Stamdata debt instruments updates

1

ShortName

s.name

2

ISIN

s.isinCode

3

Currency

s.currency

4

s.securityCode

output="[ISIN]"+"_"+"[Currency]";

5

Issuer_CountryCode

s.country

6

MaturityDate

s.maturityDate

7

MaturityPrice

s.maturityPrice

8

CurrentInterestType

INTTYPE

9

table_IssueTermDate

COUPONLIST

10

s.coupons

if("[CurrentInterestType]"=="Fixed")
{
output="[CurrentCouponRate]"
}
else
{
output=""
}
;

11

CurrentCouponRate

s.coupon

if("[CurrentInterestType]"=="Fixed")
{
output="[CurrentCouponRate]"
}
else
{
output=""
}
;

12

priceData

pricevector

13

s.macaulayDuration

def pd=FAFormat?.get("pricevector");
if(pd&&pd.get("Duration")&&pd.get("PriceDate"))
{output=pd.get("PriceDate")+"="+pd.get("Duration");}
else
{output=""}
;

14

s.modifiedDuration

def pd=FAFormat?.get("pricevector");
if(pd&&pd.get("ModifiedDuration")&&pd.get("PriceDate"))
{output=pd.get("PriceDate")+"="+pd.get("ModifiedDuration");}
else
{output=""}
;

15

s.ytm

def pd=FAFormat?.get('pricevector');
if(pd&&pd.get('Yield')&&pd.get('PriceDate'))
{output=pd.get('PriceDate')+"="+Double.parseDouble(pd.get('Yield'))*100;}
else
{output=''}
;

16

CurrentMargin

s.spread

17

CurrentOutstandingAmount

s.share

18

table_IssueRating

IssueRating

19

moody

def moodyRatingChar=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "Moody"}?.IssueRating?.Rating;
def moodyDate=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "Moody"}?.IssueRating?.RatingDate;
if((moodyRatingChar==null)||(moodyRatingChar=='N.A.')||(moodyRatingChar=='N.S.')||(moodyRatingChar=='NR')||(moodyRatingChar=='WR')||(moodyRatingChar=='Unsolicited')||(moodyRatingChar=='e, p'))
{output = ""}
else
{output="MCR="+moodyDate+"="+moodyRatingChar}
;

20

sp

def spRatingChar=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "S&P"}?.IssueRating?.Rating;
def spDate=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "S&P"}?.IssueRating?.RatingDate;
if((spRatingChar==null)||(spRatingChar=='N.A.')||(spRatingChar=='N.S.')||(spRatingChar=='NR')||(spRatingChar=='WR')||(spRatingChar=='Unsolicited')||(spRatingChar=='Pr'))
{output = ""}
else
{output="SPCR="+spDate+"="+spRatingChar}
;

21

fitch

def fitchRatingChar=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "Fitch"}?.IssueRating?.Rating;
def fitchDate=FAFormat.get("IssueRating")?.find{it.IssueRating.RatingCompany == "Fitch"}?.IssueRating?.RatingDate;
if((fitchRatingChar==null)||(fitchRatingChar=='N.A.')||(fitchRatingChar=='N.S.')||(fitchRatingChar=='NR')||(fitchRatingChar=='WD')||(fitchRatingChar=='Expected')||(fitchRatingChar=='RD'))
{output=''}
else
{output="FCR="+fitchDate+"="+fitchRatingChar}
;

22

RATING

if(("[moody]"!='')&&("[sp]"!='')&&("[fitch]"!=''))
{output="[moody]"+":"+"[sp]"+":"+"[fitch]"}
else
{if(("[moody]"!='')&&("[sp]"!='')&&("[fitch]"==''))
{output="[moody]"+":"+"[sp]"}
else
{if(("[moody]"!='')&&("[sp]"=='')&&("[fitch]"!=''))
{output="[moody]"+":"+"[fitch]"}
else
{if(("[moody]"=='')&&("[sp]"!='')&&("[fitch]"!=''))
{output="[sp]"+":"+"[fitch]"}
else
{if("[moody]"!='')
{output="[moody]"}
else
{if("[sp]"!='')
{output="[sp]"}
else
{if("[fitch]"!='')
{output="[fitch]"}
else
{output=''}
}
}
}
}
}
}
;

23

EarlyRedeemedDate

s.callDate

if(("[EarlyRedeemedDate]"!='')&&("[EarlyRedeemedDate]"!='null')&&("[EarlyRedeemedDate]"!='N.A.'))
{output="[EarlyRedeemedDate]"}
else
{output=""}
;

24

s.keyFigures

if(("[RATING]"!=""))
{
output="***:"+"[RATING]"
}
else
{
output=""
}
;

25

CURR

output = ""
if((!"[s.currency]"?.trim())||("[s.currency]"=='N.A.'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01" // Any new allocations are set on the specified date
if(s){
def allocs = s.getAllocationsOnDate(new Date(), "CURR")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[s.currency]"){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[s.currency]"){
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('CURR') && allocationsChanged){
output += ",CURR:"+ allocationDate +":"+"[s.currency]"+"=100"
}
}
;

26

CTRY

switch("[s.country]")
{
case "AW":
output="533"
break
case "AF":
output="004"
break
case "AO":
output="024"
break
case "AI":
output="660"
break
case "AX":
output="248"
break
case "AL":
output="008"
break
case "AD":
output="020"
break
case "AN":
output="530"
break
case "AE":
output="784"
break
case "AR":
output="032"
break
case "AM":
output="051"
break
case "AS":
output="016"
break
case "AQ":
output="010"
break
case "TF":
output="260"
break
case "AG":
output="028"
break
case "AU":
output="036"
break
case "AT":
output="040"
break
case "AZ":
output="031"
break
case "BI":
output="108"
break
case "BE":
output="056"
break
case "BJ":
output="204"
break
case "BQ":
output="535"
break
case "BF":
output="854"
break
case "BD":
output="050"
break
case "BG":
output="100"
break
case "BH":
output="048"
break
case "BS":
output="044"
break
case "BA":
output="070"
break
case "BY":
output="112"
break
case "BZ":
output="084"
break
case "BM":
output="060"
break
case "BO":
output="068"
break
case "BR":
output="076"
break
case "BB":
output="052"
break
case "BN":
output="096"
break
case "BT":
output="064"
break
case "BV":
output="074"
break
case "BW":
output="072"
break
case "CF":
output="140"
break
case "CA":
output="124"
break
case "CC":
output="166"
break
case "CH":
output="756"
break
case "CL":
output="152"
break
case "CN":
output="156"
break
case "CI":
output="384"
break
case "CM":
output="120"
break
case "CD":
output="180"
break
case "CG":
output="178"
break
case "CK":
output="184"
break
case "CO":
output="170"
break
case "KM":
output="174"
break
case "CV":
output="132"
break
case "CR":
output="188"
break
case "CU":
output="192"
break
case "CW":
output="531"
break
case "CX":
output="162"
break
case "KY":
output="136"
break
case "CY":
output="196"
break
case "CZ":
output="203"
break
case "DE":
output="276"
break
case "DJ":
output="262"
break
case "DM":
output="212"
break
case "DK":
output="208"
break
case "DO":
output="214"
break
case "DZ":
output="012"
break
case "EC":
output="218"
break
case "EG":
output="818"
break
case "ER":
output="232"
break
case "EH":
output="732"
break
case "ES":
output="724"
break
case "EE":
output="233"
break
case "ET":
output="231"
break
case "FI":
output="246"
break
case "FJ":
output="242"
break
case "FK":
output="238"
break
case "FR":
output="250"
break
case "FO":
output="234"
break
case "FM":
output="583"
break
case "FX":
output="249"
break
case "GA":
output="266"
break
case "GB":
output="826"
break
case "GE":
output="268"
break
case "GG":
output="831"
break
case "GH":
output="288"
break
case "GI":
output="292"
break
case "GN":
output="324"
break
case "GP":
output="312"
break
case "GM":
output="270"
break
case "GW":
output="624"
break
case "GQ":
output="226"
break
case "GR":
output="300"
break
case "GD":
output="308"
break
case "GL":
output="304"
break
case "GT":
output="320"
break
case "GF":
output="254"
break
case "GU":
output="316"
break
case "GY":
output="328"
break
case "HK":
output="344"
break
case "HM":
output="334"
break
case "HN":
output="340"
break
case "HR":
output="191"
break
case "HT":
output="332"
break
case "HU":
output="348"
break
case "ID":
output="360"
break
case "IM":
output="833"
break
case "IN":
output="356"
break
case "IM":
output="833"
break
case "IO":
output="086"
break
case "IE":
output="372"
break
case "IR":
output="364"
break
case "IQ":
output="368"
break
case "IS":
output="352"
break
case "IL":
output="376"
break
case "IT":
output="380"
break
case "JM":
output="388"
break
case "JE":
output="832"
break
case "JO":
output="400"
break
case "JP":
output="392"
break
case "KZ":
output="398"
break
case "KE":
output="404"
break
case "KG":
output="417"
break
case "KH":
output="116"
break
case "KI":
output="296"
break
case "KN":
output="659"
break
case "KR":
output="410"
break
case "KW":
output="414"
break
case "LA":
output="418"
break
case "LB":
output="422"
break
case "LR":
output="430"
break
case "LY":
output="434"
break
case "LC":
output="662"
break
case "LI":
output="438"
break
case "LK":
output="144"
break
case "LS":
output="426"
break
case "LT":
output="440"
break
case "LU":
output="442"
break
case "LV":
output="428"
break
case "MO":
output="446"
break
case "MA":
output="504"
break
case "MC":
output="492"
break
case "MD":
output="498"
break
case "MG":
output="450"
break
case "MV":
output="462"
break
case "MX":
output="484"
break
case "MH":
output="584"
break
case "MK":
output="807"
break
case "ML":
output="466"
break
case "MT":
output="470"
break
case "MM":
output="104"
break
case "ME":
output="499"
break
case "MN":
output="496"
break
case "MP":
output="580"
break
case "MZ":
output="508"
break
case "MR":
output="478"
break
case "MS":
output="500"
break
case "MQ":
output="474"
break
case "MU":
output="480"
break
case "MW":
output="454"
break
case "MY":
output="458"
break
case "YT":
output="175"
break
case "NA":
output="516"
break
case "NC":
output="540"
break
case "NE":
output="562"
break
case "NF":
output="574"
break
case "NG":
output="566"
break
case "NI":
output="558"
break
case "NU":
output="570"
break
case "NL":
output="528"
break
case "NO":
output="578"
break
case "NP":
output="524"
break
case "NR":
output="520"
break
case "NZ":
output="554"
break
case "OM":
output="512"
break
case "PK":
output="586"
break
case "PA":
output="591"
break
case "PN":
output="612"
break
case "PE":
output="604"
break
case "PH":
output="608"
break
case "PW":
output="585"
break
case "PG":
output="598"
break
case "PL":
output="616"
break
case "PR":
output="630"
break
case "KP":
output="408"
break
case "PT":
output="620"
break
case "PY":
output="600"
break
case "PS":
output="275"
break
case "PF":
output="258"
break
case "QA":
output="634"
break
case "RE":
output="638"
break
case "RO":
output="642"
break
case "RO":
output="642"
break
case "RU":
output="643"
break
case "RW":
output="646"
break
case "SA":
output="682"
break
case "CS":
output="891"
break
case "SD":
output="736"
break
case "SN":
output="686"
break
case "SG":
output="702"
break
case "GS":
output="239"
break
case "SH":
output="654"
break
case "SJ":
output="744"
break
case "SB":
output="090"
break
case "SL":
output="694"
break
case "SV":
output="222"
break
case "SM":
output="674"
break
case "SO":
output="706"
break
case "PM":
output="666"
break
case "RS":
output="688"
break
case "SS":
output="728"
break
case "ST":
output="678"
break
case "SR":
output="740"
break
case "SK":
output="703"
break
case "SI":
output="705"
break
case "SE":
output="752"
break
case "SZ":
output="748"
break
case "SX":
output="534"
break
case "SC":
output="690"
break
case "SY":
output="760"
break
case "TC":
output="796"
break
case "TD":
output="148"
break
case "TG":
output="768"
break
case "TH":
output="764"
break
case "TJ":
output="762"
break
case "TK":
output="772"
break
case "TM":
output="795"
break
case "TL":
output="626"
break
case "TP":
output="626"
break
case "TO":
output="776"
break
case "TT":
output="780"
break
case "TN":
output="788"
break
case "TR":
output="792"
break
case "TV":
output="798"
break
case "TW":
output="158"
break
case "TZ":
output="834"
break
case "UG":
output="800"
break
case "UA":
output="804"
break
case "UM":
output="581"
break
case "UY":
output="858"
break
case "US":
output="840"
break
case "UZ":
output="860"
break
case "VA":
output="336"
break
case "VC":
output="670"
break
case "VE":
output="862"
break
case "VG":
output="092"
break
case "VI":
output="850"
break
case "VN":
output="704"
break
case "VU":
output="548"
break
case "WF":
output="876"
break
case "WS":
output="882"
break
case "YE":
output="887"
break
case "YU":
output="891"
break
case "ZA":
output="710"
break
case "ZM":
output="894"
break
case "ZR":
output="180"
break
case "ZW":
output="716"
break
default:
output=''
}
;"},

27

M49

output = ""
if((!"[Issuer_CountryCode]"?.trim())||("[Issuer_CountryCode]"=='N.A.'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01" // Any new allocations are set on the specified date
if(s){
def allocs = s.getAllocationsOnDate(new Date(), "M49")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[CTRY]"){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[CTRY]"){
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('M49') && allocationsChanged){
output += ",M49:"+ allocationDate +":"+"[CTRY]"+"=100"
}
}
;

28

CFICode

CFI

29

ISO10962

output = ""
if((!"[CFICode]"?.trim())||("[CFICode]"=='N.A.')||("[CFICode]"==''))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01" // Any new allocations are set on the specified date
if(s){
def allocs = s.getAllocationsOnDate(new Date(), "ISO10962")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[CFI]".substring(0,2)){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[CFI]".substring(0,2)){
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('ISO10962') && allocationsChanged){
output += ",ISO10962:"+ allocationDate +":"+"[CFI]".substring(0,2)+"=100"
}
}
;

30

s.allocations

output="***[CURR][M49][ISO10962]"
;

31

RiskSpecification_20120319

s.profileAttributes

if(("[RiskSpecification_20120319]"=="4")){    output="security.sii.coveredBond=true:String"}else{    output="security.sii.coveredBond=false:String"};