Report Menu Items

To clear the current search criteria / templates.

To load the data corresponding to the search criteria / templates and display the report results.

To refresh the report results.

This menu item is not available in all reports. It operates as a checkbox.

When checked, the report also includes items from the archive, if any. Otherwise, the report only includes non archived items.

To save the current search criteria and column configuration as a template. You will be prompted to enter a template name and to specify whether the template is public or private.

 Ⓘ   [NOTE: You can enter a description for the template in the "Template Description" field before saving the template]

A user is only able to use public report templates, or private report templates that the user has created.

Private report template names appear in gray.

Note that you can also view and edit report templates using Configuration > Reporting & Risk > Report Templates.

To load search criteria from a template. You will be prompted to enter a template name.

You can only load public templates or private templates that you have created.

To delete a template. You will be prompted to enter a template name.

You can only delete templates that you have created.

To save the current search criteria and column configuration as the default template. You will be prompted to enter a template name and to specify whether the template is public or private.

A user is only able to use public report templates or private report templates that the user has created. Private report template names appear in gray.

Note that you can also view and edit report templates using Configuration > Reporting & Risk > Report Templates.

The default template will be loaded by default when you open the report.

To load the default template.

To close the report window.

To open the Selector window that allows you to select what columns you want to display, and to specify the order in which you want to display the columns.

Column names are grouped by broad categories.

To open the Choose sort column window that allows you to select sort columns and the sort order.

Only columns that have been selected for display can be used for sorting.

Only applicable when sort columns have been specified.

To open the Choose Subheadings window that allows you to select subheadings among the sort columns.

Only applicable when sort columns have been specified.

To open the Choose Subtotals window that allows you to select columns for which you want to compute subtotals.

The subtotals can be configured on any column but the subtotals will be computed at the grouping levels.

 Ⓘ   [NOTE: In order for the subtotals to be properly computed, the columns selected for sorting and the columns selected for grouping must be in the same order]

Only applicable when subtotals have been specified.

To open the Subtotal Functions window that allows you to specify what function to use to compute the subtotals. By default, the Sum function is used but you can select from Average, Constant, Count, Maximum, Minimum, or WeightedAverage.

Constant takes the first non null-value and sets it at the aggregation level.

For WeightedAverage, select the column by which to weight the average. Only columns displayed in the report can be selected.

If those functions are not available, you can add them to the domain "REPORT.Functions".

You can also add custom functions. Refer to the Calypso Developer’s Guide for details.

Sample Weighted Average

To illustrate the calculations, take the following scenario:

Trade 1: Fee Nominal = 1,000,000; Fee Rate = 5

Trade 2: Fee Nominal = 1,000,000; Fee Rate = 5

Trade 3: Fee Nominal = 10,000,000; Fee Rate = 4

The simple average of the Fee Rates would be:

(5+5+4) / 3 = 4.667

Weighting the average by the Fee Nominal will give the following result:

[(1M*5) + (1M*5) + (10M*4)] / (1M + 1M + 10M) = 4.167

To open the Choose Totals window that allows you to select columns for which you want to compute totals.

The totals will appear at the bottom of the report.

Only applicable when totals have been specified.

To open the Total Functions window that allows you to specify what function to use to compute the totals. By default, the Sum function is used but you can select from Average, Constant, Count, Maximum, Minimum, or WeightedAverage.

Constant takes the first non null-value and sets it at the aggregation level.

For WeightedAverage, select the column by which to weight the average. Only columns displayed in the report can be selected.

If those functions are not available, you can add them to the domain "REPORT.Functions".

You can also add custom functions. Refer to the Calypso Developer’s Guide for details.

Only applicable when subtotals or totals have been specified.

To open the “Totals and Subtotals Formats” dialog that allows you to specify the number of decimal places and the format of negative numbers.

To open the Report Column Names window that allows customizing the column names.

The formatting of negative numbers set here overrides the default format set in the environment property NEGATIVE_AMOUNT_DISPLAY, if any.

To set a custom report title. You will be prompted to enter a report title. The report title will appear on the report window.

To set color coding on rows or on individual cells. You will be prompted to define rules and select colors.

»

Click  to add a rule. Enter a name for the rule.

Click  to add a condition in the rule. Select a column, an operator, and enter a value. Then click OK.

In this example, the rule will apply to all trades with STATUS = PENDING.

To select holiday calendars for the start and end dates of the report.

To specify whether the start and end dates are calendar days (choose Calendar > Calendar) or business days (choose Calendar > Business).

To clear filters specified at the column level.

See Column Filters for information on specifying filters at the column level.

This menu item operates as a checkbox.

Check to automatically load the results for the default template, if specified, when the report is opened.

This is particularly useful for reports that are automatically opened when the Calypso Navigator is started, as specified in the window layout.

See Window Layout for details.

This menu item operates as a checkbox.

Check to display separate rows in the report for components of a trade.

For example, the report has separate rows for the near leg and far leg of an FX Swap trade.

This menu item operates as a checkbox.

Check to convert all trades to the position reference currency pair. This applies to trades that were captured using the inverse currency pair. The report will show only one position for the currency pair.

Otherwise, the report will show positions in reference currency pair and in inverse currency pairs.

To specify aggregations across rows and columns. The Pivot Table Wizard will appear.

Note that the Fields area only contains columns that have been selected for display using Data > Configure Columns.

Columns Sample Output

Rows Sample Output

Jide Pivot Grid

Instead of using the Pivot Table wizard, you can use the Jide Pivot Grid (shown below) – For this, you need to set the environment property USE_JIDE_PIVOT_GRID to true.

You just need to drag and drop fields from the right-hand side to the appropriate area on the left.

This type of pivot table supports in particular export to Excel (Ctrl+O) as a pivot table.

When you use the Jide Pivot Grid (USE_JIDE_PIVOT_GRID=True), you can add report types to the domain “ReportTypeUsingCalypsoPivotTable”. These reports will use the Calypso Pivot and not the Jide Pivot, even though you have elected to use the Jide Pivot by default.

You can find the available report types in the domain “REPORT.Types” – Example: Trade, Message, Transfer, etc.

To display the results in a standard table.

To display the row aggregation based on the selected subheadings. Subheadings are selected using Data > Configure Grouping.

To load the color configuration and table configuration from a table view. You will be prompted to select a table view.

To save the current color configuration and table configuration as a table view. You will be prompted to enter a table view name.

To delete a table view. You will be prompted to select a table view.

To save the current color configuration and table configuration as the default table view. You will be prompted to enter a table view name.

The default table view will be loaded by default when you open the report.

This menu item operates as a checkbox.

Check to display every other row in a different color, or clear otherwise. The colors are actually set using View > Views > Table > Set Report Color Values.

This menu item operates as a checkbox.

Check to use the Edit color for manually modified prices, and the Up and Down colors when the pricing sheet is running in real-time. The colors are actually set using View > Views > Table > Set Report Color Values.

This checkbox currently applies to the Fixed Income Workstation only.

If “Use Update Colors” is checked:

If “Use Update Colors” is not checked:

To open the Report Colors dialog that allows setting colors for the following items:

You will be prompted to enter the number of columns that should stay static when scrolling horizontally.

To select an HTML view to be used when you export the results to HTML. You will be prompted to select a view name.

Note that most reports offer a default view that you can modify.

To unselect the selected view. The default HTML view will be used when you export the results to HTML.

To configure an HTML view. The HTML Report View Configuration window will appear.

HTML templates come from the domain “REPORT.Templates”. The default HTML template is default.html located under <calypso home>/client/resources/com/calypso/templates/report.

You can create an HTML template using a number of keywords. The list of Report Template Keywords are available under Help > Report Template Keywords.

See Defining Report Templates for details.

 Ⓘ   [NOTE: Changes to resources have to be re-deployed to your application servers. Please refer to the Calypso Installation Guide for details]

To delete an HTML view. You will be prompted to select a view name.

This menu item operates as a checkbox.

Check to display the Book Hierarchy panel, or uncheck to hide it.

The Book Hierarchy panel allows filtering by book hierarchy.

This menu item operates as a checkbox.

Check to display search criteria, or uncheck to hide search criteria.

This menu item operates as a checkbox.

Check to display the Progress panel, or uncheck to hide it.

The Progress panel displays log information.

You can save the layout of the window, load an existing layout, or reset the layout, as needed.

To export the results to an HTML page using the selected HTML template.

You can use the environment property DOCUMENT_FONT to determine the character font. It is Arial by default.

By default, the HTML contains template information. You can set environment property GENERATE_HTML_PARAMS to false to remove template information from the HTML.

Only available if environment property ENABLE_DEPRECATED_EXCEL_EXPORT = true.

To export the results to an Excel spreadsheet (.xls format).

 Ⓘ   [NOTE: The character encoding defaults to UTF-8 – You need to set the environment property DOCUMENT_CHAR_ENCODING to a different value to use a different character encoding. It is however recommended to use UTF-8]

You can use the environment properties EXPORT_DATETIME_PATTERN and EXPORT_DATE_PATTERN to format the date and time in Excel.

Examples:

You can also use the environment property DOCUMENT_FONT to determine the character font. It is Arial by default.

To export the results to an Excel spreadsheet (.xlsx format) and color the document header in grey.

To export the results to a text file.

To export the results to a PDF file.

You can use the environment property PDF_DOCUMENT_FONT to set the font name to be used for PDF generation. Default is Helvetica. Please refer to Calypso Environment Properties documentation for details.

You can use the environment property PDF_TEMP_FILE_CHOOSE_PATH to choose the location of the PDF file. 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\.

You can define the number of columns to display on 1 page in the PDF export in environment property PDF_EXPORT_REPORT_MAX_COLUMNS. It defaults to 5 if not set.

By default, the PDF creates pages in A4 format.

PDF settings are defined in the file resources/com/calypso/templates/xhtml2fo.xsl. This file applies to all PDF exports (reports and advice documents).

You can customize the PDF settings for advice documents in a file called resources/com/calypso/templates/<template_name>.xsl.

You can customize the PDF settings for report in a file called resources/com/calypso/templates/report.xsl.

You can modify the following settings:

<xsl:param name="page-width">auto</xsl:param>

<xsl:param name="page-height">auto</xsl:param>

<xsl:param name="page-margin-top">0.7in</xsl:param>

<xsl:param name="page-margin-bottom">0.7in</xsl:param>

<xsl:param name="page-margin-left">0.5in</xsl:param>

<xsl:param name="page-margin-right">0.5in</xsl:param>

By default, the PDF contains template information. You can set environment property GENERATE_PDF_PARAMS to false to remove template information from the PDF.

By default, the PDF contains report information (report type, valuation date, etc.). You can set environment property GENERATE_PDF_HEADER to false to remove report information from the PDF.

This function is no longer supported.

Opens the Pricing Env window.

Reloads the Pricing Env currently selected: definition and market data as of the current valuation date and time.

Opens the Checking Pricing Env window that checks if all required market data are available in the Pricing Env. This window shows missing quotes, missing pricers, and missing market data items (curves and surfaces).

Displays all quotes currently used to compute the results.

Checks if reset rates are specified for past resets.

To export the current template to an XML file, so that it can be imported into another Calypso environment. You will be prompted to select a report type, a report template, and enter an XML file name.

This feature should mainly be used for layout configuration, and not for search criteria. If the template contains specific search criteria like a specific legal entity, you have to make sure that the same legal entity exists in the environment where you will import the template. Otherwise, the import will not work.

To import a template from an XML file. You will be prompted to select an XML file.

To export a table view or an HTML view to an XML file, so that it can be imported into another Calypso environment.

MIME types hare handled using Configuration > Messages & Matching > MIME Types.

To import a table view or an HTML view from an XML file. You will be prompted to select an XML file.

See Data Menu.

See View Menu.

To apply an action to the selected row.

The available actions depend upon the workflow and the status of the selected row.

To specify what item will be shown by default when you double-click a row. You will be prompted to select between different items based on the type of report (trade, transfer, posting, message, audit, etc.).

To display an item related to the selected row (trade, transfer, posting, message, audit, etc.).

The list of available items is based on the type of report.

A Process submenu or <report type> submenu is available for certain reports. See the report-specific sections for details.