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Bloomberg index security mapping

This mapping is used for Security Type Reference instruments (INDEX), both Indices and Interest Rates.

In FA Back, this mapping is used when you go to Tools → Create security → Bloomberg index.

Note: for Interest Rate indices new FA standard for security code is applied. So security code is set to: <CCY><TENOR> (note for EUR <CCY>LI/IB<TENOR> LI=Libor, IB=Euribor).

Mapping

Mapping name: mapping.bloomberg.index

Updated fields

  • Security code

  • ISIN code

  • Name

  • Trade code

  • Country

  • Type

  • Currency

  • Tenor

  • Tag Reference data-Bloomberg index

  • Holiday calendar

  • Update code # (enabled field)

  • Sub-type

  • Multiplier

  • Multiplier 2

  • Status

  • Key figure Bloomberg Identifier (for SEB custody report)

 

Mapping table

Row

Source field

FA field

Script

1

MARKET_SECTOR

SECNUM

 

2

 

s.type

if("[SECNUM]"=="10") {    output='S';} else {    output='T';}

3

INDX_UNITS

s.multiplier

switch("[INDX_UNITS]")
{
case "Yield /Ask":
output=100
break
case "Rate":
output=100
break
default:
output=1
break
};

4

 

s.multiplierView

output="[s.multiplier]"

5

 

s.subType

if(("[INDX_UNITS]"=="Yield /Ask")||("[INDX_UNITS]"=="Yield /Bid")||("[INDX_UNITS]"=="Yield /Bid /Ask")||("[INDX_UNITS]"=="Rate"))
{
output='TR'
}
else
{
output='TI'
}
;

6

ID_ISIN

s.isinCode

 

7

TICKER

TIC

 

8

CRNCY

s.currency

 

9

ID_BB_GLOBAL

s.updateCode

 

10

CALENDAR_CODE

CAL

 

11

CDR_COUNTRY_CODE

CAL

 

12

COUNTRY_ISO

s.country

if("[COUNTRY_ISO]"!="EU")
{
if("[COUNTRY_ISO]".length()==2)
{
output="[COUNTRY_ISO]"
}
else
{
output=''
}
}
else
{
output=''
};

13

 

s.holidayCalendar

switch("[CAL]")
{
case "A7":
output="AUSY"
break
case "AU":
output="AUSY"
break
case "AX":
output="AUSY"
break
case "BZ":
output="BRBD"
break
case "RI":
output="BRBD"
break
case "ML":
output="CAMO"
break
case "CA":
output="CATO"
break
case "T4":
output="CATO"
break
case "WG":
output="CATO"
break
case "#V":
output="CHZU"
break
case "BS":
output="CHZU"
break
case "CH":
output="CHZU"
break
case "S5":
output="CHZU"
break
case "SZ":
output="CHZU"
break
case "V1":
output="CHZU"
break
case "ZU":
output="CHZU"
break
case "CZ":
output="CZPR"
break
case "P1":
output="CZPR"
break
case "FA":
output="DEFR"
break
case "GE":
output="DEFR"
break
case "CP":
output="DKCO"
break
case "CP":
output="DKCO"
break
case "DE":
output="DKCO"
break
case "TE":
output="EUTA"
break
case "FI":
output="FIHE"
break
case "HE":
output="FIHE"
break
case "FR":
output="FRPA"
break
case "M9":
output="FRPA"
break
case "MT":
output="FRPA"
break
case "PA":
output="FRPA"
break
case "AP":
output="GBLO"
break
case "EN":
output="GBLO"
break
case "GB":
output="GBLO"
break
case "LM":
output="GBLO"
break
case "LS":
output="GBLO"
break
case "B8":
output="HUBU"
break
case "HU":
output="HUBU"
break
case "FX":
output="JPTO"
break
case "JN":
output="JPTO"
break
case "OK":
output="JPTO"
break
case "T2":
output="JPTO"
break
case "T3":
output="JPTO"
break
case "TK":
output="JPTO"
break
case "ME":
output="MXMC"
break
case "MX":
output="MXMC"
break
case "NO":
output="NOOS"
break
case "OS":
output="NOOS"
break
case "FD":
output="NYFD"
break
case "NY":
output="NYSE"
break
case "KD":
output="NZAU"
break
case "ND":
output="NZAU"
break
case "NZ":
output="NZAU"
break
case "WL":
output="NZWE"
break
case "PD":
output="PLWA"
break
case "PL":
output="PLWA"
break
case "O2":
output="SEST"
break
case "ST":
output="SEST"
break
case "SW":
output="SEST"
break
case "CE":
output="USNY"
break
case "M4":
output="USNY"
break
case "US":
output="USNY"
break
case "JH":
output="ZAJO"
break
case "SA":
output="ZAJO"
break
case "X1":
output="ZAJO"
break
case "ZA":
output="ZAJO"
break
default:
output='Sat/Sun'
break
}
;

14

 

s.status

output="ACTIVE";

15

 

s.tradeCode

output="[ID_BB_GLOBAL]";

16

NAME

NAM

 

17

SECURITY_NAME

s.name

if("[SECNUM]"=="10"){    output="[NAME]"}else{    output="[SECURITY_NAME]"};

18

SECURITY_TENOR_TWO

s.tenor

if("[s.subType]"=='TR')
{    
def str = "[TICKER]"    
def lgt = str.length()    
if((str.substring(lgt-1,lgt)=='M')||(str.substring(lgt-1,lgt)=='Y')||(str.substring(lgt-1,lgt)=='D')||(str.substring(lgt-1,lgt)=='W'))    
{        
if(str.substring(lgt-3,lgt-2)=='1')        
{            
output='1Y'        
}        
else        
{            
output=str.substring(lgt-2)        
}    
}    
else    
{        
def str2 = "[SECURITY_NAME]"        
def lgt2 = str2.length()        
if((str2.substring(lgt2-1,lgt2)=='M')||(str2.substring(lgt2-1,lgt2)=='Y')||(str2.substring(lgt2-1,lgt2)=='D')||(str2.substring(lgt2-1,lgt2)=='W'))                
if(str2.substring(lgt2-3,lgt2-2)=='1')            
{                
output='1Y'            
}            
else            
{                
output=str2.substring(lgt2-2)            
}    
}}
else if("[s.subType]"=='SR')
{    
output="[SECURITY_TENOR_TWO]"
};

19

 

s.tags

output="Reference data-Bloomberg index"
;

20

 

s.securityCode

if("[s.subType]"=='TR')  
{   
if("[CRNCY]"=='EUR')   
{
if("[TICKER]".substring(0,3)=='EUR')
{
output = "EURIB"+"[s.tenor]"
}
else
{
output = "EURLI"+"[s.tenor]"
}
}
else
{  
output = "[CRNCY][s.tenor]"
}       
}      
else    
{ 
output = "[TICKER]"     
}   
;                      

21

TICKER

s.keyFigures

if("[TICKER]"!='') {output="***BloombergId=2000-01-01=[TICKER]"}else {output="***"}
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