
data. Please note that standard TradeKast Client Criteria setup of K+ provides certain filtering capabilities as well.
Those are limited to certain main characteristics of the data, such as type of events, deal status etc. Also this filter
criteria is only valid for real-time mode and are not handled by K+ when external applications ask directly from K+
which is the case for “First Time Upload” functionality of KBroker.
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Here are the extra filtering capabilities available for KBroker:
1) To filter out deals and positions in Kondor, the user has to define a folder group “KB_EXCLUDE” and include
all folders/portfolios/branches to be excluded in that.
2) To filter out static data in Kondor, the user has to attach “KB_EXCLUDE” codifier to the required records
(using More-->Codes menu in the K+ screen). Please note that deals referencing those static data will also be
excluded automatically.
3) Stored procedures (Tradekast Procedures) mentioned in section 1.4 can also be used for customized filtering.
(See Section 4.5)
4) The Zero curves which will be used in calculations need to be mapped into the Top Office. The user needs to
insert the curve‟s shortname in to the TO_CurvesInclude table in Kustom database to map these curves.
1.5. SYNCHRONOUS VERSUS ASYNCHRONOUS MODES
After the first time upload, KBroker TradeKast adaptor can be configured in 2 modes: synchronous or asynchronous.
Synchronous means that KBroker would not receive any new trade / static data from Kondor+ until the previous
trade/static data is successfully transferred to TopOffice. As synchronous behaviour of K+ is per data type, TradeKast
adaptor can be set as synchronous but alternatively some data types can be defined as asynchronous.
Asynchronous means that KBroker would continue to receive new trades/static data regardless of the status of the
previous ones.
Due to TopOffice behaviour, TradeKast adaptor should be configured in synchronous mode. Only position based
trades can be defined as asynchronous.
When the system is configured to behave in synchronous mode, a close watch is needed for the system as the flow
will be interrupted when a record fails to be transferred to TopOffice.
KBroker logger contains a mail sender which will warn certain responsible by e-mail. Whenever the responsible
receives an error message from the system, s/he should log in to KBroker web GUI, investigate and solve the issue.
Manual intervention is explained in KBroker Infocentre.
K+ TO integration
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1.6. FIRST TIME UPLOAD
1.6.1. Overview
In order to send historical deals to TopOffice, the user has to make a first time upload. The reference and the static
data defined earlier, the deals done in the past but not matured will be transferred to TopOffice by running this first
time upload.
1.6.2. Views
For each K+ data type handled by the solution, there is a database view created on Kustom database.
Those views returns the list of deal/static data ids in K+ database meeting certain criteria (Non matured, not in
KB_EXCLUDE folder group, KB_EXCLUDE codifier is not attached, included in TO_CurvesInclude table).
1.6.3. Synchronization Order
There is a synchronization order which needs to be followed for a proper first time upload. The reference data is the
first data type to be synchronized, followed by static data, then deals and positions are mapped from Kondor to
TopOffice. Historical market rates have to be transferred with the associated batch schedules.
The order which needs to be followed is as follows:
Holidays,Currencies,Countries,Pairs,Markets,RatingAgencies,RiskSector,FloatingRates,Cpty,BasketIndexes,Curves,
Bonds,Equities,Futures,FuturesMaturities,Options,OptionsMaturities,SpotDeals,ForwardDeals,CapFloorDeals,FxOpti
onsDeals,FraDeals,IamDeals,LoansDepositDeals,RepoDeals,FxSwapDeals,SwapDeals,BondsOtcOptDeals,Swaptio
nDeals,CreditSwapDeals,CallAccountsDeals,BondsDeals,EquitiesDeals,FuturesDeals,OptionsDeals,EqOtcOptDeals,
SecurLoansDeals
1.6.4. Persistence Mode
Before starting first time upload, it should be verified that persistence mode parameter in the properties file is set to
„All‟ which is the default value:
persistence.mode=All
1.7. FIRST TIME UPLOAD TUNING PARAMETERS
� synchronize.request.batch.size: KBroker requests data from K+ during the first time upload in batches. This
parameter denotes the batch size. The default value is 100. This parameter has been introduced to disallow
potential hangs of Tradekast server, thus might be increased / decreased based on K+ Tradekast
performance and stability.
� synchronize.request.batch.wait: Waiting time (milliseconds) between 2 batches as mentioned above. The
default value is 5000 (5 seconds).
� synchronize.refresh.wait: Time (milliseconds) between each refresh of the statistics displayed on the
Synchronization page. The default value is 3000.
� synchronize.retry.wait: During the synchronization process KBroker requests and waits data from K+
Tradekast server. This parameter is the maximum allowed duration (in milliseconds) between 2 responses
from TradeKast. If KBroker does not receive any message within this duration, it assumes that Tradekast
forgot the requests and resends request messages for non-answered requests. This process repeated 2
times and if no change occurs in the situation, the synchronization status of the data type is set to “completed
K+ TO integration
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with errors” and synchronization process is interrupted for user action. If mail appender settings are done
properly, the administrator will receive a fatal error message via e-mail. The default value is 120000 (2
minutes).
� synchronize.nonstop.mode: If set true, KBroker starts synchronization and ignores a data type if it is
completed with errors and passes to the next datatype automatically. Default is False for this parameter,
which means manual operation is required for both starting synchronization and taking action upon a datatype
which has completed with errors status.
� adaptor.2.synchronize.cutoff.date: Used to filter out all data which have maturity date earlier than cutoff date
specified. Default is current date. Especially working with dump data in test environment it is advised to set
this parameter to the date where the dump has been taken.
� polling.count: Maximum number of messages in processing status at a time during export process. If for
example it is set to 100 and there are already 20 messages in process, KBroker sends up to 80 messages to
TopOffice no matter how many messages are in pending status. The default value is 100.
1.8. KIRL BANKING BOOK DEALS
1.8.1. Overview
Banking book deals which are mapped by CDM into ALM database are also transferred to TopOffice.
The transfer process is in “snapshot” methodology meaning the whole data has to be transferred each day. Specific
scheduler is available for this need.
1.8.2. Views
ALM Bank deals are mapped using database views created on ALM database.
The views are designed in such a way that they return the data in a format which is %100 matching the TopOffice
needs. In other words views contain the mapping logic itself.
There are 7 views each mapping to a different TopOffice trade type.
1.8.3. Remote Shell and Folders
As the amount of data to be transferred from ALM database is huge, a different approach has been implemented.
KBroker executes the views using Sybase BCP tool. KBroker makes a remote shell connection to Sybase server and
executes the BCP command for each view. The result is stored in CSV format on the server side which than copied to
the KBroker server. KBroker than cuts those files in to pieces to optimize the best performance on TopOffice side and
send them to TopOffice.
1.9. KIRL BENCHMARK SCENARIOS
An adapter has been developed to map KIRL scenario data to TOP Office. This scenario adaptor is used to retrieve
the necessary data from “ALMBenchmarks”, “ALMScenarioBenchmark”, “ALMScenarioProduct” and “ALMProduct”
tables. All the products are grouped in events and are imported to Top Office.
K+ TO integration
Scenario Adapter Views:
1.ALMScenario_V
2.ALMScenarioBenchMark_V (Benchmarks is ordered by combining Bench and BenchConv.)
3.ALMScenarioProducts_V
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1.10. KIRL FTP CURVES
Using 2 new scheduled adaptors (Real time and historical), Ftp curves are mapped to Top Office FTP liquidity and
FTP market curves based on their Book Type in ALMCurveAssoc table.
1.11. MAPPING
1.11.1. General Rules
� Reference Data Mapping
1) The phone, fax and address details of the Counterparties are not mapped.
2) In Basket Indexes, the markets id is mandatory, for basket indexes where Markets Id were 0, the Market
“VIENNA STOCK EXCHANGE” is assigned.(Market id =4090).
� Static Data Mapping
� In Bonds Static Data mapping, only the bonds without the feature of Cap-Floor, Callable-Putable and Reset
in Arrears are mapped ( IsCapFloor=N , IsCallablePutable=N and ResetinArrears=N ).
� In Options Static Data mapping, only the European options with underlying different than Currency are
mapped (ExerciseType=E and Underlying!=C).
� In Options Static Data mapping, the Market id is mandatory. The market “VIENNA STOCK EXCHANGE” is
assigned where the option static data is missing this information.
� In Bond Futures and Bond Future Maturities Static Data mapping, cf-calculator field in Top Office is
mapped as follows:
The market to which the future belongs is checked;
i. If it is „EUREX_F‟, cf-calculator value is „Eurex‟
ii. If it is „LIFFE_F‟, cf-calculator value is „LIFFE‟
iii. If it is „CBT_F‟, first the underlying bond maturity is checked,
If the maturity is less than 1 year, cf-calculator value is „CBOT T-Bond‟
If the maturity is between 1 year and 2 years, cf-calculator value is „CBOT 2 yr T-Note‟
If the maturity is between 2 years and 5 years, cf-calculator value is „CBOT 5 yr T-Note‟
If the maturity is more than 5 years, cf-calculator value is „CBOT 10 yr T-Note‟
� In Equity and Index Future contracts as it is not possible to define tick size in Kondor, the tick size is set to
0.01 although this value changes from market to market.
� In the Equities Static Data mapping, the Counterparty “DEFAULT” is assigned to equities where issuer was
not defined, as issuer cpty. ( Cpty_id = 2875)
� In the Equities Static Data mapping, the market “VIENNA STOCK EXCHANGE” is assigned for the equities
where the market id was not defined.
� Coupon payments in Bonds Static Data mapping are based on a constant principal which is the principal of
the bond itself as TopOffice does not handle coupon payments having different principals.
� Deal/Position Data Mapping
1) Deleted or terminated deals (received after first time upload) are mapped to TopOffice with status “Deleted”
and “Terminated”. In other words no trade data will be deleted from TopOffice, they will be only marked as
“Deleted” or “Terminated”.
2) The complete cash flow schedules of below deals are mapped if at least one cash flow is modified by the
user(UserModified=Y)
� Repo Deals
K+ TO integration
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K+ TO integration
� Cap Floor Deals
� Swaption Deals
� Credit Swap Deals
� Swap Deals
� Loans Deposit Deals
3) Call Accounts DealsIn all deals mappings, the fields related to Termination are mapped only all of the
mandatory ones are filled. In case one of these mandatory fields is empty, none of them are mapped.
4) In deal types where business day convention information does not exist on the deal capture screen, the deal
currency business day convention is used.
5) In deal types where stubs information does not exist on the deal capture screen, „Short First Short Last‟ stub
type is used.
6) In Spot and Forward Deals, the fields related to Brokerage are mapped only all of the mandatory ones are
filled. In case one of these mandatory fields is empty, none of them are mapped.
7) In Forward Deals mapping, only deliverable forward deals are mapped (Forward Type!=N ).
8) In Fx Options Deals mapping , only the European Fx Option deals where the pricing type is either Plain ,
Down&In , Down&Out and Up&In are mapped (PricingType=P,O,U,I and ExerciseType=E).
9) In Repo Deals mapping , only single repo deals are mapped(Deal Type!=M)
10) In Cap Floor Deals and Loans&Deposit Deals mapping , only the deals where Reset in Arrears= No , are
mapped
11) In Swaption Deals mapping , the Fixed-Fixed Swaption Deals are not mapped
12) In Swap Deals mapping, the Asset swaps and the swap deals with Reset in Arrears = Yes are not mapped.
� Market Data Mapping
1) In Equity and Index Dividend yield mappings;
i. as Equity yields are not available from Kondor, they are not mapped
ii. Equity Index Yields are not maintained in Kondor as rates (revaluation or real-time), but are an
attribute of the index which is defined as a Financial Instrument in the Datamanager. The price is
given as BasketIndexes.DividendYield
2) As Top Office requests an index name in Curves definition mapping and as in K+, one Curve has several
indexes attached to it, Curves‟ definitions are mapped as they are index names using DiscreteMMIndexType
format of Top Office.
3) There are 4 types of interpolation methods in Top Office: Step, Linear, Linear Exponential and LogLinear.
The Curve interpolation methodology is as follows:
i. “Flat” interpolation is mapped to “Step”
ii. “Cubic” , “Cubic Spline ” , “Quadratic” and “Geometric” interpolation methods are mapped to “Linear”
iii. “Logarithmic” and “Exponential” interpolation methods are mapped to “Linear Exponential”
iv. “Linear Log Discount Factor” and “Linear Discount Factor” interpolation methods are mapped to “Log
Linear”
The “Linear Total Variance” is not mapped for zero curves as it is mainly used in volatilities.
1.11.2. Special Conditions
Below conversions from German characters to English characters are implemented:
ä = ae
ö = oe
ü = ue
ß = ss
Other conversions implemented are:
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è = e
é = e
ê = e
ë = e
1.11.3. Constants
The constants used during mapping are as follows:
Common Constants:
Top Office Field Constant Value
Reset Vendor Kondor In all deals using floating rates
Product Group Trade In all deals except the ones sent
as positions
Product Group Position In all deals sent as positions
Product Group Banking Book In all KIRL deals
Status Valid In all deals sent as positions
Compounding Straight* If there is interest compounding
*Straight: The interest for a compounding period is calculated based on the rate plus the spread, and added to the
notional for the next period.
Specific Constants:
Kondor
Reference
Top Office Field Constant Value
Cpty COUNTERPARTY Type Issuer
BasketIndexes EQUITYINDEX Divisor 1
Markets EXCHANGE Roll MF
FloatingRates MKT_INDEX Roll MF
FloatingRates MKT_INDEX End of Month Flag False
FloatingRates MKT_INDEX Date Generator Default
Ratings RATINGAGENCY Type Name Any Term
Ratings RATINGTYPEVALUE Fsa 1
Risk Sector Hierarcy id K+
Risk Sector Hierarchy Schema id K+Sector
Risk Sector Agency Kondor
Risk Sector
Static
Node type K+Sector
Equities EQUITYSECURITY Issue Date 01/01/1900
Equities EQUITYSECURITY Payment Form Cash
Equities EQUITYSECURITY Announcement Date 01/01/1900
Equities EQUITYSECURITY Record date 01/01/1900
Equities EQUITYSECURITY Type Cash Dividend
Bonds SECURITY Status Issued
Bonds SECURITY Even coupons False
Bonds SECURITY End of Month False
Futures ETPCONTRACTSPE
C
Date Generator Default
Futures ETPCONTRACTSPE Strip Periodicity 3-month
K+ TO integration
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Deal/Position
K+ TO integration
C
Futures ETPCONTRACTSPE
C
Options ETPCONTRACTSPE
C
Tick Size 0.01
Tick Size 0.01
RepoDeals OPENREPO,TERMRE
PO
RoundingConvention Nearest_Down
SwaptionDeals IRSWAPTION CashSettlementMeth
od
ParYieldCurve
SwaptionDeals IRSWAPTION Bermudan Exercise Periodic
LoansDepositDeals FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
Schedule Type
Risk Type Merged
LoansDepositDeals FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
CMS False
LoansDepositDeals FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
Pct to Secure 0
LoansDepositDeals FIXED/FLOAT
RETAILREPMTLOAN
Amortization Amount 0
LoansDepositDeals FIXED/FLOAT
RETAILREPMTLOAN
Amortization Type None
FxSwapDeals FXSWAP Settlement Type Cash
SwapDeals FIXEDFIXEDIRSWAP
FLOATFLOATIRSWA
P
FIXEDFLOATIRSWAP
First Leg Payer False
SwapDeals FIXEDFIXEDIRSWAP
FLOATFLOATIRSWA
P
FIXEDFLOATIRSWAP
Principal Exchange None
SwapDeals FLOATFLOATIRSWA
P
Basis Swap False
CreditSwapDeals SINGLENAMECDS TPlusOne False
IamDeals IAMDEAL Payment Lag 0
CallAccountsDeals FIXED/FLOAT
RETAILBULLETLOAN
Risk Type Merged
CallAccountsDeals FIXED/FLOAT
RETAILBULLETLOAN
CMS False
CallAccountsDeals FIXED/FLOAT
RETAILBULLETLOAN
Pct to Secure 0
CallAccountsDeals FIXED/FLOAT
RETAILBULLETLOAN
Payment Anchor End of Period
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Market
KIRL
K+ TO integration
BondsOtcOptDeals OTCBONDOPTION Notice Period 0
CurvesRates ZERO CURVE Unit Day
CurvesRatesHist ZERO CURVE Unit Day
ALMBankDeals FIXED/FLOAT
RETAILBULLETLOAN
FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
ALMBankDeals FIXED/FLOAT
RETAILBULLETLOAN
FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
ALMBankDeals FIXED/FLOAT
RETAILBULLETLOAN
FIXED/FLOAT
RETAILANNUITY
FIXED/FLOAT
RETAILREPMTLOAN
ALMBankDeals FIXED
RETAILBULLETLOAN
FIXED
RETAILANNUITY
FIXED
RETAILREPMTLOAN
ALMCurvesRatesHi
st
The user can change the constants (see 4.5.4 Constants)
1.11.4. Rate Mapping
Compound Type None
Payment Lag 0
Prepayment Lag
Bank
Prepayment Lag
Customer
FTP CURVE Unit Day
Exchange Traded contract prices, floating rates, fx quotations and curves rates are exported from Kondor using
views. There are 2 types of rates; RT (real time) and RV (revaluation rates). The tables in Kondor used in mapping are
as follows:
Rate Type Kondor Table
Real time Revaluation
Future Prices FuturesMaturities FuturesQuotes
Option Prices OptionValues OptionQuotes
Bond Prices BondsRT BondsQuotes
Equity Prices Equities Equities Quotes
0
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Fx Quotations Pairs Spot Quotes
Basket Indexes Prices BasketIndexes BasketIndexesQuotes
Floating Rates FloatingRatesValues FloatingRatesValues
Curves Rates CurvesRates CurvesRatesHist
FTP Curves CurvesRates ALMCurvesRatesHist
Views are used to export these prices. Each type has RT prices (real time prices) and almost each type has RV prices
(historical prices). List of prices according to its type is given below.
There are 4 types of adapter in KBroker for rate mapping:
• Kplus Revaluation Rate Load Adaptor (will be called as “RV Adapter” in this section)
• Kplus Real Time Rate Load Adaptor (will be called as “RT Adapter” in this section)
• Ftp Curves Revaluation Rate Load Adaptor (will be called as “ Ftp RV Adapter” in this section)
• Ftp Curves Real Time Rate Load Adaptor (will be called as “Ftp RT Adapter” in this section)
Kplus Revaluation Rate Load Adaptor (RV Adapter)
This adapter fetches the historical rates for a given type of static data from K+ database and can be executed
immediately from Batch Scheduling screen from web site.
Kplus Real Time Rate Load Adaptor (RT Adapter)
This adapter fetches the real time rates for a given type of static data and can scheduled to run in specified time in
future.
Ftp Curves Revaluation Rate Load Adaptor (Ftp RV Adapter)
This adapter fetches the historical rates for Ftp curves and can be executed immediately from Batch Scheduling
screen from web site.
Ftp Curves Real Time Rate Load Adaptor (Ftp RT Adapter)
This adapter fetches the real time rates for Ftp curves and can scheduled to run in specified time in future.
K+ TO integration
Price Name View RV Adapter RT adapter
Bond Future Contract Prices TO_BondFutureContractPrice.sql
Bond Future Option Prices TO_BondFutureOptionPrice.sql
Bond Prices TO_BondPrice.sql
Dividend Yield Prices TO_DividendYield.sql
Equity Future Contract Prices TO_EquityFutureContractPrice.sql
Equity Future Option Prices TO_EquityFutureOptionPrice.sql
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Equity Index Future Contract TO_EquityIndexFutureContractPrice.sql
Prices
Equity Index Future Option TO_EquityIndexFutureOptionPrice.sql
Prices
Equity Index Option Prices TO_EquityIndexOptionPrice.sql
Equity Index Prices TO_EquityIndexPrice.sql
Equity Option Prices TO_EquityOptionPrice.sql
Equity Stock Prices TO_EquityStockPrice.sql
FX Future Contract Prices TO_FXFutureContractPrice.sql
Fx Pair Prices TO_FxPairPrice.sql
Interest Future Contract Prices TO_InterestFutureContractPrice.sql
IR Future Option Prices TO_IRFutureOptionPrice.sql
IR Reset Quotes Prices TO_IRResetQuotes.sql
Zero Curves TO_ZeroCurves.sql
Ftp Curves TO_FtpCurvesRate.sql
Naming views:
RV and RT prices uses views and these views named as its type like TO_BondPrice_rt ot TO_BondPrice_rv. RV
adapter needs to know the static data short names. That's why, for each RV adapter's views have one more view
named like TO_BondShortNames. These all views DMLs exist in one file which is TO_BondPrice.sql .
In some of views, abbreviation is used because longer name is not accepted by sybase server. For example;
When Equity Future Contract Price's views will be created, the name of the views will be
K+ TO integration
TO_EquityFutContPrice_rv
TO_EquityFutContPrice_rt
TO_EquityFutContShortNames
and these view are in the TO_EquityFutureContractPrice.sql
Exporting the prices can be performed from Batch Scheduling page from website and you can find the detail
information about how to schedule batches in http://infocenter.32bit.com.tr
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CHAPTER 2 PRE-INSTALLATION
2.1. PREPARATION OF TOPOFFICE
There are two things that must be done before KBroker can be used with TopOffice to synchronize data from Kondor.
2.1.1. Enable the TopOffice Integration Listener
Please refer to relevant section in the TopOffice System Guide for guidance on how to enable this.
2.1.2. Run PopulateDB to insert prerequisite TopOffice Data
KBroker requires certain TopOffice centric data (users, partitions, market data owners) to be present before the
application can synchronize data from Kondor to Topoffice. PopulateDB is an internal data import tool used to
populate TopOffice with data and can be used to conduct this task. Please refer to the PopulateDB User Guide for full
details on this tool.
To import the TopOffice data necessary for KBroker to run successfully please complete the following steps after
TopOffice has been installed and configured (including the creation of the database schema):
1. Open a command prompt and browse to: /binxx/
2. Enter the following command: perl runPopulateDb.pl -p administrator -file "data\kbroker.xml"
3. Monitor the process (which should no longer than 5 minutes) and ensure it completes successfully.
2.2. COMPATIBILITY OF APPLICATIONS
Compatible versions can be found in table below:
KBroker Version TopOffice Version
2.1.0006 3.1 SP2
2.3. KBROKER SCHEMA CREATION
After starting the database server (Oracle), you can use the below scripts to create user for KBroker. It is very
important to create a user for KBroker schema different than user for TopOffice schema. Two points to emphasize
are:
� If there is no tablespace defined other than SYSTEM tablespace and if you don't want to use SYSTEM
tablespace, use CREATE TABLESPACE script.
� If you already have a tablespace and want to use it, replace TABLESPACE_NAME with the name of existing
tablespace and don't execute the CREATE TABLESPACE script.
Bold areas can be replaced with user's choice:
K+ TO integration
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CREATE TABLESPACE TABLESPACE_NAME
LOGGING
DATAFILE 'TABLESPACE_NAME_01.DBF' SIZE 2 G REUSE
EXTENT MANAGEMENT LOCAL
SEGMENT SPACE MANAGEMENT AUTO;
CREATE USER USER_NAME PROFILE DEFAULT
IDENTIFIED BY USER_PASSWORD DEFAULT TABLESPACE TABLESPACE_NAME
TEMPORARY TABLESPACE TEMP
QUOTA UNLIMITED
ON TABLESPACE_NAME
ACCOUNT UNLOCK;
GRANT CREATE SESSION TO USER_NAME;
GRANT CREATE TABLE TO USER_NAME;
GRANT CREATE VIEW TO USER_NAME;
GRANT CREATE TRIGGER TO USER_NAME;
GRANT CREATE PROCEDURE TO USER_NAME;
GRANT CREATE SEQUENCE TO USER_NAME;
GRANT CREATE SYNONYM TO USER_NAME;
GRANT CREATE TYPE TO USER_NAME;
GRANT UNLIMITED TABLESPACE TO USER_NAME;
USER_NAME is being used as schema name too. When you will install the KBroker, please enter this user name for
both schema name and user name.
2.4. KONDOR SETTINGS
2.4.1. Tradekast Server Installation and Settings
The solution needs a Tradekast server instance to be up and running on K+ server.
Therefore Tradekast must be configured and launched before starting the implementation.
KBroker connects to Tradekast using Tibco Rendezvous layer and native OKAPI library. These two technique have
their communication mode separately and this mode can be selected from tradekast.params file with COMM_MODE
parameter. COMM_MODE can take two value.
RENDEZVOUS_MODE : This mode is used when client will use the Tibco Rendezvous to connect Tradekast
TCP_IP_MODE: When the client will use the native OKAPI library (OKAPI32bit.dll), this mode must be selected.
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Native OKAPI has 3 library (dll) dependencies. These libraries for K+ 3.0 L5 are given in [installation_path]\lib
directory and these libraries are being loaded when KBroker TopOffice is launched.
Therefore if there is no Tradekast server enabled with RENDEZVOUS_MODE or TCP_IP_MODE available, a new
one has to be configured.See K+ Import & Export guide for more details
Below parameters of the Tradekast server will be needed for KBroker installation:
Parameter Name Default Value Description
TRADEKAST_PORT Tradekast The Tradekast port is the name of the service (declared in the
services list). Tradekast is using to watch for connections.
Example: Tradekast 8117/tcp
COMM_MODE RENDEZVOUS_MODE
K+ TO integration
TCP_IP_MODE
Allows TradeKast to communicate with clients either by means of TCP/IP or
by means of Tib/Rendezvous
default: COMM_MODE TCP_IP_MODE
RV_PORT 8888 Port number used for inter-daemon communication
RV_NETWORK - TIB/Rendezvous Network: Specifies the network interface and the
multicast groups used to send and receive messages.
Important : Not required
Examples: lan0;224.1.1.1,224.1.1.2;224.1.1.1
RV_DAEMON tcp:7500 Service, host name, and port number used to connect to the daemon.
Examples: tcp:1234 or tcp:hostname:1234
While KBroker installation, these parameters will be asked by the installer and set in to KBroker configuration.
Parameter mapping between K+ naming and KBroker naming is given below :
2.4.2. Codifiers
KBroker Tradekast Adapter Properties Tradekast Parameters
adaptor.[adapter_number].server.port TRADEKAST_PORT
# rendezvous or okapi
adaptor.[adapter_number].connection.mode=rendezvous
COMM_MODE
adaptor.[adapter_number].trv.service RV_PORT
adaptor.[adapter_number].trv.network RV_NETWORK
adaptor.[adapter_number].trv.daemon RV_DAEMON
2 Codifiers should be available in K+, one for the Tradekast Client Setup and second for excluding static data
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(KB_EXCLUDE). During the installation KBroker will ask for the codifier short name used for Tradekast Client Setup.
2.4.3. TradeKast Client Settings
Created codifier must be defined as Tradekast Client. This can be done from Kondor+ Communications ➤
Configuration ➤ Tradekast Client Setup ➤ Tradekast Clients
2.5. KBROKER SERVER REQUIREMENTS
2.5.1. Hardware Requirements
K+ TO integration
Operating System Windows 2000/XP/Vista/7
Memory Minimum 1GB
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2.5.2. Software Requirements
K+ TO integration
Product Version
JAVA 6
TIBCO 7.2
2.5.2.1. Configure Java on Windows
If Java is not installed, you must first install Java. You can get help from “Java Help Center” for installation of Java.
http://www.java.com/en/download/help/index.xml
After you have installed the Java in Windows, you must set the JAVA_HOME environment variable to the Java
installation directory (e.g., C:\Program Files\Java\jre6)
1. Right-click the My Computer icon on your desktop and select 'Properties'.
2. Click the 'Advanced' tab.
3. Click the 'Environment Variables' button.
4. Under 'System Variables', click 'New'.
5. Enter the variable name as JAVA_HOME.
6. Enter the variable value as the installation path for the Java.
7. Click 'OK'.
8. Click 'Apply Changes'.
9. Restart Windows. (This is not always necessary, but it often prevents problems.)
2.5.2.2. Configure Tibco on Windows
You must install Tibco. After you have installed the Tibco in Windows, you must set the CLASSPATH environment
variable to the “tibrvj.jar” path. (e.g., C:\TIBCO\TIBRV\lib\tibrvj.jar)
1. Right-click the My Computer icon on your desktop and select 'Properties'.
2. Click the 'Advanced' tab.
3. Click the 'Environment Variables' button.
4. Under 'System Variables', click 'New'.
5. Enter the variable name as CLASSPATH.
6. Enter the variable value as the path for the “tibrvj.jar”.
7. Click 'OK'.
8. Click 'Apply Changes'.
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9. Restart Windows. (This is not always necessary, but it often prevents problems.)
K+ TO integration
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CHAPTER 3 INSTALLATION
KBroker for TopOffice has a special installer application.
Some of the steps of the installer are generic and explanation about those steps can be found in standard KBroker
infocenter.
If the user wants to use one of the older versions, s/he needs to install it over the new one; however the XSL files will
not be changed. To use the older xsl files, the user chooses a date and the versions of xsl files loaded prior to this
date will be uploaded. (The xsl upload process is in development)
In this chapter we will be focusing to the TopOffice specific steps of the installer.
3.1. INTERNAL WEB SERVICE SETTINGS
Standard KBroker comes with 2 authentication options, LDAP or file based.
For TopOffice there is a 3 rd alternative which is JMS.
This options enables authenticating users from TopOffice user base.
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3.2. KONDOR+ DATABASE SETTINGS
Solution needs a connection to the Kondor+ database.
Related parameters should be provided.
3.3. TOPOFFICE JMS SETTINGS
KBroker communicates with TopOffice using TopOffice JMS server (Tibco EMS). Apart from host and port other
parameters can be left as default, unless TopOffice has been configured in a non standard way.
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3.4. TRADEKAST ADAPTOR SETTINGS
As mentioned in Section 2, TradeKast server parameters have to be provided.
3.5. BANKING BOOK ADAPTOR SETTINGS
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Server host name is the host name of the Sybase server where BCP command will be executed.
Server user name and password should be valid operating system users on that server to execute BCP command.
DS Query is the database server name as recorded in Sybase interfaces file.
The path for BCP script should be edited and shell script which comes with the installation should be copied there as
explained on the following section.
Sybase path is the path of Sybase home on that server.
Sybase Bin Path is the path for Sybase client libraries (OCS)
Local path should be a valid path on KBroker server where the BCP results will be copied into.
3.6. PROCESSING
On the processing page, installer creates views and procedures on Kondor+ and ALM databases.
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CHAPTER 4 POST-INSTALLATION
4.1. INSTALLATION CONTROLS
4.1.1. Procedures
During the installation, KBroker Top Office stored procedures are created under K+ Kustom database by the installer.
Naming procedures:
All stored procedures have a prefix 'TO_' and suffix “More” and K+ data type in between.
List of procedures:
K+ TO integration
Procedure Default Database
TO_BasketIndexesMore Kustom
TO_BondsDealsMore Kustom
TO_BondsMore Kustom
TO_BondsOtcOptDealsMore Kustom
TO_CallAccountsDealsMorel Kustom
TO_CapFloorDealsMore Kustom
TO_CountriesMore Kustom
TO_CptyMore Kustom
TO_CptyRatingsMore Kustom
TO_CreditSwapDealsMore Kustom
TO_CurrenciesMore Kustom
TO_CurvesMore Kustom
TO_EqOtcOptDealsMore Kustom
TO_EquitiesDealsMore Kustom
TO_EquitiesMore Kustom
TO_FloatingRatesMore Kustom
TO_ForwardDealsMore Kustom
TO_FraDealsMore Kustom
TO_FuturesDealsMore Kustom
TO_FuturesMaturitiesMore Kustom
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K+ TO integration
TO_FuturesMore Kustom
TO_FxOptionsDealsMore Kustom
TO_FxSwapDealsMore. Kustom
TO_HolidaysMore Kustom
TO_IamDealsMore Kustom
TO_LoansDepositDealsMore Kustom
TO_MarketsMore Kustom
TO_OptionsDealsMore Kustom
TO_OptionsMaturitiesMore Kustom
TO_OptionsMore Kustom
TO_PairsMore Kustom
TO_RatingAgenciesMore Kustom
TO_RepoDealsMore Kustom
TO_RiskSectorMore Kustom
TO_SecurLoansDealsMore Kustom
TO_SpotDealsMore Kustom
TO_SwapDealsMore Kustom
TO_SwaptionDealsMore Kustom
If case of a failure, procedure scripts can be found under [KBroker Install Path]/sql folder.
4.1.2. Views
Views are being created like procedures during installation.
There are 3 kinds of views:
a. A view per K+ deal and static data
b. 2 views for each rate class
c. 10 views for ALM mappings
Naming views:
All views have “TO_” prefix (except the ALM mapping views) followed by the K+ data type / rate class name.
List of views:
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K+ TO integration
View Default Database
ALMMAProduct_V ALM
FixedAnnuity ALM
FixedBullet ALM
FixedBulletMA ALM
FixedRepayment ALM
FloatAnnuity ALM
FloatBullet ALM
FloatRepayment ALM
ALMScenario_V ALM
ALMScenarioProducts_V
ALMScenarioBenchMark_V
ALM
ALM
TO_BasketIndexes Kustom
TO_BondFutureContractPrice Kustom
TO_BondFutureOptionPrice Kustom
TO_BondPrice Kustom
TO_Bonds Kustom
TO_BondsDeals Kustom
TO_BondsOtcOptDeals Kustom
TO_CallAccountsDeals Kustom
TO_CapFloorDeals Kustom
TO_Countries Kustom
TO_Cpty Kustom
TO_CptyRatings Kustom
TO_Currencies Kustom
TO_CurrencyShortNames Kustom
TO_Curves Kustom
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K+ TO integration
TO_DividendYield Kustom
TO_Equities Kustom
TO_EquitiesDeals Kustom
TO_EquityFutureContractPrice Kustom
TO_EquityFutureOptionPrice Kustom
TO_EquityIndexFutureContractPrice Kustom
TO_EquityIndexFutureOptionPrice Kustom
TO_EquityIndexOptionPrice Kustom
TO_EquityIndexPrice Kustom
TO_EquityOptionPrice Kustom
TO_EquityStockPrice Kustom
TO_ExcludeFolders Kustom
TO_FloatingRates Kustom
TO_ForwardDeals Kustom
TO_FraDeals Kustom
TO_Futures Kustom
TO_FuturesDeals Kustom
TO_FuturesMaturities Kustom
TO_FXFutureContractPrice Kustom
TO_FxOptionsDeals Kustom
TO_FxPairPrice Kustom
TO_FxSwapDeals Kustom
TO_Holidays Kustom
TO_IamDealsMore Kustom
TO_InterestFutureContractPrice Kustom
TO_IRFutureOptionPrice Kustom
TO_IRResetQuotes Kustom
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K+ TO integration
TO_LoansDepositDeals Kustom
TO_Markets Kustom
TO_Options Kustom
TO_OptionsDeals Kustom
TO_OptionsMaturities Kustom
TO_Pairs Kustom
TO_RepoDeals Kustom
TO_SpotDeals Kustom
TO_SwapDeals Kustom
TO_SwaptionDeals Kustom
TO_ZeroCurves Kustom
TO_SecurLoansDeals Kustom
TO_EqOtcOptDeals Kustom
TO_RatingAgencies Kustom
TO_RiskSector Kustom
4.2. TRADEKAST CLIENT CRITERIA AND PROCEDURES SETTINGS
Tradekast Client Criteria setup (see K+ kplus_import_export.pdf- page 179) has to be done for each data type
mapped to TopOffice.
“Execute SQL procedure” option has to be selected and associated stored procedure name has to be given
(TO_[DataType]More)
IMPORTANT: “Delete due to Update” should be unchecked for all deal types. “Insert”, “Update” (for static data),
“Delete”, “Insert due to Update” and “Schedule Mvt” are mandatory.
IMPORTANT: “Check for Counterparty Code” and “Check for folder code” must be unchecked for all deal types.
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Tradekast Client Criteria settings for each type are given in KBrokerTopOffice_TK_Client_Criteria.pdf
4.3. KNOWN ISSUES IN KONDOR
� When defining ratings, user needs to give a unique number (NumOrder) for each rating of a rating agency in
increasing order starting from 1. Otherwise TO will not accept counterparties.
� In Options and Futures Maturities, for each maturity its RIC needs to be defined in real time setup. Otherwise
TO will not accept the future or the option without an assigned RIC to it.
� In the Equities Static Data, RIC information should be provided.
� In Bond Futures and Bond Future Maturities Static Data mapping, the user has to define the cheapest to
deliver bond in Kondor, in cases the cheapest to deliver is not defined, the logic to find the underlying bond is
as follows:
i. All of the future maturities related to a future are checked, if all of them have the same cheapest to
deliver bond, that bond is the underlying. If different maturities have different cheapest to deliver
bond, the bond with maximum maturity date is the underlying
ii. If any of the future maturities related to a future do not have a cheapest to deliver bond, the future
deliverable bonds table is checked. If all of the maturities related to a future have the same
deliverable bond, that bond is the underlying. If different maturities have different deliverable bonds,
the one, the bond with maximum maturity date is the underlying
iii. If any of the future maturities related to a future do not have neither a cheapest to deliver bond nor a
deliverable bond, that future is not mapped.
� In Interest Rate Futures Static Data mapping, the UnderlyingName should be defined exactly as the index
name in CurRefIndex table for importing data into TO. For example, to define a Liffe 3-month sterling contract,
it is mandatory to set the UnderlyingName as GBP-LIBOR. The exact usage of the index name is required for
TO risk calculations. The index name “MONEY” is assigned to the IR futures where index data is missing.
K+ TO integration
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4.4. KNOWN MAPPING ISSUES ANDWAITING TASKS
� Credit Spread curves are not mapped yet.
� Volatility Curves and Volatility Surfaces are not mapped yet.
� Options Maturities static data mappings are only mapping single strike per maturity. This causes rejection of
market data for several strikes. The mapping will be revised.
� Equities and EquitiesDeals data cannot be gathered from K+ during synchronization due to the Tradekast bug
which will be patched with an hot fix at September 2011.
� Amortization Type for ALM Bank Deals are wrongly mapped for Repayment Loans. TopOffice accepts the
trades but generates an error during valuation. The mapping will be revised.
4.5. KIRL ENVIRONMENT
KIRL Adaptor fetching data directly from ALM database with using BCP command. There are 8 view being created on
ALM database which are listed in 4.1.2 View topic and BCP command uses these 7 views and ALMMAProduct_V
view is required for run FixedRetailBulletMA view. You should check these views if they all created successfully or
not.
KIRL Adaptor reads adaptor.[adaptor_number].dbviews property from kbroker.properties file. This property should be
set with the same names of views. For example:
adaptor.3.dbviews=FixedRetailAnnuity,FixedRetailBullet,FixedRetailBulletMA,FixedRetailRepayment,FloatRetailBullet,
FloatRetailAnnuity,FloatRetailRepayment
KIRL runs bcp.sh script on remote host. That's why, before starting KBroker server, bcp.sh should be copied from
[KBroker_install_path]/script/bcp.sh to location on remote host which location specified to “Server Host Name”
property under Banking Book Adapter Settings section during KBroker installation. Also KIRL Adaptor needs server
host's connection information to connect and run the script. For detailed information about Banking Book Adapter
Setting in installation see the Installation topic.
When KIRL adaptor start to run the bcp.sh, firstly it passes the parameters to this script like view name,ALM database
name, Sybase server connection parameters to connect ALM database, remote folder path which BCP results will be
saved in CSV format.
CSV files are created with the same name of related view. For example, if view FixedRetailBullet called from BCP,
the result will be saved with FixedRetailBullet.csv file under given remote file path. After creating the CSV files, these
files copied from remote host to KBroker host file path which must be specified during installation too.
The adaptor.[adapter_number].max.file.line.count property defines to maximum number of banking book trades which
will be sent to TopOffice in a single message. Default value is 10000. According to this value CSV is being divided to
files if line count bigger than property's value. After these operation files sending to Top Office in file message format.
Creating Index on ALM Database:
In order to increase performance of ftp curves mapping, indexes should be created on ALMCurvesRatesHist table in
ALM database:
USE alm
GO
K+ TO integration
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K+ TO integration
CREATE INDEX HistDateALMCurvesRatesHistIndx1
GO
ON ALMCurvesRatesHist(Curves_Id,HistDate,NoDays)
4.6. DATA EXCLUDING
KBroker supports excluding deals and static data according to their folder groups and codifiers.
If deals folder or portfolio or branch is defined under KB_EXCLUDE folder group, this deal will not be requested from
Kondor+.
Static data can be excluded with defining codifier. If a static data has “KB_EXCLUDE” codifier attached, this static data
will not be requested from Kondor+ and its market data will not be requested from Kondor+ neither.
4.7. MAPPING CURVES
To define a curve into TopOffice, user has to add the curve‟s shortname to TO_CurvesInclude table in Kustom
Database.
4.8. CUSTOMIZATION
4.8.1. Views
KBroker installation creates views under Kustom and ALM databases. Those views are used for first time upload
operation, market data and banking books exporting. User can customize these views for customer specific needs.
See the 4.1.2 View section to get all view lists.
4.8.2. TradeKast Procedures
KBroker installation creates procedures under Kustom database. These procedures are used for enrichment of the
Tradekast messages in first time upload process and real time processing. See the 4.1.1. Procedures section to get
all procedures list.
All procedures expect two parameters, Transaction_Id and deal or static data id. When first time upload process
executes the procedures, Transaction_Id is always 0 and the second parameter is set as related data id. This id
comes from related data type's view. For example, If Bonds will be requested from Kondor+ in first time upload,
TO_BondsMore will be used for getting custom data from database and TO_Bonds view will be used to collect the list
of ids in the system.
But in real time exporting process, views are not used. The Transaction_Id passed to the procedure by Tradekast
server. This transaction id is gathered from movement tables.
4.8.3. XSL Updating
KBroker XSL files located in [installation_path]/script/xsl. When KBroker server is initiated, XSL files are inserted
into the database and removed from installation directory. If any of XSL files is needed at any time, it can be
downloaded from Search XSL File page in web site.
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Also KBroker XSL files can be updated same page.When a type of XSL is selected (like TopOffice_Equities), all
versions of this file will be listed and by selecting the link in each row, content will be shown in page. XSL file content
can be updated from the same page and saved into database with using Update button. Each update operation
creates a new version of selected XSL file and this new version of XSL file will be used by KBroker when needed.
If XSL version is 2.1.1.0 after updating XSL file, version number will become 2.1.1.1 and old version of XSL file will be
stored in system too but will not used.
If you create a new XSL file and want to use it in KBroker, the XSL file can be uploaded from XSL File Upload page in
KBroker web site. When you upload a XSL, you should you should select the type of XSL from combo box. (like
TopOffice_Equities) The name of the actual file is not important. Because, XSL file will be stored in database with
selected type name. If there is already a XSL file with same name, the new version will be given. For example, if there
is an TopOffice_Equities XSL file with 2.1.1.0 version number, the new version will be 2.1.1.1.
After uploading the XSL file, it can be used immediately. KBroker recognize the new XSL file and cached it.
4.8.4. Constants
KBroker uses below constant to use in XSL files. This constants is defined in TopOffice_Constant XSL file. User can
add or update the constant values.
K+ TO integration
Constant Name Value
kondorVer L5
topOfficeVer 2.0
Organisation1 (in ALM deals) TOPOFFICE2
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K+ TO integration
TransSpotDeals SP
TransLoandsDeposit LD
SecurLoanDeals SL
CreditSwapDeals CSW
EquitySwapDeals EQSW
BondDeals BD
SwaptionsDeals SWO
IamDeals IAM
EqOtcOptDeals EQO
CallAccountsDeals CA
SpotDeals SP
RepoDeals RP
FxOptionsDeals FXO
LoansDepositDeals LD
FxSwapDeals FXSW
CapFloorDeals CF
FraDeals FRA
ForwardDeals FWD
SwapDeals SW
BondsOtcOptDeals BDO
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CHAPTER 5 STARTING KBROKER SERVER
KBroker installation creates a service for Windows OS. After all steps has been done for post installation , KBroker
can be started from Services window (Control Panel ➤ Administrative Tools ➤ Services)
Choose the KBroker Service the click the Start from left side of window. KBroker will start and will be started to write
logs under installation_path/log directory by default. And log level is INFO by default.
Once the KBroker will be launched it will automatically initiate the first time upload process.
But there is a need for a user intervention at this point.
Actual import process from K+ will not start until a user selects “Start” button from Synchronization window.
To reach this window launch a web browser and go to “http://[serverhostname]:[serverport]/KBrokerWeb”
Server host and port are parameters asked during the installation.
For further information on the first time upload please refer to KBroker online documentation available at
http://infocenter.32bit.com.tr
K+ TO integration
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