BookControl

V8 Message Definiton

METADATA

Attribute	Value
Topic	1630-client-book-risk
MLink Token	SystemData
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''	SR client firm
bookStatus	enum - BookStatus		'TwoWay'
bookRiskMultiplier	FLOAT		1.0	book risk multiplier xRM
maxAccHaircut	FLOAT		1000000	xRM max preexpiration target haircut 3750
minAccRho	FLOAT		-1000	minimum accnt rho ddInt
maxAccRho	FLOAT		+1000	maximum accnt rho ddInt
minDDelta	INT		1000000	min accnt delta
maxDDelta	INT		1000000	max accnt delta
maxAccAbsWtVega	FLOAT		10000	xRM max account abs wtVega sum of abssymbol net wtVegawtVega ve vol sqrtmax01 years 4
minAccWtVega	FLOAT		-1000	xRM minimum accnt net wtVega
maxAccWtVega	FLOAT		+1000	xRM maximum accnt net wtVega
minIndWtVega	FLOAT		-1000	xRM minimum ind 0 net wtVega applies to each industry unless overriden by an IndustryControl record
maxIndWtVega	FLOAT		+1000	xRM maximum ind 0 net wtVega applies to each industry unless overriden by an IndustryControl record
minSubWtVega	FLOAT		-1000	xRM minimum sub 00 net wtVega applies to each subIndustry unless overriden by an IndustryControl record
maxSubWtVega	FLOAT		+1000	xRM maximum sub 00 net wtVega applies to each subIndustry unless overriden by an IndustryControl record
minGrpWtVega	FLOAT		-1000	xRM minimum grp 000 net wtVega applies to each indGroup unless overriden by an IndustryControl record
maxGrpWtVega	FLOAT		+1000	xRM maximum grp 000 net wtVega applies to each indGroup unless overriden by an IndustryControl record
userText	TINYTEXT		''	free form text
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgBookControl` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `bookStatus` ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') NOT NULL DEFAULT 'TwoWay',
    `bookRiskMultiplier` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'book risk multiplier (xRM)',
    `maxAccHaircut` FLOAT NOT NULL DEFAULT 1000000 COMMENT '(xRM) max pre-expiration target haircut ($37.50)',
    `minAccRho` FLOAT NOT NULL DEFAULT -1000 COMMENT 'minimum accnt rho (d$/dInt)',
    `maxAccRho` FLOAT NOT NULL DEFAULT +1000 COMMENT 'maximum accnt rho (d$/dInt)',
    `minDDelta` INT NOT NULL DEFAULT 1000000 COMMENT 'min accnt $delta',
    `maxDDelta` INT NOT NULL DEFAULT 1000000 COMMENT 'max accnt $delta',
    `maxAccAbsWtVega` FLOAT NOT NULL DEFAULT 10000 COMMENT '(xRM) max account abs wtVega (sum of abs{symbol net wtVega});wtVega = ve * vol / sqrt(max(0.1, years * 4))',
    `minAccWtVega` FLOAT NOT NULL DEFAULT -1000 COMMENT '(xRM) minimum accnt net wtVega',
    `maxAccWtVega` FLOAT NOT NULL DEFAULT +1000 COMMENT '(xRM) maximum accnt net wtVega',
    `minIndWtVega` FLOAT NOT NULL DEFAULT -1000 COMMENT '(xRM) minimum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)',
    `maxIndWtVega` FLOAT NOT NULL DEFAULT +1000 COMMENT '(xRM) maximum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)',
    `minSubWtVega` FLOAT NOT NULL DEFAULT -1000 COMMENT '(xRM) minimum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)',
    `maxSubWtVega` FLOAT NOT NULL DEFAULT +1000 COMMENT '(xRM) maximum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)',
    `minGrpWtVega` FLOAT NOT NULL DEFAULT -1000 COMMENT '(xRM) minimum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)',
    `maxGrpWtVega` FLOAT NOT NULL DEFAULT +1000 COMMENT '(xRM) maximum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)',
    `userText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'free form text',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    PRIMARY KEY USING HASH (`accnt`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `clientFirm`,
    `bookStatus`,
    `bookRiskMultiplier`,
    `maxAccHaircut`,
    `minAccRho`,
    `maxAccRho`,
    `minDDelta`,
    `maxDDelta`,
    `maxAccAbsWtVega`,
    `minAccWtVega`,
    `maxAccWtVega`,
    `minIndWtVega`,
    `maxIndWtVega`,
    `minSubWtVega`,
    `maxSubWtVega`,
    `minGrpWtVega`,
    `maxGrpWtVega`,
    `userText`,
    `timestamp`
FROM `SRControl`.`MsgBookControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgBookControl` 
SET
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `bookStatus` = 'TwoWay',
    /* Replace with a FLOAT */
    `bookRiskMultiplier` = 1.23,
    /* Replace with a FLOAT */
    `maxAccHaircut` = 1.23,
    /* Replace with a FLOAT */
    `minAccRho` = 1.23,
    /* Replace with a FLOAT */
    `maxAccRho` = 1.23,
    /* Replace with a INT */
    `minDDelta` = 5,
    /* Replace with a INT */
    `maxDDelta` = 5,
    /* Replace with a FLOAT */
    `maxAccAbsWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minAccWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxAccWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minIndWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxIndWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minSubWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxSubWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minGrpWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxGrpWtVega` = 1.23,
    /* Replace with a TINYTEXT */
    `userText` = 'dummy tiny text',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgBookControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `bookStatus`,
    /* Replace with a FLOAT */
    `bookRiskMultiplier`,
    /* Replace with a FLOAT */
    `maxAccHaircut`,
    /* Replace with a FLOAT */
    `minAccRho`,
    /* Replace with a FLOAT */
    `maxAccRho`,
    /* Replace with a INT */
    `minDDelta`,
    /* Replace with a INT */
    `maxDDelta`,
    /* Replace with a FLOAT */
    `maxAccAbsWtVega`,
    /* Replace with a FLOAT */
    `minAccWtVega`,
    /* Replace with a FLOAT */
    `maxAccWtVega`,
    /* Replace with a FLOAT */
    `minIndWtVega`,
    /* Replace with a FLOAT */
    `maxIndWtVega`,
    /* Replace with a FLOAT */
    `minSubWtVega`,
    /* Replace with a FLOAT */
    `maxSubWtVega`,
    /* Replace with a FLOAT */
    `minGrpWtVega`,
    /* Replace with a FLOAT */
    `maxGrpWtVega`,
    /* Replace with a TINYTEXT */
    `userText`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_clientFirm',
    'TwoWay',
    1.23,
    1.23,
    1.23,
    1.23,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    'dummy tiny text',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgBookControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='BookControl' ORDER BY ordinal_position ASC;