Before the v7, in order to serialize specific indicators calculated by the internal quant libraries, virtual methods like CSRInstrument::GetCalculationData and CSRInstrument::SetCalculationData were used. These methods are not deprecated and a specific implementation of the class CSRComputationResults should be used. The goal of this post is to explain how to declare such a class and to give a complete sample ready to use.

In my previous post, I've described how to update third parties using the API, as it was done by several Misys clients. This time, continuing on this subject, I will explain how to update third parties, using XML files. I remembered that I've implemented this solution at least one time by a client, in a web service. Third parties were updated using the Sophis xml definition, that you can find in the party.xsd file stored in the schema folder. The web service implementation is already described more in details in this post : "How to develop a IIS webservice using the API". Unfortunately, the C++ code is not anymore maintained in the v7: C++ header files that were present in the Low Level Toolkit folders are not delivered anymore. A workaround exists, this is the subject of this post of how to replace this code.

For clients on which the Sophis Risque or Sophis Value was already installed, during the migration, it is quite easy to detect which modifications have to be done when comparing the code. But this step is only one of the different tasks that have to be done. For example, almost nothing was changed on the interface CSRThirdParty (eq CSMThirdParty in C#) concerning the third parties (entities, depositaries, counterparties, brokers...). But unlucky, when trying to use some piece of code that permits to update the external reference, the domiciliation, the broker or whatever which field, you will got an exception in v7, indicating that the method is not implemented. This is a well known problem on each client migration.

When overloading Sophis dialogs with the toolkit, you need the Win32 resource IDD of the dialog in order to get the resource template somewhere in the Sophis dll's (in most cases in the SophisRiskEn.dll), and customize it by adding new controls. In previous versions of Sophis, there was an option that permitted to display this IDD, by right double-clicking on the Sophis logo in the About box, and, after, by right clicking in the dialog.

Right-clicking it in the v7 About box does not enable it anymore, even if this option is still usefull. Looking at the code of the dialog, I've found finally the way to display it. The goal of this post is to share it.

Using the Sophis toolkit, it is easy to save user data by filling the parameter columnName in the CSRElement constructor and the ones of its derivated classes. When overriding the CSRInstrumentDialog class, the data will be then stored in a field of the Sophis native Oracle table TITRES, on which you have to add the expected field. Prefixing the field to remember that the field was created by the client is the common rule used. For other user data on which an entire Oracle table needs to be created, it is safe to override the CSRFitDialog::Save method too. Now, if you have to store other data even when having no GUI open, when using batches for example, the best is to add an implementation of the CSRInstrumentAction class, and to save data on the callback NotifyCreated and NotifyModified. All these things are basic concepts explained in the Sophis documentation. There are some cases on which we need to save data after the Oracle commit. This post will explain how to implement it.

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.

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.

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.

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.

In most cases, when installed on the local hard disk, there is no problem to launch Sophis Risque.

Launching Sophis Risque from a network shared folder is quite a little bit harder, due to the fact that Sophis Risque loads 3 .Net assemblies which have to be registered on the GAC.

If you need to run SQL scripts in order to update some deals stored into the Oracle table of deals, HISTOMVTS, several things have to be done in  order to permit the update done by the Oracle triggers at the same time. The steps to respect are the following ones:

Something quite easy, not necessary done every day, but that could be usefull in some cases... I just wonder that the method was not static. This post gives the solution:

Sometimes, we need to save informations ourselves in some Oracle table without using the mapping between some CSREdit control and some field in the Oracle TITRES table. Sadly, on Sophis Risque, and despite several requests I made, there is no specific callback to implement for the Oracle rollback or commit. Thus, the only way to implement the save of additional informations, and recommended by Sophis, is the following one:

In most cases, and on versions of Sophis Risque before the 6.0, it is not possible to access to the native fields using the toolkit Sopshis method GetElementByRelativeId, beacause such fields are not natively a CSRElement.

The goal of this post is to show how to use the Low Level Toolkit, in order to update the display, and the internal structure on a specific case (Folio creation/modification).

For the newbies, this website already existed before. It was created first in 2007, just at the end of the boost of the derivatives business and just before the subprime crisis. The first website was really open to everybody, with almost the same services as it is proposed in the actual one.