Expiration time of FX spot trades. Default is 3:30PM.

True or false. If true, the following logic is implemented. Default is false.

For FX products accounting event published on Trade Date, we have implemented the notion of Trade ActiveDate, i.e. the accounting Effective Date depends of Trade Date AND Book EOD.

If the Trade Date Time is after the EOD Book, the Effective Date will be Trade Date + 1 day. Otherwise, Effective Date = Trade Date.

True or false. True to generate the <fee>_REAL and <fee>_START events regardless of the fee date.

Otherwise, they are not generated when FeeStartDate = FeeEndDate.

True or false. True to activate the invalid posting logic, or false otherwise.

The invalid posting logic generates a posting with INVALID status if data are missing to generate the complete posting. A task exception INVALID_POSTING is raised.

The RETRY action can be applied from the task station to attempt to regenerate the posting after the missing data has been populated. You can also retry INVALID postings using the SUSPENSE_POSTINGS scheduled task. If the posting is still INVALID, you can use the scheduled task to move it to a suspense account. The suspense account can be set in the account property “Suspense Account” on the generic account.

When the system generates an INVALID posting, it appends to the Account Name the Id of the Original Account to make sure it is unique.

Default is false.

Note that this property is overridden by the ACCENGINE_INVALID_LOGIC engine parameter, if set.

True or false. If true, the accounting engine will generate exception tasks if there are no rules (i.e. no rule defined for a product book or no rules accepted by a SD filter) or if we try to apply the wrong accounting event.

If false, the accounting engine will only generate exception tasks if we try to apply the wrong accounting event.

Default is true.

Comma separated list of user names that will not be audited. The internal login cache will still be updated.

Note that this only applies when DISABLE_LOGIN_AUDIT=false.

This should be used sparingly as it will not be possible to track logins for these accounts.

When a user brings up an external account selector in the Account report, the system checks if there is a custom class named tk.report.CustomReportPreviewMode that limits the number of accounts to be loaded.

If not, it checks if the environment property ACCOUNT_SELECTOR_MAX_ROWS is set to limit the number of accounts to load. Default is 0, no limit.

Used in Official P&L for swaps, caps and floors, Call Notice, PM Deposit, Simple MM, Cash and Structured Flows.

True or false. Used to drive the date on which the accrual moves to realized. If true, accrual moves to realized on settlement date, or on end date otherwise. Default is false.

True or false. Default is true.

When set to false, the user will not be prompted to enter a generic comment regardless of the Comment setting in the workflow.

Please refer to Calypso Workflow documentation for details.

Used to customize ActiveMQ trusted packages.

There is calypso.activemq.pooled.maxConnectionsPerKey system property, here the system property will take precedence over user environment property. Setting the default to 1 connection per key (key is code generated using the hashcode of username/password).

The limit on the number of active connections per key. Sets the limit on the number of object instances allocated by the pool (checked out or idle), per key. When the limit is reached, the sub-pool is said to be exhausted. A negative value indicates no limit.

There is calypso.activemq.pooled.maxSessionPerConnection system property where it will take precedence over user environment property. The default session value is 50 sessions per connection.

The maximum number of active sessions per connection in the pool. Default connection timeout is 30 seconds. default connection Idle timeout is 30 seconds.

Used in Message Templates.

Word length after which a zero width space should be added. Default is 10.

Comma-separated list of trace flags.

There is a trace flag DBCONNECTIONHIGHWATERMARK that reports when the number of database connections exceed a specific number. When this threshold is reached it is possible to increase the amount of trace operations using this property.

True or false. Default is false.

When set to true, when tasks related to back-dated transfers and messages are created, the system sets the task date time to today.

Please refer to Calypso Task Station documentation for details.

True or false. True to create advices on the settle date, or false to create advices as soon as the events are received.

Please refer to Calypso Inventory Position Documentation for details.

True or false. Set to true to enable the Currency Position functions, or false otherwise.

Default is false.

Refer to Calypso Accounting Currency Positions documentation for details.

True or false. Default is true.

If set to false, the system checks for any change in the trade fields before displaying the Termination window, and removes the changes, so that changes made to the trade prior to termination are not saved along.

True or false. Default is false.

For products with underlying products (like future products for example), set to true to use PricerFromDB to price the underlying product if the product’s pricer is PricerFromDB. It is using the pricer of the underlying product otherwise.

True or false.

If you want to override trigger information while re-importing trigger details from Config Workbench, you need to set ALLOW_TRIGGER_REIMPORT = true.

Default is false, the trigger information is not overwritten.

<<Do not document - just a workaround for one client. See CAL-329329.>>

True or false.

If set to true and the following fields are set on the Coupon panel of the Bond Definition window, there will be simple interest and no compounding.

Frequency = ZC

Compound Freq = NON

Method = NoCmp

True or false.

If true, the stack trace of an AnalysisMessage will not be saved when running the Calculation Server, therefore improving performance. If false, starting the Calculation Server will retain the stack trace of AnalysisMessage.

Default is true.

Number of exceptions that can be logged by an analysis run.

Default is 100.

True or false. Determines whether or not security finance trades apply security currency rounding before applying the FX rate. Only applies when the security is a bond.

When set to true, security currency rounding is applied on the clean price and accrual values before applying the FX rate.

When set to false, the FX rate is applied to both the clean price and accrual values, then they are summed, then security currency rounding is applied.

Default is true.

True or false.

If set to false or not set (default), we apply the action AMEND on the bundle when a trade is added or removed to the bundle.

If set to true, we apply NEW when we add a trade to a bundle, and REMOVE when we remove a trade from a bundle.

True or false. Default is true.

PL Marks archiving requires database “Create Table Permission”.

You can set it to false to activate data delete instead of using truncate table.

Setting this property to true enables several features for Asset Management.

 Refer to Calypso Asset Management documentation for complete details on its effects.

Threshold to split message attribute values and transfer attribute values into multiple rows at the database level. Default is 250 characters.

True or false. True to make pricer configuration auditable, or false otherwise. Setting to false will result in no audit of the Pricer Config modifications and will speed up pricer config saving.

Default is true (recommended value).

True or false. True to have authorization required for saving any type of legal entity. False to have authorization not required, if the status of the legal entity is PENDING or DISABLED.

Default is true.

True or false. True to enable authorization tasks, or false otherwise.

When true, pending authorizations can be processed using authorization tasks in the Task Station.

When false, pending authorizations can only be processed using the Data Authorization window.

 Refer to Calypso Security documentation for setup details.

True or false. True to allow cash products to have daily compounding even if the selected rate index is not setup for daily compounding. False to only allow daily compounding on cash products if the rate index is setup for daily compounding.

Default is false.

If you want this environment property to apply to Structured Flows as well, you need to add Value = true to the domain "UseAuthorizeCashDailyForStructuredFlows". It is false by default.

True or false. False to prevent audit of automatic account creation. True otherwise.

Default is true.

True or False. If set to true, the product type is Repo. If set to false (default), the product type is based on the Underlying Security of the Repo trade.

True or false. Default is false.

Set to true to encrypt out-of-the-box passwords automatically when deployLocal is run.

[NOTE: Custom passwords are only encrypted when saved via the User Environment editor]

True or false. Default is false.

Set to true to lock a task by setting the task owner and status on the task when it is auto-processed. It is not locked otherwise.

True or false. If set to true, the delivery quote of an option corporate action will be automatically set by the system from the Strike. Otherwise, it is set to 0.

Default is true.

True or false. False by default.

If true, when saving a new trade, we will assign the external reference with the following value if the external reference is empty: With the value of the keyword TRANSFER_FROM (which is the trade id of the original trade) if not empty, else with the trade id. Hence trades created through Trade Transfer window or Termination window will have an external reference that is the trade id of the original trade. Trades created through 'save as new' will have an external reference that is their own (new) trade id. Also when set to true, external reference field is not editable.

If false, we will assign the external reference of trades created through Trade Transfer window or Termination window with the external reference of the original trade, if not empty unless TRADE_TRANSFER_RESET_REFS_WHEN_NOT_AUTO_FEED = true (in which case it is blank).

Also when set to false, external reference field is editable.

True or false. False by default.

If true, when saving a new trade, we will assign the internal reference with the following value if the internal reference is empty: With the value of the keyword TRANSFER_FROM (which is the trade id of the original trade) if not empty, else with the trade id. Hence trades created through Trade Transfer window or Termination window will have an internal reference that is the trade id of the original trade. Trades created through 'save as new' will have an internal reference that is their own (new) trade id. Also when set to true, internal reference field is not editable.

If false, we will assign the internal reference of trades created through Trade Transfer window or Termination window with the internal reference of the original trade, if not empty unless TRADE_TRANSFER_RESET_REFS_WHEN_NOT_AUTO_FEED = true (in which case it is blank).

Also when set to false, internal reference field is editable.

Number of seconds before the Calypso Navigator will exit if not active, and if the auto logout is not specified in Access Permissions.

This can have one of three special values as well as the names of applications. The special values are:

none – No application can autologin

engines – Only engines can autologin

all – All applications can autologin

The values given to the property are not case sensitive. So, Engines, engines, ENGINES all mean the same thing. This applies to application names as well.

In addition you can specify MainEntry for instance. In which case the applications accessed from the Calypso Navigator will also be able to autologin, provided that there is no entry "none". The applications are comma separated. The default, if there is no entry, is to allow only engines to autologin.

For instance “engines,MainEntry” allows all of the engines and the Calypso Navigator to autologin.

The following applications are deemed as engines:

DataServer, Dispatcher, Calculator, AccountingEngine, CreEngine, CreSenderEngine, ImportMessageEngine, IncomingMessageEngine, InventoryEngine, LimitEngine, LiquidationEngine, MatchingMessageEngine, MessageEngine, MutationEngine, PositionEngine, SenderEngine, TaskEngine, and TransferEngine.

True or false. True to have documents automatically saved to the database when edited in the Message Document window.

This only applies to HTML documents.

You can select:

always – Always prepend the Windows domain to the user name typed (from Calypso Navigator login window) when running on Windows.

true – Prepend if necessary, i.e. when running on Windows and the username entered does not contain '\' ("ny_calypso\jsmith"), then prepend the domain name.

Not set or any other value – Do not prepend.

True or false. When set to true, calculates the sales margin for B2B trades, or false otherwise.

Default is false.

Not applicable.

True or false. Default is false.

Only used if USE_WEBSOCKET = false.

When set to true, the risk server is bound to the host defined for the following argument in the Risk Server startup file:

-Dcalypso.risk.host=<ip.address>

Set to true to ensure a single login session for one user across Calypso applications only if they are using Gateway. When set to true, once a user logs into an application, the same user is not allowed to log in to another or the same application via a different browser, machine, etc. Admin users can have concurrent sessions without any restrictions.

By default, this is false, there is no blocking for concurrent sessions.

Refer to the Calypso Bloomberg Integration User Guide.

True or false. Default is true.

You can disable the loading of the followings panels by default using the corresponding environment properties:

Diary - BO_BROWSER_TRADE_DIARY_FRAME_LOADED=false

Posting - BO_BROWSER_BOPOSTING_FRAME_LOADED=false

CRE - BO_BROWSER_BOCRE_FRAME_LOADED=false

Matching - BO_BROWSER_MATCHING_FRAME_LOADED=false

When false, the panel will only be loaded upon request.

True or false. Default is false.

Inventory positions are stored in multiple tables. If you are loading large past positions, there might be changes to those tables while the report is running, therefore causing inconsistent results.

When true, it allows preventing changes in the inventory tables between different queries by increasing the isolation level to SERIALIZABLE (instead of TRANSACTION_READ_COMMITTED by default).

In the case of Oracle, the parameter INITRANS (default is 1) should be increased for tables (and indexes) linked to inventory tables to allow multiple SQL queries running at the same time.

inv_cash_movement

inv_cash_balance

inv_sec_movement

inv_sec_balance

inv_cust_cash_movement

inv_cust_cash_balance

inv_cust_sec_movement

inv_cust_sec_balance

inv_agg

inv_product_temp

product_temp

You also need to drop the tables inv_cash_query and inv_sec_query and re-create them without indexes and with ROWDEPENDENCIES as explained below.

CREATE GLOBAL TEMPORARY TABLE inv_cash_query ( internal_external varchar2 (32) NOT NULL, position_type varchar2 (32) NOT NULL, date_type varchar2 (32) NOT NULL, agent_id numeric NOT NULL, account_id numeric NOT NULL, currency_code varchar2 (3) NOT NULL, book_id numeric NOT NULL, config_id numeric DEFAULT 0 NOT NULL, mcc_id numeric DEFAULT 0 NOT NULL, sub_account_id numeric NOT NULL, query_id numeric NOT NULL, min_date timestamp NOT NULL, max_date timestamp NOT NULL ) ON COMMIT DELETE ROWS ROWDEPENDENCIES;

CREATE GLOBAL TEMPORARY TABLE inv_sec_query ( internal_external varchar2 (32) NOT NULL, position_type varchar2 (32) NOT NULL, date_type varchar2 (32) NOT NULL, agent_id numeric NOT NULL, account_id numeric NOT NULL, security_id numeric NOT NULL, book_id numeric NOT NULL, config_id numeric DEFAULT 0 NOT NULL, mcc_id numeric DEFAULT 0 NOT NULL, sub_account_id numeric NOT NULL, query_id numeric NOT NULL, min_date timestamp NOT NULL, max_date timestamp NOT NULL ) ON COMMIT DELETE ROWS ROWDEPENDENCIES;

By default, Oracle parallelism is not enabled at the database level. You need to run the following commands to enable it:

ALTER SYSTEM SET parallel_degree_policy='AUTO' SCOPE=MEMORY;

ALTER SYSTEM SET parallel_degree_limit='AUTO' SCOPE=MEMORY;

ALTER SYSTEM SET optimizer_dynamic_sampling=4 SCOPE=MEMORY;

ALTER TABLE INV_SEC_BALANCE parallel 8;

ALTER INDEX PK_INV_SEC_BALANCE1 parallel 8;

ALTER TABLE INV_CASH_BALANCE parallel 8;

ALTER INDEX PK_INV_CASH_BALANCE1 parallel 8;

ALTER TABLE INV_SEC_MOVEMENT parallel 8;

ALTER INDEX PK_INV_SEC_MOVEMENT1 parallel 8;

ALTER TABLE INV_CASH_MOVEMENT parallel 8;

ALTER INDEX PK_INV_CASH_MOVEMENT1 parallel 8;

True or false. Default is true.

When set to true, it allows accepting the inventory positions inside the Data Server to prevent too many RMI calls. Set to false to disable (accepting done in Calypso Navigator in this case).

Accepting corresponds to selecting the inventory positions based on the Inventory Position report criteria.

True or false. Default is true.

When set to true, it allows filtering the inventory positions inside the Data Server to prevent too many RMI calls. Set to false to disable (filtering done in Calypso Navigator in this case).

Filtering corresponds to removing applicable zero positions (based on date range).

True or false. Default is true.

Allows reducing memory usage in Inventory Position report – Disabled in case of real-time updates.

True or false. Default is true.

Allows reducing memory usage in Inventory Position report – Disabled in case of real-time updates.

True or false. Default is true.

Allows reducing memory usage in Inventory Position report – Disabled in case of real-time updates.

Minimum number of books to use the global temporary table inv_book_id_temp for the SQL query. Default is 250.

Set to true to preload the securities when a Custom Filter or a SD Filter is used in the Inventory Position Report. Default is false.

Minimum number of securities to activate the preloading of the product cache (default is 10). Only applies when BO_POSITION_REPORT_PRELOAD_SECURITIES_IN_DATASERVER is true.

Real-time log size of the Inventory Position report (default value is 50000).

If set to 0, the logs are not limited.

True or false. Default is false.

Set to true to reduce memory usage in Inventory Position report.

True or false. Default is false.

Set to true to display the Cash Settlement date (Cash Date field) in the bond trade window. It is stored in the "Alternate Date" field.

The static data filter element “Has Cash Date (true/false)” allows selecting bond trades with a cash settlement date, for messaging purposes.

Price and yield decimal places used in the Bond trade window, if not set under Configuration > Fixed Income > Bond Product Definition, Market panel.

True or false. True to create a Buy/Sell Trade with the Processing Org for a security redemption. The CA which has created the Buy/Sell Trade is kept as a reference in a keywords "CA_REFERENCE". Otherwise, we will create a CA Trade with the Processing Org.

Default is false.

True or false. If set to true, we use maturity day as roll day with or without stub date. If set to false, and if no start stub is used, we use maturity day as roll day. If set to false and if start stub is populated, we use stub day as roll day.

Default is true.

List of comma-separated status codes for which the trades are not put in cache.

True or false. True to keep an audit trace of quotes saved in the Fixed Income Workstation even if they have not been modified, or false otherwise.

Default is false.

Path to browser for displaying a URL.

Replaces the default browser, which is Netscape for UNIX and the application associated with the HTML file type for Windows.

True or false. Determines whether or not BSB Repos (Buy Sell Backs) create liquidatable positions.

Default is false.

True or false. Used for archiving trades using the ARCHIVE_TRADE_GRAPH scheduled task. It should be set to true.

If true, trades are delete in bulk using a single SQL like "where trade_id in <original SQL to find the ids>".

If false, the system first determines the ids of all trades to be deleted. They are then split this into sets of 250 ids, and deleted using several SQL statements that contain "where trade_id in (id_1, id_2, ..., id_250)".

Default is false.

These environment properties control the behavior of the PrecalculatedBusinessDayCalculator used in RFR index based daily compounding trades.

BUSINESS_DAY_CALC_TYPE - Allows user to control the calculator to use the optimized Precalculated mode, or instead choose the less efficient non-cached or cached modes. Available values are: NonCached, Precalculated, Cached. Default is Precalculated if property is not set.

PRECALC_BUS_CALC_START_DATE - Specifies the precalculated period start date for which the calculator will generate cache values for isBusinessDay. Default is 1/1/2000 if property is not set.

PRECALC_BUS_CALC_PRECALC_NO_OF_YRS - Specifies the precalculated period length in years for which the calculator will generate cache values for is BusinessDay. Default is 100 years if property is not set. Minimum length is 50 yrs. This is to ensure the range is wide enough to cover most requests.

Applies when assigning SDIs based on Trade Keywords.

If set to true, only preferred SDIs with matching trade keywords can be selected (current behavior).

If set to false, any SDI can be selected (preferred and non-preferred, and regardless of the trade keyword). Default is true.

True or false. True to bypass core Java, or false otherwise.

Default is false.

Applies to the Task Station.

List of user names (separated by commas) who have the right to work on a trade task that has been locked UNDER_PROCESSING by another user.

Applies to the Task Station.

List of user names (separated by commas) who have the right to work on a transfer task that has been locked UNDER_PROCESSING by another user.

File name of the XML file that contains custom CA attributes, and should be located directly under resources.

Refer to Calypso Corporate Actions documentation for details.

True or false. Default is false.

When set to true, the CABalanceType is stored on the trades. When the CA is applied to a different balance type, the existing CA trades are not canceled and new CA trades on the new balance type are created.

This allows generating corporate actions by balance type

By default, the Warrant Transformation process sets the old product active date to application date and the new product active date to application date + 1.

You can add or remove days to this default behavior using CA_TRANSFORMATION_DAYS. For example, CA_TRANSFORMATION_DAYS=-1.

An optional tracer can be added to monitor a Calypso cache. This tracer is disabled by default except when a variable enabling the tracer for the specific Calypso cache is given in the environment.

The conditions for the cache monitoring to be activated are:

• The environment variable <cache_name> + “.TRACE” is set to true. For example, for BO Message, the environment variable is BOMessageSQL._cache.TRACE=true.

• Log category com.calypso.tk.util.cache.CalypsoCacheTracer is enabled.

The traces have the following format:

• For global operations (start cache, committing, commit, rollback): <cache_name>/<requested>: <operation> (txStartTX=unix_timestamp)

• For cache item operation (put, remove, eviction, etc…): <cache_name>/requested>: <Operation> item_key (version=x) (old_version=y)

The monitoring is activated cache by cache.

True or false. When true, the client cache loads all Legal Entity EOD Time at its initialization. They are loaded upon request otherwise.

Default is false.

Exclude specific product types for the product cache.

Default is null.

True or false. Default is false.

Set to true to look for custom implementations of CacheClient and LocalCacheClient.

Please refer to the Calypso Developer's Guide for details.

True or false (default is true).

When true, when a new product is received via the Event Server, the Cache Client is not checked to reduce contention (since the product does not exist).

When false, the system checks the Cache Client for any product.

This is the size of the Client cache for the product cache.

The default is -1 (no impact).

If true, remove entry from cache if existing, in case of update.

Default is false.

True or false. True to have persistent classes cache objects when inserted into database, or false otherwise.

Default is true.

True or false. Default is false.

When a holiday calendar is updated, a PSEventDomainChange is published by the Data Server and received by the Engine Server to update the cache. The log displays the holiday calendar of the event for the log category HOLIDAYS.

If the holiday calendar is not correct in the event, you can set environment property CACHE_RELOAD_HOLIDAY = true, to re-load the holiday calendar from the Data Server.

Controls caching of objects retrieved using SQL queries, i.e. for APIs that contain an SQL where clause parameter.

If true, objects retrieved using SQL queries will be cached. They are not cached otherwise.

True or false. True to allow caching by External Reference.

Default is false.

True or false. If true, the logic is the following:

We generate the cashflows up to the Last Event Date Action input, or if none is input, up to the last "estimated" date in case we are using a Payment Frequency. For example, we are in Open Term, payment Annual, we generate the cashflows up to next year.

In the Transfer Engine, we will filter all the cashflows which fall AFTER the Last Event Date Action input, or if none is input, all the cashflows falling after TODAY + Notice Days.

You need to set up in the Transfer Engine the Engine parameter "XFER_PAST_USE_PROCESSDATE" to true.

In the scheduled task OPEN_MATURITYPROCESS, you need to set up "FromDays" to a negative value, for example -2 to generate everything as of +2 days.

Also, for OPEN TERM with 0 days, we always add at least 1 day of projection.

Default is false.

These properties allow for an extended application name by linking together calypso.appname.prefix + calypso.appname + calypso.appname.suffix.

If those properties are not given (default behavior), the extended application name is the application name.

If the properties are given, the extended application name is different, and this is reflected in the generated log files.

For example, if a customer launches any servers with the parameter -Dcalypso.appname.prefix=TK, the Calypso log files will all be prefixed with TK. Such as TK_DataServer_LOG161_161064.log.

This change only affects the naming of log files and is backward compatible (if no properties are given, there is no change.)

To disable the event persistence of engines.

 Please refer to Calypso Engines documentation for details.

LDAP authentication should work with and without the domain name prepended to the username.

To prepend the domain name, set the property to true in the authserver.properties file or pass it as a system argument to the auth server process. The default value if not specified is false.

Used in the case when there is an internal cluster domain and external cluster domain clients (such as Navigator). Specific to Artifact Server

Refer to the Calypso Install Guide for details.

Provides a mechanism to allow deployments to serve an arbitrary package to HTTP clients. Specific to the Artifact Server

Refer to the Calypso Install Guide for details.

Used for Container Support. Configuration management. Expects the contents to be base64 encoded. Saves the contents to a file <file_name> in folder /calypso/config

Example:CALYPSO_CONFIG_calypsouser.properties.prod=<base 64 encoded string> will create a file calypsouser.properties.prod in /calypso/config with the base64 contents decoded.

Used to place Event Server AMQ KahaDB files into a custom location.

Set to <user_home>/Calypso/<Environment> by default.

Used to specify the memory available to the broker. Should be set to total memory of Event Server minus 1G. Default is 1 gb..

Used to specify the disk used by the Event Server. Not much is expected to be used so the default should be sufficient. Default is 5 gb.

Enough memory should always be allocated to hold the messages in server memory, therefore temp usage should not be needed and the default amount should be sufficient. Expect to leave the value as default. Default is 1 gb.

True or false. True to start a thread to send a message every so often to the server, so that the server does not become idle. The default is once per hour (CALYPSO_KEEP_ALIVE_INTERVAL). Otherwise, no thread is started.

Default is false.

Number of milliseconds to wait between keep-alive messages (CALYPSO_KEEP_ALIVE). Default is 3600000 (1 hour).

Used for consuming OpenID tokens on each application in which OpenID is enabled. See the Calypso Installation guide for details.

Property/variable to override the location of plaf.xml

To allow the override of the default look and feel settings (loaded from a file named plaf.xml that is locatable in the classpath), it is now possible to use either a system property or an environment property that specifies the path (including the filename). This system property is: PLAF_LOCATION_VAR. The environment property is: CALYPSO_PLAF_LOCATION.

Number of rows to show in the Product Selector drop down.

Default is 10.

True or false. True to send an error message if the swift amount is greater than 15 characters, or false to take the first 15 characters of the swift amount.

Used as SWIFT message line separator if set. It can be set to the following values:

\\n (line feed)

\\r\\n (carriage return and line feed)

\\n\\r (line feed and carriage return)

Otherwise, OS dependent line separator will be used.

This environment property allows adding exit codes to the logs.

Please refer to Calypso Scheduled Tasks documentation for details.

If this property is set, the logs are written to the log path.

These environment properties allow sending emails regarding the execution of scheduled tasks.

Please refer to Calypso Scheduled Tasks documentation for details.

[NOTE: This property only applies to Cash trades]

True or false. True to cancel the effects of the MMLinked workflow rule, or false otherwise.

When true, if the MMLinked workflow rule is set on the trade workflow, it is ignored. The workflow emulates the behavior of environment property MIRROR_WORKFLOW=true for Cash trades. Two trades are saved, and two tasks are created, one for each trade. So after the trades are saved, the mirror trade will be independent from the original trade, and will follow its own workflow. By using a static data filter on the mirror book for example, you can apply different actions to the mirror trade. Note that you can only specify a static data filter on the mirror book on an STP transition.

True or false. True to inform the user that a trade is a cash settlement trade, or false otherwise.

True or false. True to display the checkbox “FXNDF as FXForward” in the Analysis Parameters window of the CashFlow risk analysis. When the checkbox is checked, FXNDF is considered as an FX Forward until the reset date.

Default is false.

Default point factor in currency pairs.

Default number of decimals for quote rounding in currency pairs.

Allows specifying the default seniority to be displayed in the CDS window. Enter a valid seniority value.

Example: CDS_SENIORITY=SENIOR_SECURED

Or, if you prefer, you can specify the default seniority in a domain value instead. Add the domain cdsSeniority along with a valid seniority as the value. If multiple values exist in the cdsSeniority domain, the first entry will be used as the default value.

If nothing is specified in neither the environment property nor the domain value, the default seniority in the CDS window will be empty.

Used in the setup of the ISDA upfront fee calculator.

Refer to Calypso Standard Fixed Coupon CDS Trades documentation for details.

Used in MT547 integration.

True or false. When set to true, the system bypasses the check that the cash amount of an incoming netted transfer cannot have an opposite sign from the outgoing transfer.

Default is false.

True or false. True to check if the BIC code entered manually through the LE Contact window is valid.

Default is false.

True or false. True to send CREs with an effective date less or equal to Today, or false to send CREs as soon as possible regardless of their effective date.

Default is true.

True or false. True to send postings with an effective date less or equal to Today, or false to send postings as soon as possible regardless of their effective date.

Default is true.

True or false. Default is true.

Set to false to remove the check about LE Usage when disabling a legal entity.

True or false. True to check the filter set when loading tasks in the Task Station, or false otherwise.

Default is true.

True or false. Default is true.

Set to false to bypass the IBRC check if you are not using IBRC, to improve the performance of MT545 messages upload.

True or false. True to check if the identifiers entered manually through the SDI window are valid national clearing codes.

Default is false.

True or false. If false, the system tries to apply automatically the action PARTIAL_SETTLE on the transfer that would have a quantity higher than the quantity of the incoming message.

If true, the message is not matched and falls in the Security Matching Window.

Default is false.

Refer to Calypso Message Matching documentation for details.

True or false. Default is true.

Used to determine the financial classification of counterparty (true) or third party (false) when using THIRDPARTY SDIs.

Refer to Calypso Settlements documentation for details.

True or false. True to prevent a user to publish a rate that he or she has saved in Rate Reset or FX Rate Reset.

Default is false.

True or false. Default is false.

Used when there is a specific message configuration for the receiver with a static data filter.

True to pick up a general message configuration if any, and generate the corresponding message, if the static data filter is not satisfied for the specific configuration. False to prevent any message generation if the static data filter is not satisfied, regardless of the existence of a general message configuration.

True or false. True to check the version of an object before saving. Used for detecting "mid-air collisions" in saving static data.

If true, before saving some persistent objects, the object's internal version number will be checked against the version number on the database for that object key. The update will be rejected if the version numbers don't match (implying that some other user has made a nearly-simultaneous change to the object).

Default is true.

True or false. False to process Transfer and Message tasks without checking the book access permission in Task Station.

Default is true.

Password for the Calypso user name.

Calypso user name. It should be a valid user name defined in Access Permissions.

True or false. Default is false – No specific behavior for CLS.

Set to true to treat CLS keywords on a trade as if the SettleMethod keyword was set. This means that if the keywords are present, only CLS SDIs will be automatically assigned.

For the normal SDISelector, a domain “settlemethodKWRestricted” holds a list of settlement methods that are only (automatically) assigned if the SettleMethod keyword has the corresponding value. "CLS" should be in this domain if previously the FX*SDISelector classes from calypsox were used.

For the "Alternate" SDI selector, this aspect can be defined as part of the settlement method in the Settlement Method Window.

The FX*SDISelector classes from calypsox are no longer needed.

True or false. Default is false.

When false, static data filter statistics are not recorded.

When true, static data filter statistics are recorded in the log for the DEBUG category.

Used with Calypso Services when the Collateral module is installed.

True or false. True to compress transfer attributes and message attributes, or false otherwise.

Default is true.

True or false. True to compress DispatcherJobs before sending them to Calculators, or false otherwise. On large jobs over a fast network, it may be faster to send the jobs uncompressed.

Default is true.

True or false. True to keep customized cashflows compressed as blobs in memory until they are used, or false otherwise. Also, when set to true, cashflows are compressed after usage in order to reduce the memory print of the back office reports.

Default is true.

In order to save current trades' cashflows in blob format, use the program samples/ConvertFlows.java as follows (this is a one-line command):

java samples.ConvertFlows -env XX -password YY -type <Swap/Cap/Swaption> -from <from clause> -where <whereClause>

For example, to convert a swap book:

java samples.ConvertFlows -env XX -password YY -type Swap -from "trade" -where "product_swap.product_id=trade.book_id AND trade.book_id=X"

True or false. True to compress volatility surface definitions, or false otherwise.

Default is true.

Comma-separated list of classes that can be used for compression.

The only options other than default at the moment, are tk.util.ZLibCompression, and tk.util.JAZZCompression (jazzlib library from jazzlib.sourceforge.net).

You must always include a compressor that has been used in the past so that any data that was compressed using that compressor and added to the database as a blob can be uncompressed with that compressor.

The order of the compressors in the list is important. The first class in the list will be used for compression. It is the preferred compressor.

When uncompressing, all the compression algorithms will be tried in turn until one is found that can actually uncompress the data. If none can be found, there will be an overall failure of the uncompress.

Defaults is tk.util.GZIPCompression.

Used with CONVERSION_FACTOR pricer measure and FX Forward and FX NDF trades.

When set to true, the Pricing Currency trade attribute value is used as the "from currency" for pricing environment base currency conversion factor.

True or false. Default is true.

When false, the check for environment property MAX_POSTINGS_PER_USER is ignored.

This only applies to CREs for Hedge Accounting events.

It can be set to:

FromTradeBook (default if not set) - CreAccountingBook attribute contains the accounting book attached to the trade book.

FromAccountingRule - CreAccountingBook attribute contains the accounting book attached to the accounting rule.

True or false. True to compress CRE attributes in memory, or false otherwise.

Default is true.

True or false. True to prevent the generation of CREs with zero amount for netted transfers, or false otherwise.

Default is false.

True or false. True to store passwords in encrypted form, or false otherwise.

Default is true.

If not set or set to true, the User Environment editor automatically encrypts a hard coded list of properties such as DBPASSWORD, CLIENTPASSWD, etc… plus all the user properties with a name that contains the following strings (case insensitive):

PASSWORD

PASSWD

PASSPHRASE

PASSKEY

SECRET

Set CRYPTALGO to the desired hashing algorithm. CRYPTALGO hashing affects passwords stored in the database, not passwords encrypted for Calypso ENV files.

Default is SHA-1.

CRYPTALGO is only used if a user’s password has not been migrated to salt hashing (password was created or reset in v15.1 or higher). For salt hashing, see HASH_ALGORITHM.

Specify a custom delimiter for CSVReportViewer. Specify within the pipe symbol.

Example: |TAB|

True or false. True to load curves in bulk when they are loaded by the pricer config, or false otherwise.

Default is false.

When curve points are interpolated, they are stored in a cache in memory so that they are easily accessible if requested again.

The default cache size is 20,000.

In the case of ERS Historical Simulation with a large number of observations, the calculators may run out of memory with such a big number of points in the cache.

In this case, you can set the cache size in CURVE_DF_CACHE_SIZE. We recommend CURVE_DF_CACHE_SIZE=300.

[NOTE: You should only modify the cache size if your calculators run out of memory]

This only applies when INSTANCE_TYPE = LAST.

Default is true.

When true, the system will load the LAST instance of a curve unless there is a more recent CLOSE instance, in which case the CLOSE instance will be loaded instead.

When false, the system will load the LAST instance.

True or false. Default is false.

Set to true to store the market price from Tag 90 when importing MT535 messages.

It is stored in quote name “Bond.<BondName>.<ISIN>.<MaturityDate>.<Coupon>.<Custodian>”.

True or false. Default is false.

Set to true to allow the Liquidation engine batch mode to perform liquidation when the CustodyLiquidation event pool policy is configured. This is only supported for Security Custody positions.

True or false. Default is false.

If true, you can assign manual SDIs to Custody CA trades. This is not possible otherwise.

Normally this is "Calypso". If you will run more than one Data Server on a machine, then you must name each Data Server session when you run it, using this property.

When the database is unreachable, this designates how many retry attempts are made.

This is applicable for non-cluster mode on Oracle.

When the database is unreachable, this property designates at what interval retry attempts are made (in seconds).

This is applicable for non-cluster mode on Oracle.

Database owner, usually "calypso".

Used to support the setting of DBUSER to READONLYCALYPSO to limit database access to read-only for applications such as DB Browser.

True or false. True to accommodate different databases in terms of supported queries by each database, or false otherwise.

Default is false.

Number of open DB Connections at which reports are written to the Data Server log. If set to 0, no report will be produced.

Default is 0.

Once the number of open DB Connections has reached DBCONNECTIONHIGHWATERMARK, this is the change in the number of DB Connections, either up or down, before the next report is written to the Data Server log.

Default interval is 10.

Password of the database user.

Location of the Calypso database. This is used only by the Calypso Data Server and Calypso utility applications that log into the database directly.

Refer to the Calypso Installation Guide for details.

Database user name.

True or false. True to show a default action in the Details panel of the Trade window, or false otherwise.

If false, the Details panel will the action identified as a preferred action.

Default is true.

Default environment, updated by the Set As Default Env button in the Login window. Connections will use the default environment when the environment is not explicitly set.

True of false. Default is false.

When true, and no standard SDI is found for a given counterparty, the system tries to assign a manual SDI.

If the trade keyword ManualSDI = true, the system only tries to assign a manual SDI for the counterparty.

Trade Filter used as a default parent filter.

When you set thresholds by credit ratings for computing margin calls, you may have priority conflicts. This property is the default rating agency to solve priority conflicts.

Prefetch size to improve SQL performance. Default is 100.

Default valuation time (24 hour format HHMM) when scheduled tasks do not specify a valuation time.

If this property is not set, the default valuation time is the scheduled task’s execution time.

True or false. Default is false.

When BY_PASS_INCLUDE_NON_PREFERRED = true and DEFAULT_MANUAL_SDI = true, the system looks for third-party manual SDIs provided environment property DEFAULT_THIRD_PARTY_MANUAL_SDI = true and: the beneficiary of the manual SDI is the trade counterparty or the trade counterparty of the manual SDI is the counterparty of the trade.

True or false. True to cache a trade filter, or false otherwise. Used by the Trade Filter constructor to set the default value of the "_useCacheB" variable.

True or false. True to delete unconsumed events when archiving trades, or false to keep unconsumed events.

Default is true.

True or false. True to generate the reset dates based on the coupon payment frequency, or false to generate the reset dates based on the index tenor.

For a coupon frequency higher than the index frequency, all coupons within an index term can have a different reset date, or the same reset date.

For example, LIBOR 3M and coupon frequency = M. If true, every coupon within the index term will have a different reset date. If false, every coupon within the index term will have the same reset date.

True or false.

When set to true, the servers can start in any sequence without knowing that its dependent servers are started. By default, this is set to false. Used with SERVER_STARTUP_RETRY_COUNT.

Enables or disables HEALTH REST APIs authentication. If set to true, the user is permitted to log in without authentication. If set to false, the user receives a login page for authentication. Default is true.

If the system property is provided, it is honored over the application property.

Enables or disables METRICS REST APIs authentication. If set to true, the user is permitted to log in without authentication. If set to false, the user receives a login page for authentication. Default is true.

If the system property is provided, it is honored over the application property.

True or false. True to disable the audit of login attempts and logout information, or false otherwise.

When false, only the user names not specified in ACCOUNT_LOGINS_NOT_AUDITED will be audited.

Default is false.

True or false. Default is false.

Set to true, to disable the ... button that brings up the Environment window in the Calypso Login window.

True or false. True to disable the control of pricer configuration permissions for market data (curves). Default is false.

Used to disable a check that the Read Only Data Server is up and running. By default, the fallback mechanism is enabled and the property is set to false.

To disable the fallback mechanism, set to true.

True or false. Default is false.

When true, the access permissions functions CreateTradeKeywordConfig, ModifyTradeKeywordConfig, RemoveTradeKeywordConfig are disabled for non-Admin users.

True or false. True so that partial trade allocation is not allowed. You receive a warning message that the trade must be fully allocated. Default is false.

True or false. True to force cashflows generation prior to saving when you have customized the cashflows, or false otherwise.

True or false. When set to True, Enables a mode where the trades loaded for the analysis line are sent to the dispatcher immediately before moving on to load trades for the next analysis line. This helps in cases where the RISK_ANALYSIS scheduled task can process output from calculator runs of the analysis while waiting of the trades to be loaded for the next analysis line. Default is False.

True or false. True to inform the user through a popup window about the number of times his/her account failed to login and the last successful time he/she logged in, or false otherwise.

This only applies when logging in into the Calypso Navigator.

Number of trades per job when running risk analyses in distributed processing using the dispatcher.

Default is 500.

True or false. True to truncate the flows of the swaption's underlying swap, or false to prevent truncation. The truncation date is the delivery date of the swaption.

Default is false.

When exporting to HTML and Excel, the character encoding defaults to UTF-8.

[NOTE: You need to set the environment property DOCUMENT_CHAR_ENCODING to a different value to use a different character encoding and it should be compatible with the specified LOCALE. It is however recommended to use UTF-8]

Name of the class that implements the DocumentFilter interface used to "filter" documents during editing. For example, it allows certain regions to be highlighted, in order to clearly delineate editable regions from non-editable regions.

See also DOCUMENT_SECURITY.

Refer to the Calypso Developer's Guide for details.

Font name to be used for HTML and Excel export.

Default is Arial.

True or false. True to enable security for editing documents. This only applies to HTML documents.

Fully qualified name of the JDBC driver.

Refer to the Calypso Installation Guide for details.

True or false. True to make the Data Server check if there is already a Data Server running, and preventing a second execution, or otherwise. Note that this does not prevent a read-only Data Server from running.

Default is false.

Refer to the Calypso Installation Guide for information on running multiple Data Servers.

The events in the Event publisher queue are only published if the number of events does not exceed DS_EVENT_BUFFER_POOL_MAX_SIZE.

If the number of events exceeds DS_EVENT_BUFFER_POOL_MAX_SIZE, they are not published.

This feature prevents the Data Server from blocking the Event Server. Events are not published to the Event Server by waiting for a handshake. Instead, a pool is set up to store the events, and a separate thread is used to process the events.

This number varies from installation to installation, and some adjustment will be necessary as the system is deployed. The initial value should be 10,000.

This feature is also available at the command line using the –eventbuffersize <size> option.

Not supported. Should always be set to false.

True or false. True to save security events related to access permissions and login information, or false otherwise.

Default is false.

True or false. True to save security events related to login information, or false otherwise.

Default is false.

Prevents the same seed offset being used by two different Data Servers.

Default is 0, not set.

For example, the primary Data Server could have a value of 0, and the next Data Server a value of 1000000 (1 million) etc.

The seed is an int type of 4 bytes, to give you an idea of its maximum size.

Refer to the Calypso Installation Guide for information on running multiple Data Servers.

True or false. True for each Data Server when running multiple Data Servers to allow each Data Server to subscribe to a CacheSubscriber in order to be aware of cache updates, or false otherwise.

Default is false.

Refer to the Calypso Installation Guide for information on running multiple Data Servers.

True or false. Default is false.

Set to true to scan the calypsox package before all other packages.

It is scanned in the order in which it is added otherwise, which may cause a custom class to be ignored.

When ELS_SAME_STOCK_CA_ADD_TRADE= true, for both BONUS and DVSE additional stock trade is created while keeping the original trade intact. When ELS_SAME_STOCK_CA_ADD_TRADE= false, for both BONUS and DVSE the original trade is terminated, and a new trade is created with adjusted quantities and prices.

Bu default, if property is not set/false, existing behavior applies.

This Middle-Tier property controls the use of additive keys when running a scenario analysis with an aggregated view. Set to false to disable additive keys (when using Sybase) to avoid RDBMS resource issues.

True or false. Set to true to optimize performance when using the BATCH_SIZE functionality with the RISK_ANALYSIS scheduled task when dispatcher is used. Steps for each line item of a given batch are done in parallel.

Default is false.

By default, mismatches between declared column classes and actual values are checked. Set to false to disable this check.

True or false. Default is false.

The Excel format is now deprecated from the reports in favor of the ExcelX format.

You can enable the Excel format by setting this environment property to true.

Set to true to enable. Default is false.

Disabled by default, which means that remote processes can be accessed without entering a username and password.

This property can be set to true to stop underlying scheduled task processes when the Scheduler is shut down from DevOps Center. When set, the status and logs will not be updated when the Scheduler goes down for any reason. Default is false if not set. For verification, the user will need to check the logs after setting the property CalypsoScheduler.Logging.SeparateFiles=true in the environment properties file. If this property is set, the logs are written to the log path.

True or false. True to enable the Trade Notes feature, or false otherwise.

If true, you can enter Trade Notes from a Trade Window using Utilities > Create Note.

Name of the class to use for password encryption.

If a custom encryption class is not present in $CALYPSO_HOME/client/lib and present in some other location, the property ENCRYPTION_CLASS_LIB_PATH can be specified to mention the directory path which is relative to CALYPSO_HOME.

Refer to Calypso ERS documentation for details.

True or false. Set to true to display a combo box which contains ETD criteria in the Trade report and Trade Open Quantity report.

For Euroclear security settlements, if EUROCLEAR_SETDET = true then tag 22F will be :22F::RTGS//YRTG, otherwise it will be :22F::SETR//TRAD.

Limits the size of events sent over the network. Defaults to 1MB (1024 x 1024).

Maximum number of events maintained in memory. If the number is reached, a message is logged.

Default is -1, no limit.

Enables the auto reconnect mechanism for the Event Server. To disable, set to false. Default is true.

To configure storage to a different location, enter the path.

The default value is "wireFormat.maxInactivityDuration=120000".

Host name and port number of Event Server in the form: "tcp://<host name>:<port number>".

Default is tcp://localhost:8085.

True or false. True to exclude locked trades from the process of the MATURE_POSITIONTRADE scheduled task, or false otherwise.

True or false. Default is false.

The netting type should not be modified in the Assign window, only the SDIs. Netting types can be modified using the Netting Manager.

To remove the Netting field from the Assign window, set EXCLUDE_NETTING_FROM_ASSIGN_WINDOW = true.

Default is UnitizedFund.

A list of product types (with comma separator) to exclude when converting Double to BigDecimal in Security Inventory.

A list of comma-separated event classes (like PSEventTransfer, PSEventTrade) that will be saved as blob into the table ps_event_inst, or ALL for all event classes.

If empty event classes are saved in their own table.

Number of business days to allow exercising trades on a back-value basis. It uses the user’s holidays (defined in User Defaults) to calculate the business days.

Example: If the process date in the Exercise window is today, and EXERCISE_BV_PROCESS=2, it will load trades that expire between 2 days ago and today.

This applies to all types of options.

Same as EXERCISE_BV_PROCESS for Futures Expiry.

Format of amount to use when exporting a report to CSV and HTML.

The supported amount patterns are described in the Javadoc for DecimalFormat.

Example: EXPORT_AMOUNT_PATTERN=#0.0# in order to remove the thousand separator in the Export.

You cannot use this property if you want to use the default format of the locale.

Format of date and time to use when exporting a report to Excel.

Examples:
EXPORT_DATETIME_PATTERN=yyyy-MM-dd hh:mm:ss
EXPORT_DATE_PATTERN=yyyy-MM-dd

[NOTE: If set, these properties override date patterns specified in the report template]

When set to true, the Calculation Servers do not fall back to local operation if grid is unavailable.

Default is true.

Number of milliseconds before retrying and SQL request when a failover exception occurs. Only applies if using the Oracle JDBC thick driver and Oracle Parallel Server.

Default is 1000 milliseconds (1 second).

Number of times to retry an SQL request when a failover exception occurs. Only applies if using the Oracle JDBC thick driver and Oracle Parallel Server.

Default is 0, to ignore failover exceptions.

Feed name for the feed server.

Feed server port number.

Whether or not to generate cashflows to determine the final payment maturity date of a product. Default is false, but when set to true, uses cashflows to determine the exact last fixing date.

Most products mature at the end of the trade date which is a simple persisted end date or maturity date value on the product or one of its legs. However, some products like Commodity Swaps mature or effectively mature when the last fixing date has passed. In most cases, the approximate maturity date is sufficient. However, some last fixing dates are much earlier than the trade maturity date.

Specific to Commodities, if this environment property is set to TRUE, then payment lag is applied on Fixing date, and if FALSE or Not Set, then payment lag is applied on period end date, while applying payment lags on resultant maturity date.

By default, the property is true, which means that the Context Position will use the filter from the Trade Filter. If it is set to false, the filter from the Analysis Designer will be used.

This environment property is used for a migration period as well as allowing the user to reconcile the numbers with legacy (false) and new default (true) once the migration is completed.

The Context Position filter fields in the Analysis Designer will be deprecated in the future. At this time, these fields can only be seen if FL_CONTEXT_POSITION_FROM_TRADE_FILTER is set to false.

The Forward Ladder deprecated fields are: Context Position Filter, External Banking Filter, Non Positioned Trades Filterer and Load Synthetic Positions. This information is now defined in the Custom Criteria panel of the Trade Filter.

True or false.

Default is true. Credential caches are flushed when any type of user exits an application.

Set to false to not flush credential caches for system users.

To provide more flexibility when running the rebase report for Live P&L in Front Office Workstation. Rebase is performed to refresh risk and P&L for Live P&L. The environment properties have the default values of FOLIVEPL_REBASE_TIMEOUT=20 mins and LADDERLIVEPL_REBASE_TIMEOUT =10 mins. You can adjust the time value to change the time-out limit if or when necessary.

True or false. True to split existing CA trades from per-position to per-trade in FO Position, or false otherwise.

List of application names that can be executed only once by a given user.

True or false. True to use 1.3 SocketChannel, or false to enable 1.4 SocketChannel.

Default is true.

Value is in milliseconds. Can be used to alter the market data server polling frequency for the pricing feed info widget.

Default is 30000.

Set to True to activate FTP Products. Default is False.

True or false. Controls whether to use calendar days or business days to derive settle date.

True to derive the settle date for short term FX forward by adding calendar days, and then adjust by holidays of the currency pair. Short term is less than 7 days (non inclusive).

False to use business days instead.

Default is false.

True or false. True to include FX NDF trades that have not yet been reset in the position reports, or false otherwise. FX NDF trades will be treated as FX Forwards.

Default is true.

True or false. Default is false.

By default, the premium / fee of FX Option trades is now treated as a separate line in CAPL, only if the fee currency is different from the trade currency.

Set to true to treat all the fee on FX Option trades as a separate line, regardless of their currency.

True or false. Set to true to enable access permissions for the trade panels and components in the FX trade windows.

Default is false.

True or false. Default is true.

Set to true to allow testing column != <value> on null values in the Task Station. Otherwise, the operator “IS NOT NULL” is required.

rue or false. Default is true.

Used when exporting reports to HTML format and by the REPORT scheduled task. When true, the HTML includes template information.

Set to false to remove template information from the HTML output.

True or false. Default is true.

Used when exporting reports to PDF format. Not used the REPORT scheduled task. When true, the PDF includes report information (report type, valuation date, etc.).

Set to false to remove report information from the PDF.

True or false. Default is true.

Used when exporting reports to PDF format and by the REPORT scheduled task. When true, the PDF includes template information.

Set to false to remove template information from the PDF.

Maximum size of the documents attached to a generic comment, in bytes, Kilos, Megas or Gigs such as 200000, 100K, 10M, 1G.

True or false. If true, a SDI defined for the beneficiary "ALL" can be used by any legal entity if no SDI is defined for that legal entity, or in the case of netting across multiple legal entities.

In the case of netting across multiple entities however, the "ALL" SDI will not have the highest priority if an SDI exists for any entity in the netting. In order to make the "ALL" SDI have the highest priority, you need to override the SDI selection process using the domain sdiCompareKeys. This is described in details in the Calypso Settlements User Guide.

If false, a legal entity can only use SDIs for which it is the beneficiary.

True or false. Applies to the Netting Method Window.

When true, all netting methods are loaded in the Netting Methods tree. When false, only the netting methods for the legal entity selected in the Browse panel are loaded in the tree.

Default is true.

True or false. True to save window location (when resized) to file and database so that next time the same window is brought up, the location remains the same, or false to save to file only.

Default is false.

True or false. True to save window size (when resized) to file and database so that next time the same window is brought up, the size remains the same, or false to save to file only.

Default is false.

Set HASH_ALGORITHM to the desired hashing algorithm. HASH_ALGORITHM hashing affects passwords stored in the database, not passwords encrypted for Calypso ENV files.

Default is SHA-256.

HASH_ALGORITHM is only used if a user’s password has been migrated to salt hashing (password was created or reset in v15.1 or higher). For non-salt hashing, see CRYPTALGO.

[NOTE: Only SHA-256 is supported if you are using ERS]

The login password character encoding.

Default is UTF-8.

HASH_CHARSET is only used if a user’s password has been migrated to salt hashing (password was created or reset in v15.1 or higher).

[NOTE: Only UTF-8 is supported if you are using ERS]

The login password hash encoding method.

Default is hex.

HASH_ENCODING is only used if a user’s password has been migrated to salt hashing (password was created or reset in v15.1 or higher).

[NOTE: Only hex is supported if you are using ERS]

True or false. It allows supporting both the salt and non-salt hashing approaches to login.

Default is true.

It should only be set to false if all users’ passwords have been migrated to the salt mechanism (password was created or reset in v15.1 or higher - see HASH_ALGORITHM). For those who have done an upgrade to v15.1 or higher, this can be verified by checking that all users’ last password resets are post-upgrade.

You can set HELO_ARGUMENT to the domain name to use for the HELO in either the mail config file or in the environment properties. If it is not set, the machine name will be used as domain name. If the machine name cannot be resolved, the IP address will be used. The IP address will be formatted as per RFC, simple mail transfer protocol.

Makes Hibernate generate the appropriate SQL for the chosen database.

Example:

Oracle: org.hibernate.dialect.Oracle10gDialect

True or false. True to hide the Generate button on the ExerciseScheduleJPanel, or false otherwise.

Used for SSL configuration.

A host name verifier ensures the host name in the URL to which the client connects matches the host name in the digital certificate that the server sends back as part of the SSL connection.

Host name verification is enabled when this property is set to true. Default is false.

Fully qualified path location of an editor for HTML documents. Typically this could be the path to Microsoft WORD executable, or a text editor (Notepad, emacs), or a more sophisticated tool used to edit HTML documents such as MACROMEDIA Dreamweaver, HomeSite, or some such equivalent.

See also DOCUMENT_SECURITY.

Fully qualified path location of a print command for HTML documents.

Example:

HTMLFILE_PRINT_CMD = "C:\\Windows\\System32\\rundll32.exe" "C:\\Windows\\System32\\mshtml.dll",PrintHTML "%1"

If not specified, the system will look for the following registry key:

HKEY_CLASSES_ROOT > htmlfile > shell > Print > command

If not specified, the default is:

\"%systemroot%\\system32\\rundll32.exe\" \"%systemroot%\\system32\\mshtml.dll\",PrintHTML \"%1\"

HTTP proxy IP address to use RMI over HTTP on port 80.

HTTP proxy port number to use RMI over HTTP on port 80.

Enabled automatically if environment property USE_SSL = true.

Sets the "max-age" parameter of the "Strict-Transport-Security" HTTP header in seconds.

Default is 0. When enabled, the system property calypso.http.header.sts.maxAge is used to adjust the max age value at the application level.

 Please refer to the Calypso Installation Guide for details.

Used in interest bearing trades generation.

Default is true. Interest bearing trades are generated using the book of the position in priority.

You can set to false to apply the legacy logic.

 Please refer to Calypso Nostro Management documentation for complete details.

True or false. Default is true.

By default, CA holidays are ignored and a CA trade can be booked on a non-business day if the ex-date falls on a non-business day.

To take CA holidays into account, you need to set this environment property to false. In that case, if the ex-date falls on a non business date, the CA trade date is set to the previous business day.

List of product types for which TASK_MIN_PRODUCT_INFO is ignored, i.e. for which Product Info is loaded regardless of TASK_MIN_PRODUCT_INFO.

Applies to the in-memory risk server. Trade update frequency in milliseconds.

Default is 250.

In the output file of the Official P&L report, the trade date format is using the following format for both active and inactive trades: MM/DD/yyyy HH:MM.

You can use the following format for inactive trades (MM/DD/yyyy HH:MM:SS.MMM AM/PM timezone) by setting environment property INACTIVE_TRADE_TD_FORMAT_KEEP_OLD=true.

True or false.

Default is false, ACCRUAL_SETTLE_DATE is 0 after the maturity date if FIRST_ACCRUAL = true when pricing on Friday and bond matures over the weekend.

If true, ACCRUAL_SETTLE_DATE is calculated after the maturity date.

True or false. Default is true.

When INCLUDE_INTEREST_INTO_ROLLOVER=true and InterestCleanUp=true, the interest transfer is included in the rollover netted transfer.

To exclude the interest transfer from the rollover netted transfer, set INCLUDE_INTEREST_INTO_ROLLOVER=false.

True or false. When true, logs the SQL statement that caused the exception.

This property act as a switch in order to decide if the cashflow generation

should optimize the

samples or not.

If Set to TRUE- It will not optimize samples.

If Set to FALSE: It will optimize and generate the samples.

Default value: FALSE

The default value of IGNORE_SENDNOCALCS is false.

When no calculators are attached to a dispatcher, the dispatcher sends a SendNoCalcs event to all connected clients. Upon receiving this event, the clients immediately disconnect from the dispatcher. However, if IGNORE_SENDNOCALCS is set to true, the dispatcher will not send the SendNoCalcs event, even if no calculators are connected, preventing the clients from disconnecting immediately.

True or false. True to interpolate in zero rate space. When interpolating in zero rate space, use frequency and daycoun t saved with the curve. False to interpolate in discount factor space.

This property can be overridden at the zero curve level using the field "Interp As" in the zero curve definition.

Default is true.

Calypso generates a System message in the Data Server log when the number of remaining Calypso Seed values falls to this level. If the Email function is configured, an email to the administrator is also generated.

True or false. Only one of these properties should be set to true. They are mutually exclusive.

They affect what amount is displayed in the Security panel of BO Position:

INV_QUANTITY — Displays the quantity.

INV_NOMINAL — Displays the actual nominal (based on the pool factor if any).

INV_NOMINAL_UNFACTORED — Displays the original nominal.

Default degree of parallelism when enabled. Default is 4.

See BO_POSITION_FORCE_TRANSACTION_SERIALIZABLE for completed details.

True or false. Default is true.

When set to false, it disables parallelism in the scheduled tasks INVENTORY_SNAPSHOT and PURGE_INVENTORY_SNAPSHOT regardless of the PARALLEL HINT setting.

See BO_POSITION_FORCE_TRANSACTION_SERIALIZABLE for completed details.

True or false. Default is true.

Same as INVENTORY_ENABLE_PARALLEL_DML for Oracle 11g.

True or false. When false, trades are not loaded in the inventory engine. Default is true.

Allows preventing frequent updates on the balance.

Default value is 1 to store the balance to the previous business date instead of the current system date.

True or false. Default is true.

When true, inventory positions are saved in batch mode with Oracle 12c (or higher).

You can disable the batch mode by setting INVENTORY_USE_BATCH_MODE = false.

A locale string like “French”, “German”, “English”, etc. to display the rate resets in a different locale than the system’s locale.

Default is not defined, it uses the system’s locale.

Allows the user to switch between ISDA versions for Margin SIMM Service.

Supported versions: 2_5_A, 2_6

True or false. True to use the cached statement, or false otherwise.

Default is false.

You can increase the following properties at application level to prevent breaching SESSIONS_PER_USER under <calypso home>/client/resources/appConfig/<application>.properties:

calypso.jdbc.conn.min

calypso.jdbc.conn.max

Defaults are:

Data Server: calypso.jdbc.conn.min=20, calypso.jdbc.conn.max=200

Other Servers: calypso.jdbc.conn.min=5, calypso.jdbc.conn.max=100

Number of milliseconds before retrying a query when a database deadlock occurs.

Default is 100.

Isolation level: READ_COMMITTED, READ_UNCOMMITTED, REPEATABLE_READ, SERIALIZABLE. If not specified, the Data Server will use the default specified by the JDBC driver. In most cases, it is READ_COMMITED.

Maximum number of milliseconds to wait for an available connection to the database server.

Default is 0, no time limit enforced.

Database connections are profiled when calypso.jdbc.profiling is set to true. Default is false.

SQL query timeout is seconds.

Default is no timeout.

Number of rows to get when selecting data. Note that it is recommended not to change the default value.

[IMPORTANT NOTE: This property must NOT be used with Oracle because it will severely impact the performance]

True or false. True to have a read-only database connection, or false otherwise.

True or false. True for the Data Server to use stored procedures for database queries, or false to use SQL queries.

Default is true.

Sometimes when the Event Server is restarted, an “Illegal State Exception: Session is closed” error is created. A defensive code looks up the jmsConnectionFactory in the case of this exception.

By default, it will retry 5 times. If it is still unable to get the connection/session/producer, an error will be thrown. The number of tries can be changed in this property. If this is set to 0, no retries will be performed.

True or false. Default is false.

When true, the connections between the dispatcher and the calculators are maintained even in case of inactivity. When false, the connections are closed in case of inactivity.

True or false. Default is false.

If set to true, we keep the Canceled Trades in the Trade Open Quantity.

True or false. True to keep trace information for creation of connections, which may be viewed using Web Admin.

Default is false.

True or false. True to store curves in memory as blob, or false otherwise.

Default is true.

Used in the Inventory Position report.

True or false. Set to true to display both legs of a repo when both the start and end legs are failed. Only one failed transfer is displayed otherwise.

Default is false.

Option used to retain custom password properties.

When set to false or missing from the environment file, the password fields will be removed. When set to true, the password fields will be retained.

Used in settlement instructions.

True or false. When true, the internal agent of a transfer using a Direct counterparty SDI is the PO agent.

Default is false - The internal agent is the PO.

True or false. Default is false.

If true, the system keeps SDIs and full route from the original transfer on split transfers.

True or false. True to keep volatility surfaces in memory as blob, or false otherwise.

Default is true.

True or false.

Controls the HTML comment (<!--keyword:KEYWORD_NAME-->) put in the HTML files generated by Message Formatter. If true, the comment will appear (default behavior), and if false, the comment will not appear.

Y or N. Y to allow the kick off time to be reset or recalculated; thereby, next scan date and time would be determined.

Default is Y.

True or false. True to force all DB connections to be stopped after the user hits Cancel on the progress popup dialog when running a scheduled task.

Note that this action will stop all the DB connections for all the clients on the same host machine.

Default is false.

Lag added to the current time to set the KickOffTime for a new task (in milliseconds).

Default is 1000, 1 second.

True or false. True to display a warning when a trade filter / blotter is loading a number of trades superior to the maximum number of trades (user attribute "Max.Trade"), and prompt the user to proceed with the load.

False to display an error message when the trade filter / blotter is loading a number of trades superior to the maximum number of trades, and suspend the load.

Default is false.

TRUE or FALSE (all uppercase). Default is TRUE.

Set to FALSE to use Hedged Book Value configurations to compute Hedged Book Value marks.

Please refer to Calypso Hedge Accounting documentation for details.

Maximum number of legal entity names allowed per query under certain circumstances.

The behavior is as follows if LEGAL_ENTITY_MAX_NAMES=10, for example.

In the Legal Entity window if you enter nothing in the short name field and simply hit Enter, you will only see 10 legal entities. However, if you enter anything like A, you will see all legal entities starting with A.

To see all legal entities, you can enter % in the short name field.

Default is 1000.

True or false. Default is false.

Set to true to allow segregating legal entity roles by processing organizations.

Please refer to Calypso Getting Started documentation for details.

Percentage of items to remove from cache when the cache is full (value between 0.0 and 1.0).

Default is 0.1, e.g. 10% of items are removed.

True or false.

True to add filtering criteria on the trade_open_qty table to prevent SQL deadlock in the Liquidation engine. Default is false.

A Trade cache for the Liquidation event trades (PSEventLiquidatedPosition and PSEventAggLiquidatedPosition) prevents lazy loading of trades during the processing of the Liquidation events in the Accounting engine.

LIQUIDATION_EVENT_TRADE_CACHE_DISABLED - If true, it disables the Liquidation Event Trade cache (default is false)

LIQUIDATION_EVENT_TRADE_CACHE_SIZE - Size of the Liquidation Event Trade cache (default is 50000)

LIQUIDATION_EVENT_TRADE_CACHE_TIMEOUT - Timeout of the cache in minutes (default is 10)

LIQUIDATION_EVENT_TRADE_CACHE_SOFT – True or false – True to use soft references or false (default) to use weak references for the cache

The LiquidationPricingEnvCache cache has been improved to have a retention size for the latest entries (based on FIFO) to not clear all the entries when they are not referenced, and can use Soft or Weak references.

LIQUIDATION_PRICING_ENV_CACHE_SIZE is the cache retention size. Default value is 20.

Set LIQUIDATION_PRICING_ENV_CACHE_SOFT to true to use soft references, or false to use weak references (default).

The Liquidation engine can run in two modes, Real Time or Batch, based on environment property LIQUIDATION_TIMEOUT. In both modes, the Liquidation engine performs liquidation undo (if required for back-dated trades) and creates open trade positions from trade events as they are received.

In Batch Liquidation mode, the liquidation is not done by the engine, it is deferred until the scheduled task BATCH_LIQUIDATION is run.

In Real Time mode, the engine performs the liquidation at a time governed by the Comparator (for example, immediately for TradeDate or end of day for TradeDateFixed. In Real Time mode, LIQUIDATION_TIMEOUT can further specify the frequency at which trades are checked for eligibility to liquidate.

LIQUIDATION_TIMEOUT can have the following values:

Real Time modes specifying the frequency at which trades are checked for eligibility to liquidate:

"0" or blank – Check and liquidation at startup, after each book EOD time, and after 12 hours.

"> 0" – Check and liquidation at startup, after each book EOD time, and after the specified number of seconds.

“-2” — Check and liquidation at startup and after each book EOD time.

Batch mode:

"-4" — The Liquidation engine creates open trade positions but does not perform any liquidation. The liquidation is performed only by the scheduled task BATCH_LIQUIDATION.

Note that this environment property is overridden by the LIQUIDATION_TIMEOUT engine parameter if set.

Specify a custom access URL for the Position Keeping Server. The URL follows the form:

tcp://host_name:port

Example: LLMEVENTSERVERURL=tcp://localhost:63117

See also PKPRESENTATIONEVENTSERVERURL.

Default is tcp://localhost:61917.

If the Position Keeping Server is using the common bus (Calypso Messaging Server), which is the default mode, then this property should point to the same value as CALYPSO_TRANSIENT_MESSAGING_SERVER_URL. (PKPRESENTATIONEVENTSERVERURL_CLIENT should also point to CALYPSO_TRANSIENT_MESSAGING_SERVER_URL)

If the Position Keeping Server is using its own separate bus, then this property should point to the same value as LLMEVENTSERVERURL. (Also, PKPRESENTATIONEVENTSERVERURL_CLIENT should point to the same value as PKSPRESENTATIONEVENTSERVERURL.)

True or false. True to load curve definitions with curves, or false otherwise.

Default is true.

Designates whether the default user is automatically loaded as client User or not for Calypso login. When set to False, the User login field will be blank.

Default is True.

True or false. True to load product security codes when doing Fast Load, or false otherwise.

Internationalization/country code.

Name of the class to use for distributed caching and locking. Not required if you are not using clustered Data Servers.

True or False. Default is True.

Used to enable or disable log aggregation for a complete Calypso environment.

When set to true, this property enables viewing of error logs with full stack trace for Pricing Analysis.

Comma-separated list of log categories.

It is recommended to set to NONE by default. You can modify as needed for investigation purposes.

True or false. Default is false.

Enabling this option will cause a log message with category DATE to be entered into the log file whenever a date is seen that is outside of the range of dates provided by the LOWER_THRESHOLD_FOR_JULIAN_LONG and UPPER_THRESHOLD_FOR_JULIAN_LONG settings. One caveat to this is the entering of dates into text fields. Because of the way dates are checked as there are entered, there will be a log message as the third digit of a 4 digit year that is entered. This is not a problem and can be ignored.

Maximum number of log files to retain.

Default is to retain all log files.

True or false. Default is true.

If set to true, kick-off workflow exceptions are shown in the log. If set to false, they are not shown.

Comma-separated list of log levels: DEBUG, INFO, WARN, ERROR, FATAL.

It is recommended to set to ERROR by default. You can modify as needed for investigation purposes.

Used in Calypso Logging to suppress large stacktraces. Set to true enables the pruning, false to disable the pruning. Default is to have the feature enabled.

True or false. True to send System.out.println() calls to the standard output, or false to reassign all System.out.println() calls to the Calypso log files.

Maximum number of lines to output before rotating. Default is 100,000.

Maximum number of seconds before rotating the log files.

True or false. True to restart the Data Server log automatically after an IOException, or false otherwise.

Default is false.

True or false. True to restart the log automatically after an error, or false otherwise.

True or false, default is false.

When false or not set, the contact information comes from the child sender / receiver. The message is not generated if no contact is found at child level.

When LOOK_PARENT_CONTACT = true, all the contact information comes from the parent sender / receiver if no contact is found at child level. If no contact is found at child level and parent level, the message is not generated.

If set to true, then we look for the Parent SDI if none applicable is found at the PO level.

Default is "false".

The value is a Julian long value. The default value corresponds to December 31st 1899. This specifies the lower threshold of dates that are considered valid for the purposes of checking dates. The date represented by the LOWER_THRESHOLD_FOR_JULIAN_LONG is considered to be a valid date.

See also:

THROW_EXCEPTION_ON_CORRUPT_JDATE

LOG_EXCEPTION_ON_CORRUPT_JDATE

UPPER_THRESHOLD_FOR_JULIAN_LONG

Percentage of items to remove from cache when the cache is full (value between 0.0 and 1.0).

Default is 0.1, e.g. 10% of items are removed.

Specifies the type of mail client to use. To use the original Calypso SMTP mail client specify com.calypso.tk.util.email.MailSender1.

To use the Java mail extension package specify calypsox.tk.util.email.MailSender2. The Java mail extension permits the application to use authentication. See SMTP_AUTH_REQUIRED.

Default is com.calypso.tk.util.email.MailSender1.

List of comma-separated events that you do not want the Calypso Navigator to subscribe to. For example, “PSEventTrade,PSEventDomainChange”.

You can re-activate the subscription to these events for the current session using "Utilities > System >Subscribe to unsubscribed PSEvents". This menu item only appears if the environment property MAIN_ENTRY_REMOVE_SUBSCRIPTION_TO_PSEVENTS is set.

True or false. Default is true.

Set to true to close all database connections when the Calypso Navigator closes.

Set to true to display the DB flag in the Main Entry Customizer window.

When this box is unchecked, it allows you to save and load a menu from a file. In order to use a custom menu without losing your current menu, save the current menu to a file with DB unchecked.

Then load the custom menu from the provided file (DB unchecked), and save it to the database (with DB checked).

Used with Calypso Services. Margin and Collateral are deployed separately.

Drives the timeout of the server when exporting risk factors in the Margin product. The value for this property is in milliseconds. The default value if not set is 30000 ms.

Allows Pre-CSA accounts to not require a Margin Call Contract with the Collateral Cloud Service.

The possible values for this property are:

• CLASSIC – Integrates with the “classic” collateral solution; the system behaves as usual before introducing Collateral Cloud Services for collateral exposure creation

• SERVICE – Integrates with Collateral Cloud solution; the system prefers to post collateral exposures to the Collateral Cloud Service

• HYBRID – Integrates with both the classic and Cloud Collateral solutions; the system attempts to create collateral exposures in the “classic” way and also post them to the Collateral Cloud Service

• NONE – Does not integrate with either classic or Cloud Collateral Service

Only a single value can be set. Default is CLASSIC.

Can be used to reduce the loading time of risk factors by controlling the query return size.

By default (without the env property defined), the query amount is considered to be unlimited. In the property, a value of 0 or a negative value represents UNLIMITED.

A value ranging from 1 to 5000 can be set in the property. If the value is set to greater than 5000, it will be reset to 5000.

Enable log level – DEBUG and log category com.calypso.cloud.margin.simm.service.AbstractSIMMCloudService to see the logs.

True or false. Default is false.

When applying a Rollover on a Cash trade with null Margin Pips, we don't retrieve any Margin Pips and Margin Currency stored in the database. But the user has the possibility in the Rollover Window to change the Margin.

If the Margin is not changed on the Rollover (i.e. Margin remains = 0) and MARGIN_USER_DEFAULT_CCY=true, no fee will be associated to the new trade. If MARGIN_USER_DEFAULT_CCY=false, a fee is created with Margin Amount = 0 and Margin Currency = Trade Currency.

If the Margin is changed on the Rollover and MARGIN_USER_DEFAULT_CCY=true, a fee will be associated to the new trade. This fee will use the Margin Amount entered in the Rollover window and Margin Currency = User Default Currency. If MARGIN_USER_DEFAULT_CCY=false, the fee is created with Margin Currency = Trade Currency.

Number of days of market data to be put in cache.

Default is 3600 (market data items older than about 10 years are not cached on the Data Server side).

Controls the number of items that will be opened in the Market Data Manager at the same time. Can be set for a lower number to increase performance.

Max query size for the templates of the Execute SQL panel of Web Admin.

Default is 1000.

If the query to be saved is greater than MAX_ADMIN_DB_QUERY_LENGTH, then the admin does a RMI call to fetch the actual size of column property_value of table user_viewer_prop.

If the query size fits the column size, the query is saved, no error.

If the query sise does not fit the column size; two possibilities:

The column size is 0, meaning there is no way to get the column size (maybe the Data Server db user is missing some access permissions), then an error message asks the user to increase both MAX_ADMIN_DB_QUERY_LENGTH and the size of column property_value of table user_viewer_prop (via an alter table done by the DBA)

The column size is greater than 0 but less than the query size, then another message asks the user to increase the size of column property_value of table user_viewer_prop only.

Maximum size (in bytes) that loading the audit information can consume.

Default is 0, no limit.

Maximum number of audit records to be loaded.

Default is 100,000 - Set to 0 for no limit.

Size of old_value and new_value fields in table bo_audit. It can be between 1024 and 3072. Default is 1024.

Maximum number of balance positions loaded by the Balance report and the Balance Activity report (default is 100000).

It is overridden if the Access Permission attribute "Max.Balance" is set for the user.

Number of events an Engine can get in one call/batch to the Data Server.

Default is 50000.

Note that this property is overridden by the MAX_BATCH_EVENT engine parameter, if set.

The Calypso grid implementation permits a large number of jobs to be created. As results are ready, they are read into the calling application (e.g., Calculation Server, Scheduled Task, etc.). Calypso has added a mechanism to throttle outgoing and incoming results to avoid their size and frequency from choking the system.

This property sets the total number of results to retain before blocking outgoing jobs. This number, plus the total number of grid nodes, is the largest number of results that may be on the calling application at any one time.

Limit on how far the EOD_CAPLMARKING scheduled task will look back for existing histo marks. If there are no marks within that limit, marking will fail for that trade.

Default is 30 (days).

Maximum time difference allowed between a client connection and the Data Server in milliseconds.

Default is 3600000 (1 hour).

Maximum number of documents that can be loaded by each client/user per query.

Default is 100000.

Maximum number of events to display in Utilities > Maintenance > Monitoring > Monitoring Events.

Maximum number of events per commit.

Default is 500.

Maximum number of Inventory positions to be loaded.

Default is 500000.

Can also be set per user using User attribute Max.InventoryPosition.

These limits do not apply to Admin users.

Maximum number of job compression at the same time in the dispatcher.

Default is 0 (no limit).

Maximum number of LE contacts to be loaded in the LE Data Browser.

Default is 100000.

Number of lines in the SwiftMessages for Statements (MT950 and MT940).

Default is 20.

Maximum number of messages that can be loaded by each client/user per query.

Default is 100000.

Maximum number of mutations that can be loaded in the Mutation window.

Default is 200.

If the access permission attribute “Max.Mutation” is defined and “Max.Mutation” < MAX_MUTATIONS_PER_USER then the number of mutations is limited to “Max.Mutation”.

To use “Max.Mutation”, you need to add it to the domain userAccessPermAttributes.

Maximum number of reconnection attempts from client applications to Data Server, when the Data Server fails and restarts, as well as on first attempt.

Default is 25.

Maximum size (in bytes) that loading the pending modifications audit information can consume.

Default is 0 (no limit).

Maximum number of postings that can be loaded by each client/user per query.

Default is 100000.

Maximum number of Pricing Env refresh that will happen at the same time in the Data Server.

When set, you can also set USE_PRICING_ENV_SYNC to true, see USE_PRICING_ENV_SYNC for details.

Default is 0 (no limit).

Number of times to try connecting to the Data Server. Default is 10.

If you want to turn off the retry, set MAX_RETRY_CONNECT=1.

Maximum number of statements that can be executed in batch mode for Oracle.

Default is 500.

Maximum number of tasks that can be loaded by each client/user per query.

Default is 500000.

Maximum number of trades that can be loaded by each client/user per query.

If MAX_TRADES_PER_USER is specified, Access Permissions are enabled and the Max Trades attribute for the user is set, then the Max Trades user attribute value will be used to limit the trades.

Max Trades access permission for the user is more specific and takes preference over the MAX_TRADES_PER_USER property.

Default is 0 (no limit).

Maximum number of transfers that can be loaded by each client/user per query.

Default is 100000.

Maximum number of pending events in memory from real-time reports. Default is 1000.

Number of threads to run the market data discovery in parallel for Official P&L.

Default value is 1.

When value is 0 or 1, or there are less than 1000 trades, multi-threading is not used. Otherwise, the specified number of threads is used. Each thread is limited to 100 trades.

You can monitor the multi-threading using the log category MDI_THREADS_OPL.

It applies to scheduled tasks EOD_OFFICIALPL, PL_GREEKS_INPUT, INIT_LADDERLIVEPL, INIT_FOLIVEPL.

Number of threads to run the market data discovery in parallel for risk reports.

Default value is 1.

When value is 0 or 1, or there are less than 1000 trades, multi-threading is not used. Otherwise, the specified number of threads is used. Each thread is limited to 100 trades.

You can monitor the multi-threading using the log category AnalysisMktDataIdentifyUtil.

Note - When multi-threading is set up, there will be a tendency to see an increase in memory usage for a brief period during market-data discovery/identification phase, but it should reduce before the identified MDIs are loaded and analysis functionality is invoked/executed.

True or false.

True to enable the option of setting non real-time pricing environments in the Market Data Server, or false otherwise.

Refer to Calypso Market Data Server documentation for details.

True or false.

True by default to pre-load the report styles defined in the domain “MEPreload”. You can set it to false to disable the pre-load of the report styles.

The value for parallel hint for middle-tier queries. When set, this will override the default value of 8 given to parallel hint (Oracle) when running analysis.

This only applies when using SecCode in Trade Browser and Transfer report criteria and with trade filter ALL. This does not apply to Repo and Seclending product types.

It is the minimum number of product ids to load to switch to a global temporary table to prevent full scan queries. Default is 100, minimum value is 0, maximum value is 950.

Sets the minimum length of time for a message to traverse the network. Default is 20,000ms. Affects the communication from clients to both the Event Server and the Data Server via access port, not via RMI.

True or false. Default is false.

It only applies if AUTHORIZATION_TASK=true.

When true, an authorization task is created on the mirror trade. If accepted, an authorization task is created on the parent trade. The task on the parent trade must also be accepted in order for both trades to move to the next status (as applicable depending on environment property MIRROR_WORKFLOW). If the authorization task on the mirror trade or the parent trade is rejected, none of the trades move to the next status.

When false, an authorization task is created on the parent trade only. The mirror trade is not subject to manual authorization.

True or false. True for mirror trades to follow their own trade workflow, or false otherwise. Default is true.

If true, two trades are saved, and two tasks are created, one for each trade. Upon saving, the mirror trade is independent from the original trade, and follows its own workflow. By using a static data filter on the mirror book for example, you can apply different actions to the mirror trade. Note that you can only specify a static data filter on the mirror book on an STP transition.

If false, two trades are saved, but only one task is created. So from the point of view of the workflow you only see one trade. Upon saving, the action is automatically applied to the mirror trade regardless of whether the mirror trade satisfies the rules or not (unless the rules are specifically designed for mirror trades, like CheckMirrorSDI). After the trades are saved, any modification to one of the trades is automatically propagated to the other.

[NOTE: This environment property does not apply to FX trades or Cash trades. FX trades have their own routing process, please refer to Calypso FX Trade & Position Routing documentation for details. Cash trades are linked using the MMLinked workflow rule unless the environment property CASH_MIRROR_WORKFLOW=true]

To limit the number of items loaded at startup in the Market Data Server (default is 100).

True or false. If true, the default rate is not automatically set in cash trades. Also, if the Start Date is modified by the user, it is not overridden by the system. Default is false (the fields are set by the system).

You can override this property at the Use Defaults level, using the attribute MM_SUPPRESS_DEFAULT_RATE.

If present, the naming provider URL for that module plus instance is sourced from the property, instead of sourcing it from the module_deployment table.

Bean RMI calls to “getServerHost” are overridden to use the hostname of the aforementioned URL instead of the actual hostname of the service.

True or false.

If true, it will trigger the expected behavior in the system for the SETTLED (both from TS and ReportPanels) and the PARTIAL_SETTLE API (both GUI and non-GUI).

True or false. Default is true.

Set to false to disable the log category Monitoring.ServerRequest.

True or false. True to monitor Data Server SQL queries, or false otherwise. This monitoring can be started when the system is running from Web Admin.

Default is false.

If set to true, SQL monitoring will be enabled by default in Web Admin. The default setting is false.

Supports LDAP authentication out-of-the-box.

Set in calypsouser.properties.<env>file.

MSAD_URL = <LDAP hostname>

MSAD_BIND_DN = <username as defined in MSAD>

MSAD_BIND_CREDENTIAL = <password as defined for user in MSAD>

MSAD_BASE_CTX_DN = <cn=Users, dc=ny, dc=calypso, dc=com>

Note: MSAD_BIND_CREDENTIAL can optionally be encrypted with key=MSAD_BIND_DN using the CalypsoEncryptorLauncher. See DevOps Center CLI for more information.

True or false. Default is false.

When set to true, if assigning an SDI while modifying the counterparty, only the transfer message for the new counterparty is generated. No message is generated for the original counterparty.

True or false. Default is false.

If set to true, in case the new message does not have to be generated because of a SD Filter, we do not try to cancel/amend the previous message, and just ignore the old message. If false, we try to cancel the old message.

[NOTE: For CLS messages, this property cannot be set to true]

True or false.

If MSGENGINE_INCL_UPDATE = true, the system generates messages for all PSEventTrades and PSEventTransfers (except those having action in engine param IGNORE_ACTION), including UPDATE and ALLOCATE actions.

If MSGENGINE_INCL_UPDATE = false, no message is generated for PSEventTrades and PSEventTransfers having action in engine param IGNORE_ACTION, and for: trade action UPDATE, trade action ALLOCATE, and transfer action UPDATE.

So, if you want to generate messages for trade actions UPDATE and ALLOCATE (MSGENGINE_INCL_UPDATE = True) but not for transfer action UPDATE, you need to use a different action than UPDATE, like MODIFY for example, and add it to the IGNORE_ACTION engine parameter.

When using the message rule SetXferMessageRef, you can set the action to be applied in the rule parameter (MODIFY for example). The default action is UPDATE.

True or false. True to generate a message for the general configuration, even if a specific configuration is found, and there is a general configurations where the Address Type is different from that of the specific configuration, or false to generate a message for the specific configuration only.

If the format type is SWIFT, and the event is related to a transfer, the message Address Method is set to the Settlement Method specified on the Transfer.

Used when importing MT535 messages.

When true, field :93B::NAVL// is stored under Unavailable Balance in the EXTERNAL/ACTUAL/SETTLE position and can be reconciled with Unavailable Balance in the INTERNAL/ACTUAL/SETTLE position (created from Unavailability Transfer).

Used to reduce the number of days to load valuation postings in the Accounting engine for back-dated trades.

Default is 0, all valuation postings are loaded.

You can set it to the number of backdated days to be loaded. If the environment property is not set, the number of days is taken from the domain “NbDaysBackDatedValuationPosting” if set.

When loading the curve date cache, this determines how far back to look for curves. Default is one day. This may not be enough for looking back across non business days.

This property is used to load quote names in the Quote Window.

If set to “-1”, the system only loads the quote names matching the criteria.

If set to “0” (default), the system loads the products matching the criteria and all associated quote names.

If set to x (integer), the system loads the products and all associated if the number of products is less than x for a given set of criteria, otherwise it only loads the quote names.

Allows setting the default format for negative amounts.

You can set it to SIGN or BRACKET.

Negative amounts are displayed in between brackets if not set.

It can be overridden per column in individual reports under Data > Set Column Names.

Never use the Parent SDI in any case.

Default is false.

True or false. Default is true.

When set to true, no position is created for CMD FWD without certificates. Instead, you need to run the scheduled task CMD_FWD_SETTLE on the settle date to terminate the forward trade and create a spot trade.

You need to set NEW_CMD_FWD_NO_POSITION = false to create positions for CMD FWD without certificates.

True or false.

True to use the new Message Document Window for editing documents, or false to use the legacy Message Document Window.

Default is true.

True or false. If true, creating a trade will result in the postings cached. If false, creating a trade will result in the postings NOT cached.

When calling ensureCached before the Accounting Engine starts, if we do not put new postings in cache, we will not reach the cache limit, and therefore not clear the cache unnecessarily.

True or false. True to disable the caching capability, or false otherwise.

Default is false.

This property only applies to economic positions computed by the Liquidation engine, and viewed in the Position Keeper window.

True or false. True to disable the generation of FX positions when the settlement currency is different from the product currency (for position-based products), or false otherwise.

Default is false (FX position is generated).

Used for consuming Open ID tokens.

Set to <all exclusions|> such as

NON_PROXY_HOSTS=*.infra|localhost|.cloud.calypso.com

True or false. True to use the higher accuracy cumulative normal distribution calculation (Hart algorithm, accurate to about 1.0e-15), or false to use the lower accuracy method (Hull and Haug, accurate to about 1.0e-7).

Specifically, the higher accuracy implementation computes the cumulative normal distribution to double precision based on Hart, J. (1968), "Computer Approximations", Wiley. Algorithm 5666 for the error function. This implementation is a port of the VBA code presented in article of Graeme West, "Better approximations to the cumulative normal functions", Wilmott, 70-76, (May), 2005.

Default is true.

Maximum number of trades per P&L calculator job. A new job is created when the limit is reached.

Default is 500.

Fully qualified class name of the custom historical rate measure calculator.

Example: tk.risk.pl.PLComponentCustomHistoRateMeasureCalculator

Refer to the Calypso Developer's Guide for details.

Maximum number of trade attributes in Official P&L parameters.

Default is 40.

Note that the overall output of the report cannot have more than 1,000 columns. If you need more than 40 trade attributes, you might not be able to display all the P&L measures or start/end measures that you want.

Used for consuming OpenID tokens. Set to URI from IDCS.

Used for consuming OpenID tokens.

True or false. True to copy the value of the flag "Exclude First" when copying a Cap into a Swap, or false to ignore the flag.

Default is false.

True or false. True to force one confirmation only per trade, or false otherwise.

Retry mechanism for publishing an environment in DevOps Center. Used to prevent failure due to network glitches.

operations.dashboard.publish.max.retry.count (default of 10)

operations.dashboard.publish.retry.enabled (default is enabled)

When building and deploying application configurations in DevOps, logs will be displayed if the property is set to false, indicating that the checksum validation has been skipped. Default is true.

Applies to late resets attribution in Official P&L Explain.

True or false. Default is false. Late resets are attributed to “Start Pricing Env. Change Effect”.

If set to true, late resets are attributed to “Time Effect”.

Applies to Official PL for position-based products when defined with None PL Methodology.

True of false. Default is false.

Set to true to prevent the position rebuilt when PL Methodology is None in the EOD_OFFICIALPL, INIT_FOLIVEPL and PL_GREEKS_INPUT scheduled tasks.

Used in inflation bond pricing.

True or false. When set to true, pricing will not check for historical inflation quotes (but it will look for the current required quotes for pricing). When set to false, pricing will check for historical inflation quotes.

Default is false.

Please note that OPTIMIZE_FOR_PRICING does not control the following behaviors:

Bond Product Definition window – Historical inflation quotes are always needed since cashflows are generated from issue date to maturity.

Bond trade window, Pricing Sheet, and BPS – These windows never ask for historical inflation quotes, which are not required for pricing.

CA generation – You may see an error for missing inflation quote if the inflation quote is not available while generating the CA.

True or false. True to use optimized database queries for loading trade open quantities, or false otherwise. The optimization does not load all trade open quantities, just the relevant ones.

Default is true.

When set to false, the domain “optimizeLoadLiq” can be used to optimize database queries for loading trade open quantities by product type. The domain should contain the product types that require optimization.

True or false. True to avoid rebuilding the settle date position during pricing.

Default is true.

Number of digits for option fees.

Default is 2, which handles the fee as an amount.

To handle the fee as a percentage, set this property to 5. Then you can input the fee as a percentage and the pricers will do the conversion.

True or false. Default is true.

Used to improve performance when saving inventory positions.

When true, and database is Oracle 12 (or greater), the saving of inventory positions is optimized by using batch mode for events processing and engine_process table.

Used to allow a partner to support an additional database vendor. Added and tested by parther with their local database.

Sets the length of time to allow a single packet to traverse the network. Default is 200ms. Affects the communication from clients to both the Event Server and the Data Server via access port, not via RMI.

True or false. True to have the PairOff netted transfers automatically authorized.

Otherwise, the PairOff netted transfer must be executed as any other netted transfer.

True or false. Set to true to allow partial settlement due to cash difference. Otherwise, the partial settlement is only allowed if the security quantity is less than the open quantity on the transfer.

Default is false.

Also applies to the import of MT544, MT545, MT546, MT547 and MT548 messages.

Refer to the Calypso Settlements User Guide for details.

If set to true, for Security DAP payments, if the partial settlement is a money diff settlement (same nominal, money differs) the SDIs of the new DFP Cash transfer will be defaulted using the SDI selection mechanism.

If set to false, then the SDIs would be the same than the original transfer's SDIs, which is being partially settled.

Default is true.

Used when processing partial settlement messages MT544-MT547 PARC and MT544-MT547 PAIN.

True or false. Default is false.

When false, MT544-MT547 PAIN messages apply partial settlements and MT544-MT547 PARC messages only apply partial settlements if the message quantity matches the remaining quantity.

If true, MT544-MT547 PARC messages apply partial settlements without checking of the remaining quantity.

The port number for the patch RMI services.

Name of the font to be used for PDF generation.

For example, for the font file “simkai.ttf”, PDF_DOCUMENT_FONT = KaiTi, the actual font name.

The font needs to be installed as a system font. If the font is not installed, it defaults to Helvetica.

If you do not want to install the font as a system font, you need to edit the file "userconfig.xml" under “<calypso home>/client/resources/com/calypso/templates” and define the font there.

<renderers>

<renderer mime="application/pdf">

<fonts>

<!--font kerning="yes" embed-url="/fullpath/to/font/to/embed">

<font-triplet name="SinHei" style="normal" weight="normal"/>

</font -->

</fonts>

</renderer>

</renderers>

Then the file needs to be copied to “<calypso home>/tools/calypso-templates/resources/com/calypso/templates”.

When generating PDF messages on-the-fly, you can provide a configuration file in the below locations in the following order:

1. Config file defined in User Default attribute PDFConfig

Example: PDFConfig = C:\calypso\pdfconfig\pdfconfig.xml

2. Config file defined in domain ExportPDF for Value = PDFNavigatorConfigFile and Comment = <config file>

Example:

Value = PDFNavigatorConfigFile

Comment = C:\calypso\pdfconfig\pdfconfig.xml

3. Edit the file “<calypso home>/resources/com/calypso/templates/userconfig.xml” and set the font there.

Example shown above.

Then the file needs to be copied to “<calypso home>/tools/calypso-templates/resources/com/calypso/templates”.

Number of columns to display on 1 page in the PDF export.

It defaults to 5 if not set.

Please refer to the Calypso Getting Started User Guide for more info on PDF export customization.

Used when generating a PDF report.

When set to true, the user can choose the location of the PDF file.

It is false by default, in which case the PDF files are stored under $user_home\Calypso\.

Used for and unconsumed event count alert. Specify the time interval in milliseconds. If no amount is specified, the default interval is 600000 (10 minutes).

This alert can be used in conjunction with and unconsumed event log which queries to get the oldest Id and timestamp for the engine.

Number of minutes prior to closing operating hours for Web FX. A "Closing" page will be displayed.

Specify a custom access URL for the Position Keeping Server. The URL follows the form:

tcp://host_name:port

Example: PKPRESENTATIONEVENTSERVERURL=tcp://localhost:63118

See also LLMEVENTSERVERURL.

Default is tcp://localhost:61918.

If the Position Keeping Server is using the common bus (Calypso Messaging Server), which is the default mode, then this property should point to the same value as CALYPSO_TRANSIENT_MESSAGING_SERVER_URL. (LLMEVENTSERVERURL_CLIENT should also point to CALYPSO_TRANSIENT_MESSAGING_SERVER_URL)

If the Position Keeping Server is using its own separate bus, then this property should point to the same value as PKSPRESENTATIONEVENTSERVERURL. (Also, LLMEVENTSERVERURL_CLIENT should point to the same value as LLMEVENTSERVERURL.)

Class name to generate PLPricers to be used to calculate PL measures. If not specified, DefaultPLPricerFactory is used.

True or false. Default is false.

When set to true, when you are in the Back Office Browser in the SDI / Transfer Rule panel, if you manually change the SDI for the Cpty, the PO SDI is automatically adjusted if there is an eligible SDI. If there is no eligible SDI, the PO SDI is set to TBA.

Determines the sign of pricer measures for Interest Bearing trades on Client accounts.

If false (default), pricer measures are shown from the perspective of the Client: positive when the Client receives interest from the PO and negative when the Client pays interest to the PO.

If true, pricer measures are shown from the perspective of the Processing Org: positive when the Client pays interest to the PO and negative when the PO receives interest from the PO.

Used by the Cash Position report.

Maximum rows for Cash Position report drilldown. Default is 10000 cash flow blob records.

Can be an environment property or an engine parameter.

Note that engine parameters can be added to the engineParam domain using Configuration > System > Domain Values.

True or false.

Set to true to activate the cash feature in the Position Engine, so that the engine generates cash positions (single currency cashflows on FX Options trades and money market trades).

Default is false.

Set with the name of a dispatcher configuration.

When this property is set, the method PricerConfig.refresh when called from the Data Server will then be dispatched to the given grid.

This applies whenever Products are loaded with multiple sec codes.

True or false. Default is true.

When true, the SQL query loads all the Product Sec Codes using sub queries.

When false, the SQL query uses a direct join which may result in some Sec Codes missing when multiple Sec Codes are included in the query.

Number of additional lines to display in the stack trace of the profiler. Default is 4.

Max size of Secondary Market Products cache – Default is 50000.

Note that this property is overridden by the engine parameter PROJECTED_DAYS, if set.

See Engine Parameters documentation for details.

Used for consuming OpenID tokens.

Set PS_REMOVE_CHANNEL_ON_SOCKET_TIMEOUT=true, to remove the "bad" client application in case Socket timeout happens.

Set SOCKET_READ_WRITE_SAFEGUARD=<int value>, the number of retries.

Default is 10000. With each retry, there is a 10 msec wait. Therefore, after 100 seconds (10000*10msec) the application throws an IOException and declares the client as “bad.”

Set to true to publish log exception events. Default is false.

True or false. Default is true to create a PSEventDomainChange when adding a new product. Set to false to NOT create a PSEventDomainChange when adding a new product.

It applies to archiving.

True or false. If set to false, event ids for transfers, messages, postings and tasks that will be removed are not collected. The events are published with an empty event vector.

Default is true, event ids to be removed are collected.

The maximum number of threads that can be used in calculating the formula columns in the Portfolio Workstation.

Default is 50.

Applies to the Quick Search window.

Number of seconds after which the user will be prompted to continue the search or not. Default is 10 seconds.

True or false. True to allow saving quotes in the future at any date.

False to allow saving quote in the future for the number of days specified in QUOTE_MAX_DAY_FUTURE after today.

Default is false.

True or false. True to audit CLOSE quotes only, or false to audit all quote instances.

Default is true.

This works in combination with entries in the classAuditMode domain, you can choose between the following values:

QuoteValue: Default behavior – Audit is only triggered when a CLOSE quote is modified.

QuoteValue and QuoteValue_InsertDelete – Audit is triggered when a CLOSE quote is added, modified, or removed.

QuoteValue and QuoteValue_AllInstances – Audit is triggered when any quote is modified (unless QUOTE_AUDIT_CLOSE_B is true, in which case only CLOSE quotes are audited).

QuoteValue, QuoteValue_InsertDelete, and QuoteValue_InsertDelete – Audit is triggered when any quote is added, modified, or removed (unless QUOTE_AUDIT_CLOSE_B is true, in which case only CLOSE quotes are audited).

Maximum number of days after today, after which the user cannot save quotes, provided QUOTE_ALLOW_IN_FUTURE is set to false.

Default is 3.

The system has a mechanism to maintain the count of each and every database record being accessed. If the counter exceeds RECORDCOUNTTRACKER then we log the SQL Query in the Data Server Log.

Default the RECORDCOUNTTRACKER is set to 50000.

To disable this mechanism, set RECORDCOUNTTRACKER to 0.

Number of milliseconds before giving up when trying to acquire a reentrant lock. -1 means timeout is infinite. Default is -1.

It can be set to PeriodTo, PayDate or not set (default).

It is used to determine the Settlement Date for Penalty trades.

Please refer to Calypso Message Matching (Reconciliation of Confirmations and Advices) documentation for details.

Number of seconds before an inactive database connection will be released.

True or false. Default is false (Book criteria not editable in reports).

When true, the Book criteria is editable in reports.

REST API connection timeout in ms, default is 30000.

REST API read timeout in ms, default is 10000.

RESTART_ATTEMPTS controls the number of restart attempts by the Uploader Import Message engine if the connection is lost with MQ (default is 10).

RESTART_DELAY is the delay between attempts (in seconds, default is 5).

True or false. True to have the Liquidation engine restore archived trades if applicable.

Default is false.

True or false. True to prevent audit of changes to user access permissions (group data access).

Default is false.

True or false. True to generate a reversal CRE when a CRE posting has been sent (in SENT status) and then modified, or false to generate a DELETED CRE and a NEW CRE.

True or false. Default is true.

This environment property impacts the booking date of reverse postings having the INVENTORY rule in the ACCOUNTING_CONVERSION scheduled task.

Please refer to Calypso Accounting Processes documentation for details.

In the Risk Aggregation window, a warning will be presented to the user if the report is large. Default value is 50000 rows. You can override the default value using this property.

Maximum size in MB of the BLOB to save, when risk analyses results are saved as BLOB.

Should be set to a value around 10.

True or false. True to run selected risk reports sequentially, or false to run selected reports simultaneously.

Default is false.

If you set the update frequency to 0 in the Risk Runner Setup window, this property will take effect as the update frequency. It must be set between 1ms and 1000ms. Default is 1000ms.

The max number of retries when a remote call fails - Default value is 3 - When it is 0, there is no retry.

The number of seconds to wait before retrying when the remote call fails - Default value is 5 seconds.

Size of the backlog on the RMI Registry server sockets and the service server sockets.

Default is 50.

This is a set interval in seconds between fail events in the Read-Only Data Server. When three consecutive RODS_MAX_EVENT fails fall within the designated interval, RODS will shut down. Default is 120 seconds.

Please refer to the Calypso Installation Guide for details.

For the Read-Only Data Server, this is the time in seconds for the event handling thread to finish and clear all caches after the max event number is reached. Default is 5 seconds.

Please refer to the Calypso Installation Guide for details.

Maximum number of unprocessed events the Read-Only Data Server can store in its local queue before dropping all unprocessed events and clearing the local caches.

Please refer to the Calypso Installation Guide for details.

True or false. True to apply rollback logic to Calypso connections, or false otherwise.

The rollback logic is as follows.

If transaction is successful then no rollback. Else, if individual SQL doing rollback, release_connection.rollback() should NOT BE CALLED. If not, for Oracle rollback for ALL NON SELECT statements.

True or false. Default is true.

Manage the application of rounding when converting double to BigDecimal for the product types defined in the property EXCLUDE_PRODUCT_TYPE_ROUNDING_SECURITY_INVENTORY.

True or false. Allows selecting the split algorithm for netted transfers.

If false, when a netted transfer is split, the system also splits each underlying transfer with the same ratio. The system ensures that the amount of each new netted transfer is equal to the sum of their underlying transfers.

If true, the system also ensures that for each original trade, the sum of the new underlying transfers is equal to the sum of the old underlying transfers.

Default is false.

This property is active when USE_AMTS_FOR_SPLIT_RATE=true. We recommend that you set both USE_AMTS_FOR_SPLIT_RATE and ROUND_USD_AMT_FOR_SPLIT_RATE to true for correct results in cross-rate calculations in Cross-Currency Split trades.

True to use rounded split currency amounts for cross rate calculations. The split currency can be any currency (not just USD as the property name mentions).

False to use unrounded split currency amounts.

Default is true.

During the day when new trades are added, removed or amended, the Regulatory Risk Server listens to these events and keeps them in a queue to be processed. The server later processes them based on a frequency in seconds specified in this property. The default value, if not specified, is 10 seconds

True or false. True to save risk analysis outputs as blob in database, or false otherwise.

Default is true.

True or false. Default is false.

You can set to true to save messages that could not be imported by the Swift Import Message engine. It allows removing corrupted messages from the JMS queue, and saving them with the message type specified in domain “NotParseableMessageType”.

It is recommended to use the DEBUG log categories ImportMessageEngine and JMS to understand the issue.

True or false. True to save correlation as non blob in database, or false otherwise.

Default is false.

True or false. True to save customized cashflows as blob in database, or false otherwise.

Default is false.

True or false. True to store the last time a user requested one of the following objects in the table obj_request_log:

ANALYSIS_PARAM

FILTER_SET

PRICING_ENV

RISK_CONFIG

STATIC_DATA_FILTER

TRADE_FILTER

Default is false.

True or false. Default is false.

Set to true to save hypothetical derivatives trades for Cash Flow hedges.

Please refer to Calypso Hedge Accounting documentation for details.

True or false. Set to true to use the settle position buckets feature. The Position Engine calculates positions by settle bucket according to the valuation times that you define at the global or book level in the VALUATION_TIMES engine parameter or VALUATION_TIMES book attribute, respectively.

True or false. True to create an audit record for published rate resets and FX rate resets, or false otherwise.

Default is false.

By default, the application saves analysis error messages. Set to false to prevent the application from saving analysis error messages.

True or false. Default is true.

When true, the Scheduler starts even if there is a CorruptIndexException. In this case, it starts with a fresh index folder. An error message is logged and the corrupted index folder is backed up.

When false, this feature is turned off and the Scheduler does not start when there is a CorruptIndexException.

True or false. True to be able to configure all available columns in Scenario output, or false to be able to configure only SCENARIO_MEASURES and RISK_MEASURES.

Default is true.

All risk reports can convert the results into base currency or market data currency as needed, taking triangulation into account.

When converting the results into base currency or market data currency, the risk reports force ADJUST_FX=false based on the environment property SCENARIO_CONVERT_ADJUST=true (default value).

You can use the value of ADJUST_FX defined in your pricing environment by setting SCENARIO_CONVERT_ADJUST=false.

Set to true to enable Scenario on Mirror Trades.

Default is false.

Maximum number of trades that can be saved with a Scenario output.

If there is no trade filter and the number of trades is under the limit, then all the trades are saved with the output.

If there is a trade filter or the number of trades is above the limit, only trades with negative trade ids are saved with the output. For the other trades, only the trade id is saved with the output.

Default is 1000.

True or false. True to turn optimization on, or false otherwise.

When optimization is turned on, there are less calls to the Pricer.price() method when you run Scenario on CDS Index trades with different characteristics, and the log file is smaller.

Default is false.

Number of decimal places in Scenario Editor.

Default is 2.

True or false. True to save all trades with a Scenario output, or false to use SCENARIO_NEW_SAVE_TRADE_LIMIT.

Default is false.

True or false. Set to false to improve performance during scenario analysis runs, by preventing the generation of redundant cashflows. If set as false (default), it will not set the flows to null and flows will not be regenerated, improving performance. If set to true, the flows will be set to null and the original behavior will continue.

Default is False.

True or false. Set to true to reduce the output columns in the scenario risk viewer to the minimum, in order to avoid conflicts when using a set of trades using different rule types on the dispatcher. It will not display rule-specific columns.

When false (default), all columns are output.

True or false. True permits aggregation details to be included in the saved report output. This applies to Scenario and Scenario Risk Position reports.

This affects risk reports saved directly to a file (eg. if your risk analysis config has the ‘save to format’ option checked).

Number of days to keep scheduled tasks' log files before they are purged.

Default is 100.

True or False. Default is True.

For the processing org, if multiple SDIs are found because they have the same keys, the system will select the first SDI found by default. If the number of products is different however, the system will indicate that it cannot select the SDIs. To prevent a blocking message when the list of products is different, you need to set the environment property SDI_CHECK_PRODUCT_SIZE = false. In this case, the SDI with the lowest ID is selected.

True or false. Default is true. CA cash claims are generated with regards to repo activity when there is a coupon.

True or false. Set to true to allow the automatic generation of withholding tax fees on bond corporate actions.

Default is false.

Refer to Calypso Fixed Income documentation for complete details.

Bucket size for allocating seeds.

Default bucket size is 100.

Used in Official P&L

True or false. Default is false.

When true, sell-off trades are also generated for P&L amounts in base currency.

When false, sell-off trades are only generated if the currency of the P&L amounts is different from the base currency.

Used to whitelist blacklisted prooperties to automate the JDK serialization process .

To format the whitelisted properties, set SERIALIZATION_FILTER_WHITELIST=org.hibernate.engine.spi.TypedValue;com.vaadin.data.util.NestedMethodProperty;com.vaadin.data.util.PropertysetItem

If the property is not specified in the user environment, by default all JDK serialization filter properties are blacklisted.

This is the retry count after which the server will stop trying to hit the health check URL. This parameter is configurable and can be increased and decreased as required. The default value is 20.

Allows you to specify an interval after which a sync to the Data Server will be performed. By default this interval is 3 hours.

The name or IP address of the machine on which you will run the Calypso Data Server.

Beginning port number for Data Server RMI ports.

Each RMI service requires one port. Depending on the number of RMI services in a specific installation, the number of ports will vary.

A conservative number of 30 ports should be made available.

The length of time before a security token is considered invalid. Security tokens must be renewed regularly.

Default is 5 minutes. In almost every situation, the default value is sufficient for production.

The maximum setting is 1000 minutes. If this setting is greater than 1000, the Authentication Service throws and invalid configuration exception and will not start.

True or false. True to set the NeedGenerate flag on a market data item if the underlying data has changed, so that the market data item will be regenerated, or false otherwise.

True or false. True to have the Pricing Date default to the End Date, or false to have the Pricing Date default to the Start Date, in FXOptionForward trade window.

True or false. True to store the Transfer EnteredDateTime as a transfer attribute.

Default is false.

This environment property was introduced in the 16.1 March 2020 monthly release and was always set to true. You can now set if to false as needed.

True or false. Default is true.

Only applies when a settle date comparator is used in the liquidation config.

By default, trades and positions are loaded by settlement date when a settle date comparator is used. Unsettled trades are excluded from the positions.

When set to false, trades and positions are loaded by trade date but the position handling (average price calculation) and liquidation still rely on the settlement date. Setting this environment property to false allows aligning position loading for P&L and risk analysis with the accounting processes.

This does not apply to portfolio swaps - Their position is always by settlement date when using a settle date comparator.

True or false. True to have the cached statements included at the end of the AccessServer log, or false otherwise.

Default is false.

Applies to menu items “Configure > Load Trades”, “Configure > Load Transfers”, and “Configure > Load Messages” in the Task Station. False by default, indicating that the menu items are no longer displayed. If you want to keep the display of the menu items, you need to set it to true.

True or false. True to see SAVE F5 button in the SimpleMM, Loan/Deposit, and CallNotice Trade Windows, or false otherwise.

True or false. True to see CREs in the Back Office Trade Window, or false otherwise.

True or false. Used in case of corrupted Inventory Positions only.

It should be set to true to discard corrupted events without updating the corrupted position to prevent infinite restart, and the position should be repaired using the scheduled task RECON_INVPOSITIONS. It should be set to false again once the position has been repaired.

Default is false.

True or false. True to indicate that the SMTP server is expecting SMTP clients to authenticate.

It requires both SMTP_PASSWORD and SMTP_USERNAME to be set and that
MAIL_CLIENT_TYPE is set to calypsox.tk.util.email.MailSender2.

If set to false, the Calypso applications will not authenticate with the SMTP server, but just send the email message.

When SMTP_AUTH_REQUIRED is true, this is the password to use for the authentication.

It requires SMTP_USERNAME to be set and that MAIL_CLIENT_TYPE is set to calypsox.tk.util.email.MailSender2.

When SMTP_AUTH_REQUIRED is true, this is the username to use for the authentication.

It requires SMTP_PASSWORD to be set and that MAIL_CLIENT_TYPE is set to calypsox.tk.util.email.MailSender2.

Used by the FO Workstation and the Calypso Workstation to reconnect if the connection fails

SOCKET_RETRY_COUNT to determine the number of retries. Default is 10.

SOCKET_RETRY_INTERVAL to determine the time between retries in milliseconds. Default is 10,000.

This is used when connecting to the Data Server, and this is the time allowed before a connection is deemed to be unsuccessful. It may be necessary to increase the timeout when using slow networks, for instance WAN connections. Default 10 seconds, expressed in milliseconds.

True or false. Default is false.

When true, it splits every MT940/MT950 message into sub-statements. Each sub-statement representing individual financial transactions.

True or false. Set to true to allow splitting the first period according to the Roll Day definition. Note that you also need to configure STUB_TOLERANCE=0.

True or false. Default is false.

When true, it splits MT536 per transaction (i.e. one BO Message per transaction in MT536)

When false, it creates single BO Message.

When set to true, the Data Server trade cache is split into two different caches, one for Secondary Market Trades and one for OTC trades. Default is false.

When the property is activated, two additional limits will need to be set, one per newly added cache. The limit name for Secondary Market Trade cache is SecondaryMarketTrade. The limit name for OTC Trade cache is OTCTrade.

True or false. Set to true to enable the following:

The split window allows choosing PAY/REC Side and Cash Transfer Type directly when allocating the SPLIT. (Xfer Type & PayRec Side columns are editable.)

The split window does not allow more than one Security Xfer per DAP Group.

The split window does not allow same PayRec side Cash and Security per DAP Group.

Set to an integer to override the default batch size when inserting records into the Middle-Tier database tables. Defaults to 100 records.

True or false. Default is false.

Set to true to enable Swift 2020 features for tags 50 and 59. Please refer to Calypso Swift Messages documentation for details.

This environment property is renamed SWIFT_NOFREEFORMAT but is still used if SWIFT_NOFREEFORMAT is not set.

True or false. If true, the comment “Manually Completed” is added to the task’s comment, when a task is manually completed.

Default is false.

True or false. True to store event timestamp in database, or false otherwise.

Default is false.

True or false. True to store the full SDI route in the transfer attribute FullRoute. It is used to check whether an SDI is used when trying to delete an SDI of role Agent.

True or false. Default is false.

When true, the FX Average Price is calculated based on the trade keywords TradeFunctionalCcy and TradeFunctionalRate.

For CAs, the trade keyword TradeFunctionalRate is based on the CA FX Mapping Window available from the Corporate Actions window.

The positions are aggregated by TradeFunctionalCcy, and the realized amounts contain realized FX.

Please refer to Calypso Positions documentation for details.

This also impacts the calculation of Investment P&L.

True or false. True to store authorizations to the table pend_modif_auditwith their status (accepted or rejected), or false otherwise.

Only applicable when authorization is enabled.

True or false. Default is false.

Please refer to Calypso Swift Message documentation for details.

True or false. Default is true.

If false, we do not store the trade id for postings/CREs related to netted transfers that have no trade.

True or false.

Default is false, compounding structured flows with capitalization generate PRINCIPAL_LOAN or PRINCIPAL_DEPOSIT cashflows.

If true and the coupon frequency is different from ZC, INTEREST cashflows are generated instead of PRINCIPAL_LOAN or PRINCIPAL_DEPOSIT cashflows.

Used to determine when to create a stub cashflow period for Interest Rate Derivatives. Should be a number of days.

Default is 5.

Used for Net Interest Income Forward Ladder scheme, Summary Only feature.

SUMMARY_MODE_CONTROL=integer

If the number of trades/positions is greater than the integer indicated, the analysis will switch automatically in Summary Mode and only store pivot level information and provide a warning message in the logs.

If SUMMARY_MODE_CONTROL is not defined, it will take the default value as 50,000.

This controls the rounding of the Initial FX Rate displayed in the Swap trade window, as well as the rate that gets saved to the splitBookPrice trade property.

Default is 8. If value is greater than or equal to 0, use it for rounding _splitBookPrice on SwapCrossCurrency. If value is equal to -1, use the rounding specified for the Pair Pos Ref of the associated Currency Pair Definition. If value is less than -1 or value is null, use the default value.

The Initial FX Rate is input manually, or calculated based on the two swap leg notionals.

True or false. Default is false.

Swift MT300 - When set to true, Tag 57 is set to NOSI/UKWN when SDIs are not available on one side.

True or false.

When true, the system sets the Message User Reference (MUR) on outgoing Swift messages so that they are easily identified for acknowledgment.

The Swift network detects that a MUR has been provided and returns this same MUR in block4:, sub block 108:.

This allows the system to be able to handle ack/nack for any Swift message, as we know the reference of the message will be coded in the last 9 digit of the MUR.

When true, you need to set SWIFT_UAK_REMOVAL = true as well.

Refer to Calypso Message Matching documentation "Integrating Swift Acknowledgments" for setup details.

True or false. Default is false.

Set to true to enable "no free format" features for tags 50 and 59. Please refer to Calypso Settlements documentation for details.

Overrides SR_2020 if set.

True or false.

When set to true, whatever option A or D is used we will always put as Tag 57 the value NET.

When set to false, if there is a BIC Code on the agent, we will use Option A for Tag 57 and set the BIC address of the Agent without NET keyword; if no BIC Code is set on the Agent, we will use Option D and set 57D with value NET.

[NOTE: When set to false, make sure that the netting key ExternalAgent is part of the netting configuration - This allows the SWIFT MT300 to display both agent BIC codes in the two fields 57]

True or false. Default is false.

This applies when importing messages through the Swift Alliance.

If the incoming messages contain the User Acknowledgment envelope, and you want to import the messages as regular messages and not as service messages, set SWIFT_UAK_REMOVAL = true.

Incoming MT011 can be parsed when SWIFT_UAK_REMOVAL is false or true.

The messages are imported as service messages otherwise.

True or false. True to set the zip code will be before the city, or false otherwise.

Default is false.

Expected task execution time before timeout expressed in seconds.

This setting (in milliseconds) determines how often the system checks the Task Engine for alerts.

Default is 1000

Maximum number of items for the WHERE clause of an SQL query.

Default is 950.

True or false. True to load minimum product information in Task Station, Task Selector, Payment Report, Advice Report, and Posting Report, or false otherwise.

You can use the environment property IGNORE_MIN_PRODUCT_INFO_TYPES to define product types for which Product Info is loaded regardless of TASK_MIN_PRODUCT_INFO.

Default is true.

List of comma-separated events that you don’t want to subscribe to in the Task Station.

In addition to PSEventTask events, the Task Station also subscribes to PSEventDomainChange, PSEventSubscription, and PSEventQuote.

You can set any of these in the environment property to suspend subscription, for example: PSEventDomainChange, PSEventSubscription, PSEventQuote.

True or false. Default is false.

Set to true to enable withholding tax computation on Corporate Action claims for Sec Finance products.

Please refer to Calypso Corporate Actions documentation for setup details.

True or false.

Set to true to display details about the termination fee calculation in the Fee Description field.

True or false. Only applies to Asset Performance Swap and Variance Swap for determining the partial termination process.

If true, the logic for Partial Termination is to retain the original trade. A corresponding EventTypeAction containing all the details appears in the Actions panel in the trade worksheet. The resulting notional/quantity changes resulting from the partial termination would also be maintained by the underlying product (non-exchange traded in this case).

If false, the logic for Partial Termination is to terminate the current trade and re-open a new one with the new notional. The Trade/Product fields are also adjusted in order to generate a correct cashflows schedule.

Default is false.

True or false. True to check if an event has been processed twice by the same engine, or false otherwise.

Default is true.

Number of threads that can be used for task processing in the Task Station. Maximum is 20. Default is 10.

A date. If a Quote before this date is loaded, the Data Server will log trace in the category OLD_QUOTE_TRACE. The trace will show quote name, date and host name. There will be a stack trace too.

True or false. False by default. Enabling this option will cause an exception to the thrown if a date is seen that is outside of the range of dates provided by the LOWER_THRESHOLD_FOR_JULIAN_LONG and UPPER_THRESHOLD_FOR_JULIAN_LONG settings. This should only be used in test environments.

True or false. Default is false.

Can be set to true to change the default behavior regarding the management of workflow rules exceptions.

Please refer to Calypso Workflow documentation for details.

Number of seconds before trying to reconnect to the Data Server or to the Event Server.

Default is 60 seconds.

When the socket communication is secured (USE_SSL=true), TLSv1.2 is used by default. If required, it can be configured using this property in the environment file. (e.g. TLS_VERSION=TLSv1.3)

True or false. True to disable the Hedge panel in the FX Option trade window, or false to display it.

Default is false.

True or false. Default is false.

When set to true, it will use a non-XP style table header renderer.

It should only be set to true if you encounter the issue of column headers randomly disappearing on Trade Blotter. This is a known issue (JDK bug 6429812) in the windows XP themed look and feel.

True or false. Default is false.

If true, Trades added to a workspace in the Trade Blotter are added at the bottom. They are sorted by trade ID otherwise.

True or false. True to set the Listed Option trade window in read-only mode. The actual ETO equity products have to be generated from the Option Contracts window, or imported using a custom mechanism.

False to set the Listed Option trade window in read-write mode. The ETO equity products can be created on the fly when a contract, expiration, strike, and option direction are selected.

Set to true if every trade Id needs to be monitored via the Task Station.

The exception TRADE_SEED_ALLOCATION is used with this property.

True or false.

It only applies when AUTO_FEED_EXTERNAL_REF or AUTO_FEED_INTERNAL_REF are false.

When set to false (default value), the fields internal reference / external reference are propagated from the original trades upon Trade Transfer or Termination.

When set to true, the fields internal reference / external reference are reset (blank) upon Trade Transfer or Termination.

True or false. True to increment the version of a trade that is saved, even if nothing has changed, or false otherwise.

Default is true.

True or false. Default is true.

If true, entries for event type actions (stored as blob) are not shown in the Trade Audit report. If false, event type actions are not filtered out.

True or false. True to show pricing and market data panels into one Tab widget on the Trade window, or false otherwise.

This property is available to keep compatibility with previous version.

True or false. Default is true - The NostroFlag is checked by default in the Transfers and Settlements tab of the BO Browser, when opened from the Customer Transfer window.

You need to set it to false to have the NostroFlag unchecked by default.

True or false. True to enter any number of letters to select a currency, or false to enter only one letter.

For example, with true you can enter EU to select EUR, otherwise entering EU will first select ESP then USD.

True or false. Default is false.

When true, you can directly edit the Comment and User Comment fields of the tasks. You then need to process the tasks to save the comments.

Otherwise you need to select a task under processing and choose Processing > Update Task Comment. Then free the task to save the comments.

True or false. Default is false, the date range specified in a tab only applies to the current tab.

You can set it to true to display the button “Propagate Dates and Load all”. In this case, when you modify the date range in the current tab, you can propagate it to all other tabs and reload all other tabs.

True or false. Default is false.

Set to true to allow the same Calypso Navigator session to open the Task Station multiple times.

True or false. Default is false.

When true, the following copy functions can be used:

Select a column then press shift and select another column. – Then press CTRL+C and press CTRL+V in Excel – Only the selected columns are pasted in Excel.

Select a column then press CTRL+F and press CTRL+V in Excel – All the columns after the selected column are pasted in Excel.

When the Task Station receives too many events, a forced refresh timeout can be set when receiving too many events.

If TS_NEED_TO_FORCE_TIMEOUT=true, if Task Station receives TS_TIMEOUT_EVENT_DELTA PSEventTask in TS_TIMEOUT_TIME_DELTA seconds, it will set the TimeOut as TS_TIMEOUT_TO_SET seconds.

For example, if Task Station receives more then 100 PSEventTask events in 5 seconds, it will set the RefreshTimeout to 60 seconds.

It allows breaking up a 100 years range between 19XX and 20XX.

If you set the property to 40 in 2004, the dates will default to 20XX for the next 60 years (between 2004 and 2063), otherwise, they will default to 19XX.

Default is 50.

Number of times the engine will retry to process the list of events in the TwoPhaseEngine used by Inventory engine, Margin Call Position engine and Position engine. Default value is 3.

List of comma-separated product types for which the trade cache is not checked when saving a product.

Example: UNCHECKED_TRADE_CACHE_PRODUCTS=CAOption,CA

True or false. True to reflect in the Task Station, start and end dates selected in the Task Report, or false otherwise.

True or false.

True to save or update the TradeOpenQuantity in SQL batch mode. It should be enabled only with Oracle 12c (database and JDBC driver). Default is false.

The value is a Julian long value. The default value corresponds to January 1st 3000. This specifies the upper threshold of dates that are considered valid for the purposes of checking dates. The date represented by the UPPER_THRESHOLD_FOR_JULIAN_LONG is considered to be a valid date.

See also:

THROW_EXCEPTION_ON_CORRUPT_JDATE

LOG_EXCEPTION_ON_CORRUPT_JDATE

LOWER_THRESHOLD_FOR_JULIAN_LONG

True or false.

If you have defined kickoff configurations with an absolute kickoff time, you can check the kickoff using the KICKOFF scheduled task rather than the Task engine.

In order to do this, you must set USE_ABSOLUTE_KICKOFF_SC=true so that no task is generated by the workflow for the task with the kickoff configuration. Note that it is set to true, ALL kickoff tasks with absolute kickoff time will be processed by the KICKOFF scheduled task.

Set to false to remove agent/account in xfer description for Customer Transfer.

Default is true.

True or false. True to use Cur Amts for cross-rate calculations, or false to triangulate based on rates in cross-rate calculations.

Default is true.

True or false. True to use the BIG_DECIMAL method to round numbers, or false otherwise.

Default is false.

While BIG_DECIMAL will give accurate results, it is also expensive in terms of time and memory. If performance is more critical than absolute precision, then set this property to false. The possible error in the rounding result with this property set to false, will be in the 13^th significant digit.

True or false. True to enable call accounts, or false otherwise.

Default is false.

A Call Account is an extension of a regular settle account but with automatic creation of SDIs and use of Customer Transfer to impact both the client account and the nostro of the bank when doing a movement.

Refer to the Client Custody Management User Guide for complete details.

True or false. True to use Event Type Actions to manage call notice events, or false otherwise.

Used to reduce calls to the Market Data Server for quotes and improve system performance.

Default is False.

When True, the Market Data Server will look up casado future quotes. When False, the system will ignore casado quotes and not make calls to the Market Data Server.

True or false. True to enable the matching of incoming MT202/MT103/MT210 messages with Calypso transfers, using the SDI lookup and settlement tolerance logic.

Refer to the Calypso Settlements User Guide for details.

True or false. True to use the ISO Code of the currencies in payment messages, outgoing confirmation messages MT300, MT304, MT305, MT306, MT320 and MT330 as well as outgoing cash statement messages MT940 and MT950, or false to use the currency code.

By default credit account balances are displayed as positive values, and debit account balances are displayed as negative values in the Account Balance report.

You can set this property to true to reverse the signs of the balances.

True or false. True to use CSV format to export to Excel, when pressing double-right-click. False to use web format to export to Excel, when pressing double-right-click.

Default is false.

Used to differentiate between Default Calypso Encrypter and Infosec Encyrypter. To use Default Calypso Encrypter, set to true.

Default is false.

True or false. True to keep the manually entered Start Date for MM trades, even when the currency is modified, or false otherwise.

Default is false.

True or false. Default is false.

Set to true to replace the StrictMath library by the FastMath library in RateUtil.getRateToDfValue (used in pricing).

With FastMath, performance is improved by 30% and the results are accurate at E-16 compared to StrictMath.

True or false. True adds an extra field in the FX Option trade window to enter the discount rate from the valuation date to the delivery date (whereas the quoting deposit rate is from the spot date to the delivery date). The FX Option pricers use the discount rate in the PV calculation, and calculates the discount rate when required.

Default is false.

Used to enable or disable the API Gateway. USE_GATEWAY is set to true by default.

When true, the Web UIs and REST APIs servers use the API Gateway.

Please refer to the Calypso Installation Guide for details.

To use CalypsoML-related applications you must use the environment property USE_GLOBAL_DEPLOYMENT to activate the persistence of the global deployment identifiers.

To avoid saving and loading GDIdentifiers when Global Deployment related features are not used, set the USE_GLOBAL_DEPLOYMENT environment property (required to operate CalypsoML) to “True.”

When USE_GLOBAL_DEPLOYMENT = “True”, persistence is active, and the class com.calypso.tk.core.sql.DefaultGDIdentifiersSQL is used.

The default is not set (False). In this case, a dummy implementation of the com.calypso.tk.core.sql.GDIdentifiersSQL interface is used, which does nothing. By default, this is set to an empty value (equivalent to “false”).

If true, a dedicated INDEVAL logic is used for the far leg of a repo. Otherwise, the default logic is used.

Please refer to the Calypso Indeval Integration Guide for details.

Use for Issuance trades.

True or false. Default is false.

When true, transfers use the product currency regardless of the settlement currency. When false, transfers use the settlement currency.

True or false. Default is false.

Set to true to enable a SDI cache per Market Place.

True or false. True to format message amounts according to the Locale parameter set with the message template keyword (for example |TRADE_SETTLEMENT_AMOUNT#US|), or according to the language of the Message Configuration.

False to format message amounts according to the default format xxx,yyy.zz.

Default is false.

True or false. True to enable the new corporate action logic described below. Default is true.

The system generates the "coupon" corporate actions based on the record date specified in Bond Definition.

Then the system applies the corporate actions to the settled Agent positions as of the record date of the corporate actions.

For every unsettled position as of the record date, the corporate actions are applied to the individual trades by counterparty on the settlement date.

True or false. True to display zero curves using CurveZeroWindowNew, or false otherwise.

True or false. If true, IssuanceAccountingHandler always calls for the Underlying Product’s accounting handler in order to match the Accounting Events generated for bonds.

Otherwise, it uses its own accounting events.

Default is false.

Applies to MT54x import.

True or false. Default is true. When importing Tag 20C RELA reference, all non-numeric characters are removed.

You need to set USE_NUMERIC_FOR_RELA_REF to false to keep all characters.

True or false. True to force the maturity date to be taken from the product.

Default is false.

True or false. True to allow the user select old labels for option dates, or false otherwise.

True or false. If set to true, when changing an SDI, no effective date is required.

If set to false, if the SDI is used in transfers and its effective date is null, we automatically set the “effective date to” on the old SDI, and the “effective data from” on the new SDI.

The access permission function ModifyUsedSDI allows overriding the behavior when USE_OLD_SDI_VALIDATION is false. In this case, the user will be able to update the existing SDI, rather than creating two SDIs with effective to and from dates.

True or false. True to link a netting reversal to the original netting when the netting key contains TradeId, or false otherwise.

Default is false, no link.

True or false. The system applies by default the netting defined on the Parent LE to the children LE. Set to false to deactivate this feature.

Default is true.

True or false.

By default, a given processing organization (PO) will use its own workflow if defined.

If no workflow is defined at the PO level, it will use:

The workflow defined for its parent PO if USE_PARENT_PO is set to true.

The workflow defined for the ALL PO if USE_PARENT_PO is set to false.

True or false.

Set to false if you do not want the child PO to inherit the message setup of the parent PO (when no message setup is defined for the child PO).

It is true by default.

This applies to ACCRUAL_INC_REAL and COUPON_CLIP

True or false.

If false or not set (default), the booking date is the effective date of the ACCRUAL_INC_REAL / COUPON_CLIP posting (coupon end date), except if the date is in the past, in which case it is set to Today.

When true, the booking date is the coupon payment date for the booking date, except if the date is in the past, in which case it is set to Today.

True or false. Default is true to use global temporary tables to load TradeOpenQuantity.

If USE_PL_POSITION_PRODUCT_TEMPORARY_TABLE = false, the where clause with the product ids is used instead of the global temporary tables.

Valuation is based on the Position Engine positions when you select the Use Position Engine valuation method in the liquidation configuration.

Set to false in a testing environment, so that valuation is based on Liquidation engine positions.

Default is true.

True or false. Default is true.

Setting this property to false is not supported.

It is possible to disable trade routing for specific trades by selecting Disable Trade Routing in the Factors panel of a Deal Station trade.

True or false. True to synchronize by Pricing Env name, or false to synchronize by Pricing Env name and datetime, therefore allowing more queries to be handled.

Default is true.

True or false. True to be able to use Product Groups in the following applications, or false otherwise.

Message configurations

Sender configurations

Accounting rules

Workflow configurations

Master confirmations

Legal entity contacts

Legal agreements

Trade filters

Margin call configurations

SDIs

Fee grids

Static data filters

Filter sets

Default is true.

True or false. True to use the engine parameter PROJECTED_DAYS for the Task engine, or false otherwise.

By default, the Task Engine loads all kickoff cutoff tasks that will occur in the future. When USE_PROJECTED_DAYS_FOR_EXCEPTION is true, the Task engine will only load kickoff cutoff tasks for the number of days specified in PROJECTED_DAYS.

True or false. False to let the user enter the quotes for convexity adjustment in the generation of zero curves. The quote name shows as “Future.USD.CME,EURODLR.DEC.05.convexity”. The quote type of convexity adjustments is spread.

If true, convexity adjustments are computed from a RATE volatility surface, or from manual values.

Default is true.

Note: This property has no effect on commodity curve generation.

True or false. Set to true to use a read-only Data Server.

 Refer to the Calypso Installation Guide for details.

True or false. Affects the display of the haircut values consistently across the application.

If false, the haircut intended to discount a value by 5% will be displayed as -5. If true, this will instead be displayed as 95 (the remainder). The same is true for the value input by the user in the configuration. To discount a value by 5%, enter 95 in the haircut configuration when USE_REVERSE_HAIRCUT=true.

Default is false.

True or false.

Set to true in a specific environment, and start the client application with this specific Environment so that it only connects to the Read-Only Data Server.

Can also be set as jvmArgs to allow specific clients or servers to connect to the Read-Only Data Server.

 Please refer to the Calypso Installation Guide for details.

True or false. True to use the Moment Matching Method pricing for Single Asian FX Options.

Default is false.

True or false. Default is false.

When set to true, in live position monitors, the snapshot which is created by the ST (CREATE_POSITION_SNAPSHOT) is used by the position keeping monitor.

When set to false, position monitor fetches data from the settle position and position table.

True or false. If set to true, all occurrences of "trade_open_qty.open_quantity <> 0" in PLPositionUtil are replaced by "trade_open_qty.open_quantity < 0 OR trade_open_qty.open_quantity > 0". Otherwise, the SQL query is unchanged.

True or false. Default is false.

Set to true to enable Swift Release 2021 enhancements.

 Please refer to Calypso Swift Messages documentation for details.

True or false. Default is true.

Set to true to use Secure Socket Layer connections.

 Please refer to the Calypso Installation Guide for details.

True or false. Set to false to remove additional net transfer in case of WHT tax.

Default is true.

True or false. True to store the KondorTraded currency information (the currency that is highlighted in yellow) in the trade keyword TRADED_CCY, when FX trades are saved.

True or false. If set to false, the system tries to match the reference of the incoming swift (tag 20C::RELA) with a Calypso MessageId.

If set to true, the system tries to match the reference of the incoming swift (tag 20C::RELA) with a Calypso TransferId.

In any case, if there is no correspondence found (MessageId or TransferId), the system tries to match the reference of the incoming message with the content of the transfer attribute MATCHING_REF.

Refer to Calypso Message Matching documentation for details.

True or false. True to use the TransferMethod to compute the KickOffCutOffConfig, or false to use the AddressMethod.

True or false. True to enable the Transfer Viewer, or false otherwise.

The Transfer Viewer allows displaying all elements associated with the transfer. To invoke the Transfer Viewer, right-click a transfer and choose Show > Transfer Viewerfrom the popup menu.

Default is false.

Accepts true or false. Defaults to false. For use with a CustomUserConnect function. Must also set ALLOW_OBSCURED_PASSWORD to true.

True or false. Default is true.

When true, the dispatcher, calculator, risk server (market data server, calculation server, presentation server) use web sockets.

You can set USE_WEBSOCKET=false to use Java sockets / SocketChannels instead.

In this case, you can use the BIND_TO_SPECIFIC_INTERFACE environment property and you need to define the following tokens in "deployLocalConfig.properties":

riskServer.tokens.CALYPSO_RISK_PS_CLIENTPORT

riskServer.tokens.CALYPSO_RISK_MDS_CLIENTPORT

riskServer.tokens.CALYPSO_RISK_CS_CLIENTPORT

Applies to Futures liquidation.

True (or ALWAYS) or false (or MANUALONLY, default). True to set the account number when the liquidation method is not manual, or false otherwise.

It can also be set to NEVER to support not setting the account number of trade open quantities for allowing manual liquidation between two PO accounts.

True or false. True to use the TARGET2 compliant Danish Mortgage Bonds process, or false to use the legacy Danish Mortgage Bonds process.

Refer to Calypso Fixed Income documentation for details.

Used for HashiCorp Vault configuration.

VAULT_DISABLEVALIDATION should be set to true. SSL validation should not be performed if the certificate is self-signed.

 Refer to Making Calypso Secure section in the Install Guide.

Used when a vault other than HashiCorp is used.

 Refer to Making Calypso Secure section in the Install Guide.

True or false. Default is false.

When set to true, the Sender engine blocks an MX message if there is an XSD validation error and creates an exception task.

True or false. True to validate the SWIFT format of SWIFT documents when you open the SWIFT documents from the Message reports / Message Documents report.

The validation comes in the form of background colors for the various tags: Green identifies a valid tag, Orange identifies a missing tag, Pink identifies an invalid tag.

When set to true, the Sender engine blocks an MX message if there is an XSD validation error and creates an exception task.

Used in Scheduled Task Log Viewer window.

Number of rows to view per page. Default is 20000 rows.

Enable the waiting feature by providing true or false. Used for Container support.

Specify the host to look up. Used for Container support.

Used in conjunction with wait_url. Default http_code tested is 200. Used for Container support.

Interval between checks, mandatory if wait_enabled=true. Used for Container support.

Specify the file name in which to search for the specific patter in wait_pattern. Used for Container support.

Number of attempts before exiting the container with error code 1. Default is 30. Used for Container support.

Pipe ("|") separated list of URLs to check. Supports http(s) and tcp protocol.

Example:tcp://eventserver:62616|http://dataserver:8080/api/v1/health

If wait_url is specified, wait_pattern and twait_host is ignored.

Used for Container support.

True or false. True to warn users that notional, start and/or end dates on Pay and Receive legs are different, or false otherwise.

Calculation server name specific to WhatIf risk analysis.

True or false. Default is false.

When set to true, it allows a When-Issued Bond to liquidate during the When-Issued Period and generate the P&L.

True or false. True to enable the withholding tax feature, or false otherwise.

The withholding task configuration is described in help of the Fee Definition window (Configuration > Fees, Haircuts, & Margin Calls > Fee Definition).

Applies to the import of MT544, MT545, MT546, MT547 and MT548 messages when PARTIAL_CASH_FOR_SECURITY_MATCHING is true.

True or false. True to allow writing off cash differences within the settlement tolerance, or false otherwise.

Refer to Calypso Message Matching documentation for details and setup information.

True or false. With the migration of XCCYSwap to SwapCrossCurrency, this property is used to control whether a XCCySwap trade is read-only or capable of being saved. When set to false, the trade window will be opened in read-only mode, and the New, Save, and Save As functions will be disabled.

True or false. If true, the real settlement date of a transfer is set to today, when the settlement date is entered in the past. It allows netting the payments with today’s payments.

Default is false.

True or false.

If set to true, REALIZED_PL transfers (for future trades liquidations) are generated on closing trades (the second trade which could be buy or sell).

Default is false, REALIZED_PL transfers are generated on sell trades.

[NOTE: It only applies if there is no Realized PL Config - Refer to Calypso Settlements documentation for details]