AM FRONT END IMPLEMENTATION GUIDE

Overview of Input and Processing

AM.VAL.PARAMETER

This file must be used to parameterise the display in the AM Front-End. It is used to define the
following:

 Order of display of the currencies, group of assets, sub-assets.

 Group of assets for main Front-End view

 Drill-downs

Some fields have been created in this file for future use. If a field is not explained in the chapters
below, it is not fully implemented in the current version and will be in a future release.

Record ID

The id of AM.VAL.PARAMETER is either a USER ID or “SYSTEM” record.

“SYSTEM” record specifies the default values. It will be used if no specific record has been created
for the user who is launching the Front-End. If a record is defined with the USER ID, this record
will automatically be used.

The “SYSTEM” record is mandatory. It must exist.

Display order

The file AM.VAL.PARAMETER allows the choice of the sorting to be applied for asset type, sub
asset type and currency display. This is specified respectively in fields DISP.ASSET.TYPE,
DISP.SUBASSET.TYPE and DISP.CURRENCY.

For each of them, 3 choices are possible:

 Ascending  Sorted by ascending order

 Descending  Sorted by descending order

 New List  This choice opens the following multi-value field for input (Respectively
ASSET.TYPE, SUB.ASSET.TYPE and CURRENCY). This field must be filled with a sorted list of
items that will be replicated on the display.

DISP.CURRENCY can take two additional values:

 Ascending Amt  Sorted by ascending amount (Valuation).
 Descending Amt  Sorted by descending amount (Valuation).

Here is an example of setting:

Figure 1 – Setting of the display order in AM.VAL.PARAMETER

Groups of assets

The Main view of the AM Front-End is as follows:

Figure 2 - View the Example of main view of the AM Front-End

The rows are defined in the AM.VAL.PARAMETER file. They are representing a group of asset
types. Those groups are defined as follows:
 A 2-digits code set in field GRP.CODE.

 A label set in GRP.DESC. It is the label that is displayed in the first column of the main view

 A list of asset types specified in sub-value fields ASSET.NO.

An asset type must be part of one group only otherwise the value of the positions in the asset will be
amounted several times in the valuation.
 A flag FOR.MEMORY. It is used to decide if the group must be considered as a standard asset
type group (to be displayed on top of SUM ASSET row in figure 3) or if it must be displayed as
a separate line (this is here the case of the row “Others – For Memory”).
If set to No, Standard asset group
If set to Yes, “For Memory” group

This information will make the creation of the first grid.

Here is the setting of the group in AM.VAL.PARAMETER that is resulting to the main view.

Figure 3 – Setting of the groups of assets

Note:
A few details about the group “For Memory”:
 We recommend the use of code “OT” for the group “For Memory”.

 We recommend the creation only one group with flag “For Memory” set to “Yes”.

 The Label “ – For Memory” is automatically added at the display level.

 Its values are not summed to the “TOTAL” line

The row “SUM LIABILITIES”:

 This row is included (hard-coded) all asset type 6 that are the Loans in T24.

 It is summed in the “TOTAL” line.

Drill-downs

The drill-downs are available in the Detail view of the AM Front-End.

Figure 4 - Detail view with drill-down pop-up on right click

The Drill-down list is available when right clicking on a position.

The drill-down can be defined by asset or sub-asset type. It is an exclusive choice: if any drill-down
is defined at sub-asset type level, all drill-down must be defined so.

The drill-down are defined in AM.VAL.PARAMETER in the following multi-value set:

 An Id defined in field ENQ.MNEMONIC.

 The name of the enquiry, version or script to be launched. Enquiry is defined in field
ENQUIRY.ID, the version and script in VERSION.ID.

 A list of pre-defined criteria for enquiry or values for fields for version defined in the T24
standard sub-value set SEL.FIELD, SEL.OPERAND and SEL.VALUE.

Here is an example of the definition of drill-downs:

 Figure 5 – Setup of the drill-downs.

The drill-downs are done on any versions or enquiries that have been created in T24. The fields that
can be used in SEL.VALUE are either
 A defined field of enquiry VB.SC.VALUATION.EXTRACT

 A constant (between “”) – Ex: “USD”

 A parameter from the list below:

PortfolioNumber
CustomerNumber
PortfolioNumberSuffixe
Currency
Quantity
Now
AccountingDate
Depository(or Depositaire)
SECURITY.NO
Designation
AmountIn
AccruedInterAmount
CostPrice
GrossAmount
MarketPrice
TotalPortfolioPerc
CouponDate
CpnYear
InterestRate
Rating
Yield
 Duration
UnrPLPerc
UnrPLUSDPerc
TotUnrPLPerc
Maturity
CurTime
UserId
LTDATE

Link Drill-downs to the positions

A drill-down is used only if it is linked to positions. These drill-downs can be linked at two levels:
 To the asset type groups.

 This is done in the same multi-value as the creation of the group by inputting additional fields.

Figure 6 – Link drill-downs to asset groups

 The Mnemonic and the name of the enquiry or version of the drill-down must be repeated
respectively in sub-value fields MNEMONIC and ENQ.VER.ID.

 The field DD.LABEL is containing the name of the drill-down that will appear when right-
clicking on the position.

 The field VER.FUNCTION is only to be inputted for version. It can take the following values:

 A  Open the version in Authorize mode

 C  Create a new record

 D  Open the version in Delete mode

 H  Open the version in History restore mode

 I  Open the version in Input mode

 R  Open the version in Reverse mode

 S  Open the version in See mode

 V  Open the version in Verify mode

 To the sub-asset types

 TO BE DONE with sub-asset screenshots and explanations.

 The sub-asset setting is to be done at the drill-down level. A selection of sub-asset types is listed
in the multi-value field SUB.ASSET.NO. Then all positions, which the sub-asset is specified for a
drill-down, will have the drill-down available in the detail windows when right clicking on the
position.

Figure 7 – Link drill-downs to sub-asset types

 Note: the label and function (for version) are to be set at the asset type group level, even if the
drill-down are defined at the sub-asset level.

As already explained, the link is exclusive: drill-downs are linked to either asset groups or sub-asset
types, no mix is possible.

Windows registry entries

Some information is written into the windows registry under the key:

HKEY_CURRENT_USER\Software\Temenos Systems\Portfolio\Settings

This is to save windows positions (left, top, height, width) in order to recover them once launching
the front-end again.
This key is not created while deploying the application. Values are updated while moving or
resizing windows. It means that whether the key is removed, launching the front-end again will not
cause an exception error. If the key cannot be found, it will be created.

However, if the application must be removed, this key must be manually removed as the uninstall
shield does not remove it.

Config.ini

The config.ini file is installed in the same directory as the portfolio.exe program.

In this file, it is possible to define different types of information:

 Specification of the columns/ranks to be created

 Choice of the columns content for Detail view

 Some print set-up

 Switch debug mode

 Format of nominal for SC products

The other information that is set in config.ini and that is not described here cannot be changed.
Changing this information may have some negative consequences on the behaviour of the AM
Front-End.

Columns build

The detail view can be used to display a maximum of 16 columns. Each column can be extended to
three lines (called rank); therefore three fields can be displayed in the same column for the same
position.

The columns are built in section [CONFIG]. The columns to be created are listed as follow:

COLUMN_ID_Cnr = c
Where n = Column ID (numeric)
r = Rank (a, b or c) in the column (horizontal position)
c = Column number
 Figure 8 - Example of column definition in config.ini section [CONFIG]

Note: the size and alignment of each column is fixed and cannot be changed.

Columns content set-up

It is possible to modify the content of the column per group of assets by updating the section
[COLUMNS] in the config.ini.

The setting is done as follow:

GC Cc FieldName Label

Where
GC is the Group of assets code defined in AM.VAL.PARAMETER.
Cc is the column (and rank) reference defined in section [CONFIG] (Cf. . Columns build).
Label is the header of the column to be displayed in the view.
FieldName can be:
 A field returned of the enquiry VB.SC.VALUATION.EXTRACT

 A field that is internally calculated. To be chosen in the following list:

Field name Description
GROSSAMOUNT Gross cost price
= (COST.PRICE / Market cost) * ESTIMATION
CURRENCY_RATE Cross rate between position currency and selected
display currency
PERCENT_OF_C9a How much does the position represent in the
portfolio (in %)
= Total position value / Total portfolio value
= (ESTIMATION + ACCRUED.INT) / Total
portfolio
TOTAL_PERFORMANCE Unrealized P&L – Currency effect
= (TOT.UNRL.MKT + TOT.UNRL.CCY) /
VALUE.REF.CCY

Here is an example of the setting for group of asset “Financial Account”:

 Figure 9 - Example of column content setting in config.ini section [COLUMNS]

Total in the Detail view

Breaks (“Total”) are automatically performed per sub-asset types for the following columns:
 Column 6 rank a
It is labelled “Total “ + Group of assets name.
It is recommended to include field ESTIMATION in column 6 rank a.
 Column 6 rank b
It is labelled “Accrued Interest”
It appears only if the sum of column 6 rank b is not empty.
It is recommended to include field ACCRUED.INT in column 6 rank b.
 Column 8 rank a
Label is shared with the one of column 6 rank a.
It is recommended to include field PERCENT_OF_C9a in column 8 rank a.

Specific update or calculation of the fields in the Front-End

Some field values are modified or re-calculated directly in the Front-End
Here is the technical detail of these updates:

GROSSAMOUNT
Object Gross cost price
Calculation formula GROSSAMOUNT = (Cost Price / Market Price) * Estimation
Calculation Detail If GR.COST.PRICE or MARKET.PRICE is displayed in a
previous column, the latest of them (latest column) is the
MCost.

If NO.NOMINAL  0
And COST.PRICE  0
And MCost  0

GROSSAMOUNT = (COST.PRICE / MCost) * ESTIMATION

Notes ESTIMATION and COST.PRICE must be displayed in a
previous column. Otherwise, GROSSAMOUNT=0
Format "##,##0.00"
Where the number of decimal is the one of the display
currency in table CURRENCY
Convert into display Yes
ccy

INTEREST.DATE
Object Next accrued interest date
Calculation formula N/A
Calculation Detail If accrued interest is not null,
INTEREST.DATE = "Accrued interest since " +
INTEREST.DATE
Notes
Format N/A
Convert into display No
ccy

CURRENCY_RATE
Object Cross rate between position currency and selected display
currency
Calculation formula N/A
Calculation Detail Conversion of 1 unit of SECURITY.CCY into display currency
Notes SECURITY.CCY must be displayed in a previous column
Format "#,##0.000000"
Convert into display N/A
ccy

ACCRUED.INT
Object Accrued interest
Calculation formula
Calculation Detail = ACCRUED.INT
Notes This field is just formatted
Format "##,##0.00"
Where the number of decimal is the one of the display
currency in table CURRENCY
Convert into display Yes
ccy

PERCENT_OF_C9a
Object How much does the position represent in the portfolio (in %)
Calculation formula = Total position value / Total portfolio value
Calculation Detail = (ESTIMATION + ACCRUED.INT) / Total portfolio
Notes ESTIMATION and ACCRUED.INT must be displayed in a
previous column
Format "0.00 %"
Convert into display Yes
ccy

UNREAL.PL.REF.CCY
Object Unrealized P&L – Market effect
Calculation formula = TOT.UNRL.MKT / VALUE.REF.CCY
Calculation Detail If a column “C4” is defined for this group of assets in config.ini,
the following calculation is processed:
 = (TOT.UNRL.MKT / VALUE.REF.CCY) * (100 if group is “BO”
or “SH”)
Notes The test on C4 is not fully understandable
Format “0.00 %” or “0,000.00 %” depending on the amount
Convert into display N/A
ccy

TOT.UNRL.CCY
Object Unrealized P&L – Currency effect
Calculation formula = TOT.UNRL.CCY / VALUE.REF.CCY
Calculation Detail If a column “C4” is defined for this group of assets in config.ini,
the following calculation is processed:

= (TOT.UNRL.CCY / VALUE.REF.CCY) * (100 if group is “BO”

or “SH”)
Notes The test on C4 is not fully understandable
Format “0.00 %” or “0,000.00 %” depending on the amount
Convert into display N/A
ccy

TOTAL_PERFORMANCE
Object Unrealized P&L – Currency effect
Calculation formula = (TOT.UNRL.MKT + TOT.UNRL.CCY) / VALUE.REF.CCY
Calculation Detail If a column “C4” is defined for this group of assets in config.ini,
the following calculation is processed:

= (TOT.UNRL.MKT + TOT.UNRL.CCY) / VALUE.REF.CCY *

(100 if group is “BO” or “SH”)
Notes The test on C4 is not fully understandable
Format “0.00 %” or “0,000.00 %” depending on the amount
Convert into display N/A
ccy

NO.NOMINAL
Object Nominal
Calculation formula
Calculation Detail = NO.NOMINAL
Notes
Format If APPLICATION = “SC”
“#,##0.00”
Where number of decimals is taken from field
NO.NOMINAL_GroupCode of tag [DECIMAL] in config.ini (for
SC only).

Else
"#,##0.00"
Where the number of decimal is the one of the base currency
(SECURITY.CCY) in table CURRENCY
Convert into display No
ccy
ESTIMATION
Object Value of the position (without accrued interest)
Calculation formula
Calculation Detail = ESTIMATION
Notes
Format Format of display currency with “,” as thousand separator
Convert into display Yes
ccy

All other field names

Object Relative content of SC.VALUATION.EXTRACT
Calculation formula = Return value of enquiry VB.SC.VALUATION.EXTRACT
Calculation Detail
Notes
Format = Format of column in enquiry VB.SC.VALUATION.EXTRACT
Convert into display No
ccy

Some print set-up

It is possible to set specific group title for the print that is launched from the Performance graphic
view. It is done in section [CONFIG] as follow:
APPLICATION_GC = Label

Where
GC is the Group of assets code defined in AM.VAL.PARAMETER.
Label is the name of the group to be displayed in the printing launched from performance
display.

Figure 10 - Example of label for print setting in config.ini section [CONFIG]

 Figure 11 - Extract of the resulting print sample

Important note: All group codes that are created in AM.VAL.PARAMETER must be created in this
section. If not the AM Front-End will not be initiated correctly.

Log file

T24 automatically generates a log file that is tracking the errors tracked by the Front-End.
Additionally, it is possible to make the system generate additional tracking information (names of
the VB routines that are called…) by setting a flag in config.ini file in section [CONFIG]:
Debug.CreateLogFile = FALSE / TRUE
If set to TRUE, the log file will be generated.

The log file Portfolio_Error_Description.log is generated in directory

C:\Documents and Settings\UserName\Local Settings\Temp
Where UserName is the Windows user id.

Figure 12 - Example of setting of log file in config.ini section [CONFIG]

Note: The generated log file contains very technical information.

Decimal setting for nominal of SC products

It is possible to set in config.ini file the number of decimals that the user wants to visualise in the
Detail view of the SC products for the field NO.NOMINAL.
It is to be added in the section [DECIMAL] as follow:
NO.NOMINAL_GC=n
Where
 GC is the Group of assets code defined in AM.VAL.PARAMETER. This will only be
applicable for groups of application SC.
n is the number of decimals to be displayed.

By default, if those lines are not set, the number of decimals is 0.

Figure 13 - Example of setting the decimals for Nominal in config.ini section [DECIMAL]

Some clever

This section has objects to provide some additional idea for modifying or turning around
functionalities or processes of the front-end. These arrangements are just provided to help in the
implementation of some specific requirements but are not guaranteed.

Change format of field in Detail view

For most of the fields (except the ones specified in Page 17: Columns content set-up), the format of
the figures displayed into the Detail view is directly taken from the enquiry
VB.SC.VALUATION.EXTRACT. Then, by modifying the format at this level, you can modify
most fields

For example, if the bank wants to display the “coupon per year” with 2 decimals.
This column is from the field COUP.PR.YEAR in the config.ini section [COLUMN]:

Figure 14 - Setting of the column “Cpn/Year” for BO

By changing the relevant field LENGTH.MASK from value “19L” to “19L2” in the enquiry
VB.SC.VALUATION.EXTRACT the format of the “Cpn/Year” column will be changed to 2
decimals:
 Figure 15 – Update format in the enquiry VB.SC.VALUATION.EXTRACT

Figure 16 - Format of “Cpn/Year” with 2 decimals

Note:
Those modifications will affect all users and all products and must be performed on both enquiries,
VB.SC.VALUATION.EXTRACT and VB.SC.VEH.YYYYMM.

Add local information

The bank may require the display in the Detail view of a data that is not contained in any fields of
SC.VALUATION.EXTRACT. It is not possible to add a field in the valuation file, but the output of
enquiry VB.SC.VALUATION.EXTRACT can be overwritten by some CONVERSION routine.
This is a way to make those new data available for the Front-End. The conversion routine will get
the value of the new data and will overwrite a field that is not used in the display. This field that can
be used by the Front-End will then contain a different value than the standard one. The bank can
then display the data it requires.

This will required the creation of a conversion routine.

Note:
Those modifications will affect all users and all products.
This must be performed on both enquiries VB.SC.VALUATION.EXTRACT and VB.SC.VEH.YYYYMM.
Remove fields to reduce loading time

The enquiry VB.SC.VALUATION.EXTRACT is loading all available fields from file

SC.VALUATION.EXTRACT. Not all fields are required to be displayed. Then there is no use to load
all of them. The solution to select the fields to be loaded is to update the enquiry
VB.SC.VALUATION.EXTRACT by set to blank the fields that are not required (Field OPERATION of
ENQUIRY set to “”). Please see example below in which fields AC.CREDIT.INT.RATE,
AC.DEBIT.INT.RATE and ACCR.INT.REF.CCY are blanked:

Figure 17 – Fields set to blank in enquiry VB.SC.VALUATION.EXTRACT

Note:
Those modifications will affect all users and all products.

This must be performed on both enquiries VB.SC.VALUATION.EXTRACT and VB.SC.VEH.YYYYMM.