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Author: Created: 2/17/2012 1:03 PM RssIcon
My personal blog on ITQuants
By Philippe Bonneau on 3/27/2014 5:29 PM

On Sophis Risque 5.3.7 and Value equivalent version, some data needed for the pricing or that could be needed for traceability for regulatory convenience are not audited. Triggers and supplementary tables need to be defined in order to duplicate them, and to offer to the internal audit service the possibillity to know which user has modified the data.

By Philippe Bonneau on 3/24/2014 3:29 PM

Auditing some performance at one client, I needed to make some search on the database in order to see how the database is growing. This is a part of the results of this study and could be considered as a beginning to reference some other useful queries. It is using in most cases the audit tables and not the logs. Of course, the use of the Sophis logs could enhance the results made by these queries too.

By Philippe Bonneau on 3/14/2014 6:10 PM

On Sophis Risque and Value, it is possible to add specific user rights, by adding tabs on user/group configuration. Tabs and fields are added using the Oracle table USER_RIGHT_TABLE. On previous versions of Sophis, such rights were defined using C++ toolkit and the obsolete class CSRUserRights.

By Philippe Bonneau on 2/20/2014 6:39 PM

The Sophis API provides a method, CSRSqlQuery::MultipleWrite, which enables the developer to insert several records in one command, using arrays. Unfortunately, the method doesn't work fine if an error occurs during an insertion. In this case, next calls to this method will return unpredictable results, like not data found:

 This error occurs in fact only when the optional parameter that corresponds to the Oracle cursor is not filled. In this case, the global one which is used remains in uncertain state after the error. This error occurs at least on 5.3.4, 5.3.7 versions of Sophis Risque.

By Philippe Bonneau on 2/6/2014 6:59 PM

Even on x64 OS environment, it is not interesting to let the process using all the available memory. In some cases, like on CITRIX servers, the fact that one user consumes a lot of quantity will impact all users too. The goal of this post is to analyze all the possibilities that gives the MS SDK, in order to capture either bad memory allocation or to limit the process to a certain quantity of RAM.

By Philippe Bonneau on 1/21/2014 2:06 PM

Since it is not really clearly indicated in the documentation provided by Intel, it is possible to use the code coverage function provided by Intel XE Composer 2011 with VS2005. The only problem is that the results generated by the tool are not very user-friendly (html pages), and that some operations have to be done manually once the execution tests are finished.

By Philippe Bonneau on 12/6/2013 1:14 PM

When trying to use LoadGeneralElement with a CSREditList declared in the transaction dialog, without mapping it to an Oracle table, it does not work. The method will return true when getting some value of one cell, but the output address won't be filled, even if GetGeneralLineCount returns the right number of lines.

Some piece of code has to be added, using the internal callbacks.

By Philippe Bonneau on 11/25/2013 7:15 PM

I 've got today the following message, when I've tried to compile a dll that compiled fine before any change:

“LINK : fatal error LNK1561: entry point must be defined”

During my investigations for resolution, I've tried several tests that all failed:

By Philippe Bonneau on 11/14/2013 6:07 PM

In some cases, for example when changing user calculation preferences like the Delta Split, it is necessary to close the portfolio windows in order to take into account the modifications. Closing specific portfolio windows in Sophis Risque and Value is possible using the Windows SDK, MFC and the low level toolkit.

By Philippe Bonneau on 11/8/2013 11:42 AM

Fine, you just wanted to use a x64 OS, because you need to make a lot of calculations for financial softwares, make videos, to play or whatever else. You just forget that most of current applications are still in x86, with plugins in Explorer, providing right-click menu items, which, infortunately, won't appear in the x64 explorer, because the plugin is a dll which was x86 built and cannot be loaded by the x64 explorer...

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