Domain Values List

Pricers for the selected <product type>.

You can create a custom pricer, register it in this domain, and define it in the Pricer Config.

Refer to the Calypso Developer's Guide for details about creating a custom pricer.

Product subtypes for the selected <product type>.

Out-of-the-box subtypes for each product are described in the corresponding Asset Class user guide.

You can add subtypes as needed.

In the Pricer Config, you can assign different market data and pricers by product subtype.

Extended types for the selected <product type>.

Out-of-the-box extended types for each product are described in the corresponding Asset Class user guide.

You can add extended types as needed.

In the Pricer Config, you can assign different market data and pricers by extended type.

Usage codes for assigned ABS Market Data Items.

Stores the types of curves that can be used with the DEFAULT usage. The CurveDefault is registered in this domain out-of-the-box.

Stores the types of curves that can be used with the DELINQUENCY usage. The CurveDelinquency is registered in this domain out-of-the-box.

Stores the types of curves the can be used with the PREPAY usage. The CurvePrepay is registered in this domain out-of-the-box.

Stores the types of curves that can be used with the REC usage. The CurveRecovery is registered in this domain out-of-the-box.

Accounting book classification. Add values to this domain that you can select in the Accounting Book application to specify the intent of the accounting book (examples include Trading, AmotizedCost, and AmortizedValue).

Accounting currency conversion rules for types of currency in the accounting system.

Accounting event classes used by the Accounting engine. Categorizes the posting records. You can add values to this domain.

Please refer to Calypso Accounting Postings documentation for details.

Labels to be placed on an Accounting Event Config, indicating classification for Transfer Accounting. You can add properties to this domain.

Please refer to Calypso Accounting Postings documentation for details.

Accounting event types contain a definition for the permitted types of accounting entries.

Refer to Calypso Accounting Events documentation for a description of the accounting events.

You can add custom accounting events to the accEventType domain. Define custom accounting events in a custom AccountHandler class.

Refer to the Calypso Developer's Guide for details.

In Accounts Definition, you can add status for classifying active accounts.

Types of account position calculations. Calypso includes Interest.

In Accounts Definition, you can add statuses for classifying closed accounts.

Used in acc_account to indicate the role of a CallAccount.

In Accounts Definition, you can add statuses for classifying pending account.

In Accounts Definition, you can add properties that contain information about the account.

Used in acc_account to indicate the SettleMethod of the sdi linked to a CallAccount.

In Accounts Definition, you can add statuses for classifying SETTLE accounts.

In Accounts Definition, you can add statuses for classifying suspended accounts.

Used in acc_account and acc_rule_config to indicate the type of a GL account or custodian account.

Please refer to Calypso Accounting Postings documentation for details.

Labels to be placed on an accounting rule, indicating classification.

Please refer to Calypso Accounting Postings documentation for details.

The Sender engine uses DocumentSender objects to send message documents to a given address method or gateway. The addressMethod domain stores the address methods.

Refer to the Calypso Developer’s Guide for details about creating custom DocumentSender objects.

Define the address method for a legal entity by clicking Contact in the Legal Entity window.

Used in the new allocation framework. Contains a list of products for which the Allocation menu will be displayed in the trade worksheet under Back Office > Allocate.

You can amend workflow of message for checking advice messages. You have the value as workflowRuleMessage.

Analysis parameters defined when running risk analysis reports.

You can create custom parameters when creating a custom analysis. Register the custom parameter names in the analysisParameter domain.

Refer to the Calypso Developer’s Guide for details.

You can assign access permissions in the Access Window > Group Access panel for applications that a group of users may run. The default value is _ALL_.

You can add engine and application names in the applicationName domain in order to assign the access permission to run it.

Types of Asian options that you can trade in the FX Option trade window.

Calypso out-of-the-box includes the following types of Asian options:

The schedule principal structures that you can select from the Asset Swap trade window. The default value is Schedule.

You can create custom principal schedules, and register them in the AssetSwapPrincipalStructures domain.

Refer to the Calypso Developer’s Guide for details.

Stores the redemption fee type for asset swaps. REDEMPTION_FEE is defined out-of-the-box.

No longer used. Use tradeUpfrontFeeType instead.

Components of automatic account names for GL accounting.

Controls what can be seen in the Audit Report. If the same classes are assigned to this domain and in the audit report restriction in group access for your user, then you will not be able to see them.

Add the names of secondary market products that are options. Use this domain with the AUTOMATIC_EXERCISE scheduled task to automatically exercise the options that are in-the-money.

Methods for averaging rate resets, including the following: OIS, SIMPLE, UNWEIGHTED, WEIGHTED.

Balance initialization date. Add dates that populate the InitDate attribute drop-down list in the BALANCE scheduled task.

Swift message support for field 113 <banking priority> in Swift Block 3 / User Header (at least for payment.selector).

In the BankingPriority domain, add a value for each message type (for example MT103), and set the banking priority in the comment (for example NNNN).

Option barrier type, including the following: DOWN_AND_IN, DOWN_AND_OUT, UP_AND_IN, and UP_AND_OUT.

Stores the date rules used for shift date roll.

Names of the billing calculators.

Events to which the Billing engine subscribes.

Stores the snapshot date of the INVENTORY_SNAPSHOT scheduled task with the types of position and the dates (in the comment field).

Collateral type for the Asset Backed Bond. You can select the collateral type when defining the Bond product in the Bond Window > ABS panel.

Calypso out-of-the-box includes the following collateral types: Auto Loans, Commercial Home Equity Loans, Credit Card, Mortgages, Residential Home Equity Loans, and Student Loans.

You can add collateral types to the BondAssetBacked.collateralType domain.

The pool factor types, which are how the principal is paid down, in the Asset Back Bond. You can select the pool factor type when defining the Bond product in the Bond Window > ABS panel.

Out-of-the-box, the system includes the following pool types: Fixed Schedule, Variable, and Variable Schedule.

 Refer to the Calypso Fixed Income User Guide for a description of the pool factor types.

Populates the Bond Status drop-down menu on the bond product window for bonds imported from Bloomberg. You can select one of the following values:

Type of bonds.

Out-of-the-box, the system includes the following types: Bond, BondAssetBacked, BondBrady, BondCLN, BondConvertible, BondFRN, BondMMDiscount, BondMMDiscountAUD, BondMMInterest, BondRevolver.

Add names of book bundles to this domain. See the Book Attributes Dialog window, which you can open from the Book Window. Add books to a book bundle by defining the attribute on the book.

You can assign access permissions by book bundle to a group of users. Users who have permissions to a book bundle have permissions to all of the books in the bundle.

GL accounting posting conventions, including the following: Incremental, N/A, and Reversal.

Used for filtering BO inventory position. You can select a custom filter in the Inventory Position report.

Calypso includes the filter SecurityFilter, which only shows security positions that are held at multiple agents. In order to use this filter, compile calypsox.apps.reporting.SecurityFilter.

You can create custom filters. Create a class named apps.reporting.<Name>Filter that implements the interface com.calypso.apps.reporting.BOPositionFilter. Register the class name in the BOPositionFilter domain.

Bundle types. You can add types to this domain.

Cache class implementations.

Cache eviction implementations.

Add a list of cities for the calculation agent. Users can select a city in the Credit Default Swap trade window > Details panel.

Stores calender ISO codes.

Domain for the calibration module.

Domain for the calibration module.

Domain for the calibration module.

Types of Call Accounts.

Add names of cash settle default agreements to this domain. The agreement names can be selected in the Cash Settle Info Window that opens from the trade worksheet (for example, in the Swap worksheet choose Swap > Cash Settle Info).

Event types for Cash Settlement of Products. Calypso includes Default, which is the default Cash Settlement event type.

Specify the credit event fee type for the settlement payment from CDS Index, CDS Index Tranche, CDS Nth Loss, and CDS Nth Default trades.

No longer used. Use tradeUpfrontFeeType instead.

No longer used. Use tradeUpfrontFeeType instead.

No longer used. Use tradeUpfrontFeeType instead.

No longer used. Use tradeUpfrontFeeType instead.

Values from this domain can be selected for inclusion in the CDS Settlement Matrix, or non-market-standard CDS.

You can add or remove values from this domain when new versions of the settlement matrix are published.

No longer used. Use tradeUpfrontFeeType instead.

No longer used. Use tradeUpfrontFeeType instead.

Values that you add to this domain appear in a drop-down menu in the Credit Default Swap trade window > Details panel as options that you can select for the payment lag description.

Specify methods for when the settlement will occur.

List of underlying products that you can select when setting up a certificate in the Warrant/Certificate Window.

Add Certificate underlying product types that are not managed in Calypso in this domain. Users can enter a description for products defined in this domain.

Types of products that you can select in the CFD Product Window. Calypso includes the following products in this domain: BondConvertible and Equity.

Types of workflows to check for unauthorized SDIs for a legal entity.

City codes for holiday calendars.

Classes in this domain are auditable, meaning that the database stores any changes to the corresponding data, and the system applies versions so that you can view and compare different versions of the data. Remove a class from the classAuditMode domain to make it not auditable.

Refer to the Calypso Security User Guide for details on the Audit functionality.

Refer to the Calypso Developer’s Guide for details on making a class auditable.

Classes in this domain require authorization. When a user makes any changes to the corresponding data, an authorization user must authorize the change. Remove a class from the classAuthMode domain to disable authorization for that class.

Choose from the following values to enable or disable authorization for Liquidity Limits:

Refer to the Calypso Security User Guide for details the Authorization functionality.

Refer to the Calypso Developer’s Guide for details on making a class authorizable.

Lists the values to disable authorization of the given class for the given processing organization.

Collateral attributes are similar to trade keywords except that they are set at the collateral object level, so for a multi-collateral repo trade, the same attribute can have a different value per each piece of collateral.

Related Domains:

MirrorCollateralAttribute

PropagateCollateralAttribute

Types of forward pricing methods used for commodities.

These can be selected in the Commodity Reset Definition.

Add custom policy names that you can select for averaging the rates used in fixing in the Commodity Swap 2 and Commodity OTC Option 2. The policy names appear in the Avg Method menu.

For a custom Averaging Policy, the code should reside in tk/product/commodities and be compiled. For reference, please check: calypsox/tk/product/commodities/AveragingPolicySample

Add your custom policy name to the CommodityAveragingPolicy domain. If the custom policy involves a foreign currency, add the policy name to the CommodityFXAveragingPolicy domain.

Add custom policy names that you can select for the averaging rounding policy in the Commodity Swap 2 and Commodity OTC Option 2. The policy names appear in the Round After menu.

For a custom Averaging Rounding Policy, the code should reside in tk/product/commodities and be compiled. For reference, please check: calypsox/tk/product/commodities/AveragingRoundingPolicySample

Add your custom policy name to the CommodityAveragingRoundingPolicy domain. If the policy involves a foreign currency, add it to the CommodityFXAveragingRoundingPolicy domain.

Stores the derivative daily fwd point keywords for daily points. If unit for CurveUnderlying doesn't match any of predefined daily keywords, an error message for that particular curve underlying is being displayed.

Stores the derivative monthly fwd point keywords for monthly points. If unit for CurveUnderlying doesn't match any of predefined monthly keywords, an error message for that particular curve underlying is being displayed.

Add Commodity Electricity quote types. The quotes can be used in the Commodity Electricity Hyper Surface. Following are examples of the quote format:

Stores the fixing date policies that you can select for fixing dates during the swaplet or optionlet period in the Commodity Swap 2 and Commodity OTC Option 2, respectively.

For the custom Fixing Date Policy, the code should reside in tk/product/commodities/schedulegeneration/fixing and be compiled. Add the custom fixing date policy name to the CommodityFixingDatePolicy domain.

Add custom policy names that you can select for averaging the rates used in fixing in the Commodity Swap 2 and Commodity OTC Option 2. The policy names appear in the Avg Method menu.

For a custom Averaging Policy, the code should reside in tk/product/commodities and be compiled. For reference, please check: calypsox/tk/product/commodities/AveragingPolicySample

Add your custom policy name to the CommodityAveragingPolicy domain. If the custom policy involves a foreign currency, add the policy name to the CommodityFXAveragingPolicy domain.

Add custom policy names that you can select for the averaging rounding policy in the Commodity Swap 2 and Commodity OTC Option 2. The policy names appear in the Round After menu.

For a custom Averaging Rounding Policy, the code should reside in tk/product/commodities and be compiled.

Add your custom policy name to the CommodityAveragingRoundingPolicy domain. If the policy involves a foreign currency, add it to the CommodityFXAveragingRoundingPolicy domain.

Add names of the physical locations where the commodities are delivered. You select the location when setting-up the Commodity product.

Extend the list of usage types to associate with a commodity curve in the Pricer Configuration > Commodity panel.

Add names of commodity products. You select a commodity name when setting up the commodity product.

Add names of custom payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom bullet payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom contract payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom daily payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom periodic payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom periodic IR convention payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Add names of custom whole payment frequency policies that you can select in the Commodity Swap 2 and Commodity OTC Option 2.

Screen name for Commodity Reset.

Screen name for Commodity Reset Source.

Settle method for Commodity transfers. For example, COMMODITY is for commodity certificate transfers.

Add names of the exchanges where the commodities trade. You select the source in the Commodity product.

The default product type is Commodity. The commodity type can be selected in the commodity product definition.

Additional commodity product types are available out-of-the-box: Electricity, Storage Based, Vintage Based. They are associated with additional attributes that you can set that are used in pricing, and the market data that is required for the pricing of those commodities.

Units in which the exchange quotes the commodities. You can select the unit in the Commodity or Commodity Index product, and also in the trade. You can set up the conversion factor from one type of unit to the other. See Configuration > Commodities > Commodity Conversion.

Extend the list of delta values that you can select when creating underlyings for the commodity option volatility surface.

Sec code for added rounding conventions when calculating interest on Russian and Brazilian bonds.

Contact person or department types for advices. Define the contact type for a legal entity by clicking Contact in the Legal Entity window.

Calypso demonstration data includes the following contact types: Accounting, Back-Office, Default, Documentation, Operation, Payments, and Settlement. You can add types to the contactType domain.

Add the names of custom date generators that you can select when defining future contracts in the Future Contract Window.

Refer to the Calypso Developer’s Guide for details about how to create a custom date generator for a future contract.

Add links for models and subtypes in the corporateActionType domain using <ModelName>.<SubType> as the format. In the Corporate Action window > Create panel, when you select the Model name, the application only displays the Sub Types linked to that model. For example, if you add ACQUISITION.OPA and ACQUISITION.OPE in the corporateActionType domain, when you select the ACQUISITION Model, Sub Type displays OPA and OPE.

Add custom correlation matrix generators to this domain. A correlation matrix generation class contains the algorithm for deriving a non-simple correlation matrix. Calypso out-of-the-box includes the FXIndex generator.

To create a custom generator, create a class named tk.marketdata.CorrelationMatrixGenerator<Name> that extends com.calypso.tk.marketdata.CorrelationMatrixGenerator.

Refer to the Calypso Class Library for details. Register the custom generator name in the CorrelationMatrix.gen domain.

The com.calypso.tk.marketdata.CorrelationMatrix class invokes the generator.

Names of the generation algorithms (generators) for derived Basket Correlations. Calypso out-of-the-box includes the BaseCorrelation generator.

You can create custom Correlation Surface generators. Create a class named tk.marketdata.CorrelationSurfaceGenerator<Name> which extends the abstract base class com.calypso.tk.marketdata.CorrelationSurfaceGenerator. Register the custom generator name in the CorrelationSurface.gen domain.

The com.calypso.tk.marketdata.CorrelationSurface class invokes the generator.

Names of the generators for simple Basket Correlations. Calypso out-of-the-box includes the BespokeCorrelation and BespokeCorrelationMoneyness generators.

You can create custom generators and register them in the CorrelationSurface.gensimple domain.

This domain contains the correlation types that you can select for each axis when creating a Correlation Matrix.

You can create custom correlation types and register them in the correlationType domain.

Refer to the Calypso Developer’s Guide for details about how to create a custom correlation type.

Add custom covariance matrix generators to this domain. Calypso out-of-the-box includes the MFMDefault and Rebonato generators.

To create a custom generator, create a class named tk.marketdata.CovarianceMatrixGenerator<Name> that extends com.calypso.tk.marketdata.CovarianceMatrixGenerator.

 Refer to the Calypso Class Library for details. Register the custom generator name in the CovarianceMatrix.gen domain.

The com.calypso.tk.marketdata.CovarianceMatrix class invokes the generator.

No longer used. Use tradeUpfrontFeeType instead.

Stores the names of ISDA credit event protocol types.

Credit event types that you can select in the Credit Event Window. You can add event types to this domain.

Used in the Pricer Configuration Window > Credit panel. Specifies how the system can use a market data item. The following usage types are available:

Specifies the application name CorrelationSurface for the usage.

Specifies the application name VolatilitySurface3D for the usage.

Specifies the application name CurvePrepay for the usage.

Specifies the application name CurveProbability for the usage.

Specifies the application name VolatilitySurface3D for the usage.

Specifies the application name CurveRecovery for the usage.

Specifies the application name CurveRisky for the usage.

Specifies the application name VolatilitySurface3D for the usage.

Specifies the default credit rating agency.

In the Pricer Configuration, you can now associate credit curves by credit rating: agency and LE attributes.

Set the default credit rating agency in the domain creditRatingSource.

Set the credit rating attributes order in the domain PCCreditRatingLEAttributesOrder.

Example: RED_REGION, RED_SECTOR

If the issuer’s specific curve does not exist, the generic curve will be used, based on Legal Entity attributes: Rating agency (Moody's, S&P, Internal), Rating (AAA, AA, A), Sector (ANY, Auto, Financial), Region (North America, Asia, ANY).

The credit rating type, which you can select in the Credit Rating and Credit Rating Feed Address windows. You can add types to the creditRatingType domain.

Statuses for the Account Enrichment Report and the Manual CRE window.

No longer used.

Add currency International Organization for Standardization (ISO) symbols to this domain. Define how a currency is quoted and how it is traded against other currencies in the Currency Default window.

Define custom attributes on currencies for selection and reporting purposes.

Groups of currencies, grouped for risk analysis and accounting purposes. You can add new groups to this domain.

Define custom attributes on currency pairs for selection and reporting purposes.

Names of the generation algorithms (generators) for Basis Curves.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom Basis Curve generators and register them in the CurveBasis.gen domain.

 Refer to the Calypso Developer’s Guide for details.

Names of the generation algorithms (generators) for CDS Basis Adjustment curves.

You can create custom generators and register them in the CurveCDSBasisAdjustment.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generation algorithms (generators) for Commodity Curves. Calypso out-of-the-box includes the Commodity generator.

You can create custom generators and register them in the CurveCommodity.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generation algorithms (generators) for Commodity Spread Curves. Calypso out-of-the-box includes the Commodity generator.

You can create custom generators and register them in the CurveCommoditySpread.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for FX Curves. Calypso out-of-the-box includes the following generators: FXCrossRate, FXForward, and FXPoints.

 Refer to Calypso FX and Money Market Analytics for details.

You can create custom FX Curve generators and register them in the CurveFX.gen domain. Create a class named tk.marketdata.CurveGeneratorFX<name> that extends the abstract base class com.calypso.tk.marketdata.CurveGeneratorFX.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for Inflation Curves. Calypso out-of-the-box includes the Inflation generator.

You can create custom generators and register them in the CurveInflation.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for simple Inflation Curves. Calypso out-of-the-box includes the Inflation generator.

You can create custom simple Inflation Curve generators and register them in the CurveInflation.gensimple domain.

Names of the generators for Inflation Basis Curves. Calypso out-of-the-box includes the InflationBasis generator.

You can create custom generators and register them in the CurveInflationBasis.gen domain.

Refer to the Calypso Developer’s Guide for details.

Prepayment curves are used for pricing ABS bonds in the context of the Intex integration. Add names of models that you can select when building the curves in the Prepayment Curve window.

Names of the generators for Probability Curves. Calypso out-of-the-box includes the Probability and ProbabilityIndex generators.

Refer to Calypso Credit Derivatives Analytics and Calypso Credit Derivatives User Guide for details.

You can create custom Probability Curve generators and register them in the CurveProbability.gen domain. Create a class named tk.marketdata.CurveGeneratorProbability<Name> that extends the abstract base class com.calypso.tk.marketdata.CurveGeneratorProbabilityBase.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for simple Probability Curves. Calypso out-of-the-box includes the CreditGrades generator.

You can create custom simple Probability Curve generators and register them in the CurveProbability.gensimple domain.

Lists curves by pricing environment. Calypso includes PricingEnvCurveProbabilitySelector.

Names of the generators for Recovery Curves.

Calypso does not contain a generator for the Recovery Curve as it is a simple curve; you manually enter the recovery rates.

Refer to Calypso Credit Derivatives Analytics for details.

You can create a custom generator to use with your own pricer and register it in the CurveRecovery.gen domain. Create a class named tk.marketdata.CurveGeneratorRecovery<Name> that extends the abstract base class com.calypso.tk.marketdata.CurveGeneratorRecovery.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for Repo Curves.

Calypso does not contain a generator for the Repo Curve as it is a simple curve. Enter Repo Curves as basis point spreads over the discount curve.

Refer to Calypso Curves documentation for details.

Names of the generators for Risky Curves.

You can create a custom generator to use with your own pricer and register it in the CurveRisky.gen domain. Create a class named tk.marketdata.CurveGeneratorRisky<Name> that extends the abstract base class com.calypso.tk.marketdata.CurveGeneratorRiskyBase.

Refer to Calypso Credit Derivatives Analytics and Calypso Developer’s Guide for details.

Add names of custom seasonality adjustment types for Seasonality Curves.

Add names of custom curve seasonality interpolators.

Names of the generators for Volatility Curves.

You can create a custom generator and register it in the CurveVolatility.gen domain. Create a class named tk.marketdata.CurveGeneratorVol<Name> that extends the abstract base class com.calypso.tk.marketdata.CurveGeneratorVol.

Refer to the Calypso Developer’s Guide for details.

Names of the interest curve generators for Zero Curves. Calypso out-of-the-box includes the following generators: BootStrap, BootStrapForwards, and BootStrapStandard.

You can create a custom generator and register it in the CurveZero.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for simple Zero Curves, meaning curves that are not derived from underlying instruments. The default value is none.

You can create a customer generator and register it in the CurveZero.gensimple domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for FX Derived Zero Curves. Calypso includes the FXDerived generator.

Refer to Calypso FX and Money Market Analytics and the Calypso FX Trading System User Guide for details.

Names of the generators for precious metal zero curves. Calypso out-of-the-box includes the PreciousMetal generator.

You can create a custom generator and register it in the CurveZeroPreciousMetal.gen domain.

Refer to the Calypso Developer’s Guide for details.

Used in the Curve window to select the type of Zero Curve. If you extend com.calypso.tk.marketdata.CurveGeneratorZero, you can add new curve types to the curveZeroType domain.

Add names of custom calibration frame configurations.

Add names of custom calibration measure configurations.

You can add a custom panel in the trade filter that contains your custom attributes.

Refer to the Calypso Developer’s Guide for details. Register the names of the custom attributes in the customCriterion domain.

You can add a custom underlying instrument panel to the Curve Underlying Window and register the instrument name in the CustomCurveUnderlying domain.

Refer to the Calypso Developer’s Guide for details.

In the Customer Station, you select a category for the type of call received from a customer. Add the categories to the customerCallType domain.

You can create custom product windows and add them to the Configuration > Product. Register the class name in the customProductWindow domain.

Refer to the Calypso Developer’s Guide for details.

You can create custom scenario rules and register them in the customScenarioRule domain.

Refer to the Calypso Developer’s Guide for details.

Refer to the Calypso Settlements User Guide for the methodology used by Calypso for selecting settlement and delivery instructions (SDIs) for trades.

You can create a custom SDI selector and register it in the CustomSDISelector domain.

Refer to the Calypso Developer’s Guide for details.

Stores names of custom static data filter attributes.

You can create a custom volatility surface underlying instrument and add a panel in the Volatility Surface Underlying Window. Register the instrument in the CustomVolSurfaceUnderlying domain.

Refer to the Calypso Developer's Guide for details.

Use with reports that use the report framework. Add the names of date rules to the domain, and then the date rules appear in the date tenor drop-down menus in the report. You can select date rules for use in the date period.

Stores day change rules.

Categories for database relation tables. Used for consistency checks.

Stores the default capital gains termination fee type. The default value is CAPGAIN_TERM_FEE.

Remove excludeFeedSource from this domain and add includeFeedSource to include the feed source in the quote name. Thus, you can use quotes from multiple sources for the same instrument.

Stores the default interest termination fee type. The default value is INT_TERM_FEE.

Stores the default management termination fee type. The default value is MGMT_TERM_FEE.

Set the default fee type for the Termination Window. The default value is TERMINATION_FEE.

For each front-office trade window, you can define the default role for the counterparty. If you do not set a default role, then the window uses CounterParty as the default role.

You can set the default role in the trade worksheet by choosing Utilities > Set Default Role. Also, you can enter the default role directly in the DefaultTradeRole domain in the Domain Values application. Use the following format: <FullClassName>.<RoleName>. For example, to set Clearer as the default counterparty role in the Futures Trade Window, enter the following in the DefaultTradeRole domain: com.calypso.apps.trading.TradeFutureWindow.Clearer.

Add the name of the fee definition for the delayed settlement fee that is calculated in the Bank Debt trade worksheet.

In the Credit Default Swap trade window, you can select the Deliverable Characteristics in the Physical panel. You can extend this domain.

In the OTC Equity Option Vanilla Window when the EQUITY_DERIVATIVES_X environment property is set to true, the window displays a Deliverables panel from which you can select the Deliverable Type. Calypso out-of-the-box includes the CASH EXERCISE and PHYSICAL EXERCISE types. You can extend this domain.

The delivery type for actions that involve a movement of a loan against a movement of collateral. Calypso out-of-the-box includes the following delivery types:

The column filtering (right-click on column heading) is now enabled by default for all reports except those in the domain disableReportTableFiltering.

Stores the names of the parameters to configure in the Dispatcher Config Window for Calypso grids.

Stores the names of the parameters to configure in the Dispatcher Config Window for Datasynapse grids.

Add types of dispatchers that you can select in Configuration > System > Dispatcher.

Extend the class com.calypso.tk.distproc.DistAnalysisCalypso.

Add the names of the default disruption fallbacks for commodity confirmations. You can view these keywords from the Commodity product trade worksheet. Choose <ProductName> > Commodity Confirm Keywords. The application automatically selects the default disruption fallbacks.

Add the names of all of the possible disruption fallbacks for commodity confirmations. You can view these keywords from the Commodity product trade worksheet. Choose <ProductName> > Commodity Confirm Keywords. The application automatically selects the default disruption fallbacks that you define in the disruptionFallbacks domain. You can select additional disruption fallbacks.

You can include names of new dividend types. The present dividend types supported are:

Add new domains in the domainName domain.

No longer used as of version 10.0.

Refer to the Calypso Developer’s Guide for information on registering custom services.

No longer used.

Add the Value ‘true’ to this domain to enable the prototype of basket structures in eXSP.

The “Add Basket Variable” icon appears in the Structured Dialog, Variable panel, which allows defining basket variables. The Components field allows creating baskets of quotable variables.

Maps the name of the class, as entered into the comment field of engineEventPoolPolicyAliases, to a textual description.

Add names of policies for handling events being dispatched to engine threads. The domain value contains the policy name; the domain comment contains the class name.

Select the policy name in the EVENT_POOL_POLICY engine parameter.

To create a new policy, create a class named tk.util.<PolicyName>SequencePolicy that extends the abstract base class com.calypso.tk.util.AbstractSequencePolicy. Add the policy name to the engineEventPoolPolicyAliases domain and enter the class name in the comment field.

Names of the real-time engines that subscribe to certain types of events in the system, carry out processes, and publish the processing results.

Engines and their parameters are defined in the Engine Manager of Web Admin.

Please refer to Calypso Web Admin documentation for details.

See List of Servers and Engines for the list of supported engines.

You can create custom engines and register them in the engineName domain.

Refer to the Calypso Developer’s Guide for details.

Names of the engine parameters that you can set in the Engine Manager from Web Admin.

See Engine Parameters for complete details.

You can also include the parameters of custom-created engines.

Refer to the Calypso Developer’s Guide for details.

Names of sources that publish the equity index.

Types of equity indices.

Populates the Equity Status drop-down menu on the equity product window for equities imported from Bloomberg.

You can create a custom date generator for Exchange Traded Option (ETO) contracts, which you can select in the Exchange Traded Option Contract Window to generate the ETO products.

Create a class named tk.product.ETODateGenerator<Name> that implements the interface com.calypso.tk.product.ETODateGenerator. Register the generator name in the etoContractDateGen domain.

Types of ETO underlying instruments. Calypso includes the following: Equity, EquityIndex, and FX.

Names of the event classes that engines can subscribe to in Calypso.

Engines and their parameters are defined in the Engine Manager of Web Admin.

Please refer to Calypso Web Admin documentation for details.

You can create custom event classes for custom objects, and register the custom event classes in the eventClass domain.

Refer to the Calypso Developer’s Guide for details.

Names of the event filters that can be defined for engines. They filter the events received by the engine for processing. This can decrease the number of unnecessary events sent to the engine, thus improving performance.

Engines and their parameters are defined in the Engine Manager of Web Admin.

Please refer to Calypso Web Admin documentation for details.

You can create custom event filters and register them in the eventFilter domain.

Refer to the Calypso Developer’s Guide for details.

Types of events that can occur in Calypso.

BOException names. Back Office engines generate these exceptions when there is an exception in processing a trade or corporate action.

You can view and resolve tasks in the Task Station created by the exception events. In the Task Station user configuration, select the Exception event types to include in the configuration. These are the event types defined in the eventType domain, which uses the format EX_<BOExceptionName>. For example, the exceptionType RATE_RESET has the eventType EX_RATE_RESET.

Refer to the Workflow User Guide for configuration information and descriptions of the exceptions.

Custom workflow rules can generate BOException tasks.

Refer to the Calypso Developer’s Guide for details.

Register new BOException names in the exceptionType domain, and add EX_<BOExceptionName> to the eventType domain.

Deprecated domain. Define exchanges as legal entities with the MarketPlace role.

The delivery type in option trades. Calypso includes the following types: Cash, Cash or Physical, and Physical.

Contains the exercise types for options: American, Bermuda, and European.

Stores the names to register the custom exotic functions.

Stores all system variables. The default values are AccumulatedCouponIncludingCurrentSVar, AccumulatedCouponSVar, CalculatedNotionalSVar, CalculatedRateSVar, CouponPeriodSVar, CurrentNotionalSVar, DaysSVar, InitialNotionalSVar, PreviousNotionalSVar, and PreviousRateSVar.

The MessageMatcher interface can use amounts stored in this domain in matching external messages.

The MessageMatcher interface can use dates stored in this domain in matching external messages.

The MessageMatcher interface can use fields stored in this domain in matching external messages.

The MessageMatcher interface can use instructions stored in this domain in matching external messages.

The MessageMatcher interface can use message types stored in this domain in matching external messages.

The MessageMatcher interface can use references stored in this domain in matching external messages.

The MessageMatcher interface can use roles stored in this domain in matching external messages.

In the Hedge Strategy Window, lists the methods that can be used to measure expected and on-going hedge effectiveness.

In the Hedge Strategy Window, lists the methods that can be used to measure whether a hedge relationship has been highly effective during a past period.

Types of risk that the user can select to hedge in the Hedge Strategy Window.

List of objective codes to select from the O/S Code drop-down menu in the Hedge Strategy Window. These codes are specific to each organization and refer to internally recognized documentation codes, for example, 100 might refer to “Interest Rate Risk Reduction”.

Use this domain instead of the FASObjectiveCode domain if you prefer to use a descriptive list of the objectives instead of a list of codes in the Hedge Strategy Window. The O/S Desc drop-down menu in the Hedge Strategy Window displays the descriptive list of objectives.

Specifies a list of attributes that you can define in the fee billing rule window.

Fee calculators calculate fees on trades. You can select the fee calculator in the fee definition. When you set up a fee grid, you can select the FeeGrid default calculator. You can also select the fee calculator in the Fees panel in the trade worksheet.

Calypso out-of-the-box includes a number of fee calculators. The help file in the fee definition window describes the out-of-the-box fee calculators and their equations.

You can create custom fee calculators and register them in the feeCalculator domain.

 Refer to the Calypso Developer’s Guide for details.

Names of the real-time feeds. Feed configs that you define in the Feed Config Window.

Names of the feed handlers, which are connections between Calypso and real-time feed sources. You can select the feed type when defining the feed config in the FeedConfig Window. Calypso out-of-the-box includes the following feed handlers: Bloomberg, Composite, Random, Remote, and Reuters.

You can create custom feed handlers to connect to real-time feed sources and register them in the feedType domain.

Refer to the Calypso Developer’s Guide for details.

Stores names of attributes that you can set on fee grids.

Refer to Calypso Fees documentation for details.

Lists the fee types that need to be included in the Cash position.

The names of the analysis servers for which we would like to fill up the heap. The default heap is 100000. If you choose a value smaller than 100000, it will cause a longer full Garbage Collector, whereas if you choose a value larger than 100000, it will cause a shorter full Garbage Collector.

The names of the analysis servers for which we are filling up the heap. It only applies if the analysis server is also defined in the FillUpHeapAnalysisServers domain. In the comment, you can specify the percentage of heap to be filled. For e.g. 0.7 for 70%.

Once the heap is full, the Garbage Collector can be triggered using a profiler like VisualVM.

Types of cashflows.

Format types for advices and payment messages.

Custom frequencies.

Access permission functions that you can assign to a group of users in the Access Window.

 Refer to the Access Permissions Functions online help for a list of functions and descriptions. In the Access Window > Group Access panel, click Function Help to open the help file.

You can create classes that check custom access permissions. Register the name in the function domain. The name is the S_MODIFY_FUNCTION string in the <Name>CheckAccess class. See calypsox.apps.util.BondAssetBackedCheckAccessfor an example.

Refer to the Calypso Developer’s Guide for details.

Stores the name of the attributes that you can define in the Fund Window.

Names of custom attributes that you can define or modify on the future contract definition.

Stores values for the IsDefaultDeliverableFutureContract contract attribute.

Stores values for the PeakSetting attribute.

Future Options on exchanges which the user lists under the FutureLiffeModel domain will be treated as variation margined premium options. Premium will not be paid up front, rather the option will just be margined on a daily basis based on the option settlement value.

Names of custom attributes that you can define or modify on the future option contract definition.

The type of future options that you can select in the Future Option Contract Window.

You can create custom future option types and register them in the futureOptUnderType domain.

The type of futures that you can select in the Future Contract Window.

You can create custom future types and register them in the futureUnderType domain.

Enter the display currency for the PV_XXX column in the Calypso Workstation Forward Ladder analysis. The default value is USD, so the analysis displays the PV_USD column by default.

Add trade keywords for FX trades to this domain. FX trades will use this product-specific domain instead of the default tradeKeyword domain.

Contains the names of FX Rate Definitions, which you can select to reset FX rates.

Contains the sources for the FX rates resets, for example, the name of the index.

Add trade keywords for FX Forward trades to this domain. FX Forward trades will use this product-specific domain instead of the default tradeKeyword domain.

Add trade keywords for FX NDF trades to this domain. FX NDF trades will use this product-specific domain instead of the default tradeKeyword domain.

Add trade keywords for FX Option trades to this domain. FX Option trades will use this product-specific domain instead of the default tradeKeyword domain.

Contains a list of FX Option types and subtypes.

In the Barrier Monitor, FX Option Barrier and Digital trades that are in the status(es) defined in this domain appear in the Untriggered Barriers panel. Calypso includes the VERIFIED status. You can extend this list according to your workflow.

In the Barrier Monitor, FX Option Barrier and Digital trades that are in the statuses defined in this domain appear in the Triggered Barriers panel. Calypso includes the EXERCISED, EXPIRED, KNOCKED_IN, and KNOCKED_OUT statuses. You can change or extend this list according to your workflow.

Contains a list of FX Option Barrier types.

Add trade keywords for FX Option Forward trades to this domain. FX Option Forward trades will use this product-specific domain instead of the default tradeKeyword domain.

Names of pricer measures that you can select to use in the FX Option Spot Slide and FX Option Volatility Slide.

Add names of the sources for the FX Option volatility surface underlying quotes. The source name is appended to the quote name.

Add trade keywords for FX Order trades to this domain. FX Order trades will use this product-specific domain instead of the default tradeKeyword domain.

Add trade keywords for FX Spot Reserve trades to this domain. FX Spot Reserve trade will use this product-specific domain instead of the default tradeKeyword domain.

Add trade keywords for FX Swap trades to this domain. FX Swap trades will use this product-specific domain instead of the default tradeKeyword domain.

Add trade keywords for FX TTM trades to this domain. FX TTM trades will use this product-specific domain instead of the default tradeKeyword domain.

Simple FX volatility surface generators.

Add the names of your custom simple FX Volatility Surface generators.

Refer to the Calypso Developer’s Guide for details about creating custom generators.

Derived FX volatility surface generators.

Add the names of your custom derived FX Volatility Surface generators.

Refer to the Calypso Developer’s Guide for details about creating custom generators.

Gateway systems for advice production. You select the gateway in the Message Configuration Setup Window.

You can create custom document sender classes to send message documents and register them in the gateway domain.

Refer to the Calypso Developer’s Guide for details.

Add comment types that you can select in the Add Generic Comment / Edit Generic Comment windows.

Domain used in allocations process for Triparty and GCF.

Add predefined <object> comments that you can select in the Add Generic Comment / Edit Generic Comment windows. You can also enter free form comments.

Contains the names of objects to which you can add comments using the Add Generic Comment / Edit Generic Comment windows. Calypso out-of-the-box includes the LegalEntity, Message, Posting, Product, SDI, Trade, and Transfer objects.

You can extend the list of objects by creating a custom class that enables generic comments for specified objects. Register the object names in the genericObjectClass domain.

Refer to the Calypso Developer’s Guide for details.

Generic Option types that you can select when capturing a trade in the Generic Option trade worksheet.

Contains the names of hedge strategies that you can select in the Hedge Strategy Window.

Stores the names of hypersurface space containers.

Add the names of custom hypersurface interpolators.

Add the names of custom hypersurface generators.

Add the names of custom hypersurface subtypes.

Applications defined in this domain do not generate warning messages, so the user does not have to make the extra mouse clicks during the trade capture. Enter the full class name for the application. Use commas to separate multiple applications.

For example, enter the class name com.calypso.apps.trading.CollateralDialogFrontBond. When capturing the trade, the application does not generate warning messages when the user enters values that cause the dirty price to exceed a certain threshold or the Face value of the bond is 1.

Add the external status names for incoming messages to this domain. You can map the external status to a Calypso workflow configuration in the Mapping Status Config Window.

Stores the names of incoming SWIFT message types that will be handled by the SwiftTradeMatcher.

For incoming SWIFT messages, allows creating a custom message. The message type should be entered as the domain value and the message stored in the domain value comment.

Default template for the primary Industry Hierarchy Window Industry Hierarchy Report.

Default template for the primary Industry Hierarchy Window Industry Hierarchy Report.

Rules for exporting accounting postings to the main GL system. You can select the rule in the Accounts Definition window.

Refer to the Calypso Accounting User Guide for details.

Contains the names of curve interpolators.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom curve interpolators and register them in the interpolator domain.

Refer to the Calypso Developer’s Guide for details.

Contains the names of volatility surface interpolators.

Refer to Calypso Interest Rate Derivatives Analytics and Calypso Class Library for details.

You can create custom volatility surface interpolators and register them in the interpolator3D domain.

Refer to the Calypso Developer’s Guide for details.

Contains the names of inflation curve interpolators.

You can create a custom inflation curve interpolator and register it in the interpolatorInflation curve domain.

Refer to the Calypso Developer’s Guide for details.

Use to define additional aggregation criteria for the Inventory engine to generate multiple positions.

Use the netting configuration to define the keys; include the isAggregation key.

Add the netting configuration name to the InventoryAggregations domain.

The aggregated positions can be viewed in the BOPostionReport.

No longer used as of version 14.1.

Controls the logic for the first amortization period when a parameterized amortization type is used.

Enables separation of Principal and Interest cashflows.

Name of the International Swaps and Derivatives Association (ISDA) locations used in cash settlement.

ISDA Agreements for Credit Default Swaps. You can select the year in the trade window in the Details panel.

True or False. Affects the default behavior for swap trades with daily compounding or simple averaging, and with Reset Timing set to BEG_PER. Utilizes the ISDA 2021 convention for sample or observation period generation. Setting to True causes the default value of ISDA Set-In-Advance field in the Index and Resets tab of the Product Details window to True by default.

Stores the issuer regions that you can select in the Master Confirmation Window when setting up Credit Derivatives confirmations for DTCC.

You can extend this list.

Stores the issuer sectors that you can select in the Master Confirmation Window when setting up Credit Derivatives confirmations for DTCC.

You can extend this list.

Stores the issue sectors that you can select in the Master Confirmation Window when setting up Credit Derivatives confirmations for DTCC.

You can extend this list.

List of transaction types to which the trade's payment relates. The SWIFT message requires that the code be set in the trade keyword. The codes are from the European Central Bank (ECB) document Harmonized Code List for Balance of Payments Collection Systems.

Add names of desks to populate in the Desk field in the Missing Trade Adjustment window.

SWIFT precious metal codes for MT601 Tag 26C. Creates a drop-down menu of values that you can select. You can extend this list.

SWIFT precious metal codes for MT601 Tag 26C. Creates a drop-down menu of values that you can select. You can extend this list.

SWIFT precious metal codes for MT601 Tag 26C. Creates a drop-down menu of values that you can select. You can extend this list.

SWIFT precious metal codes for MT601 Tag 26C. Creates a drop-down menu of values that you can select. You can extend this list.

SWIFT precious metal codes for MT601 Tag 26C. Creates a drop-down menu of values that you can select. You can extend this list.

Related Domain:

PM_Form

You can set on the trade whether it can be processed automatically using straight-through-processing (STP=YES), or if a Task Station user needs to process the trade (STP=NO). Use this keyword with the CheckSTPKeyword workflow rule in the workflow configuration.

You can set the strategy keyword on a trade to include the trade/position in a strategy creation by using Configuration > Asset Management > Strategy.

Stores termination reasons for use in the Termination Window and Static Data Filter.

Add values in this domain to populate the Trade Classification field in the Bond Front Trade window and the Equity Trade window. The TradeClassification keyword stores this value.

 Please refer to Calypso Trade Keywords documentation.

 Please refer to Calypso Trade Keywords documentation.

 Please refer to Calypso Trade Keywords documentation.

 Please refer to Calypso Trade Keywords documentation.

 Please refer to Calypso Trade Keywords documentation.

 Please refer to Calypso Trade Keywords documentation.

Contains the names of the KickOff CutOff date time calculators that you can select in the KickOff CutOff configuration to use with the workflow.

You can create custom calculators and register them in the kickoffDateCalculator domain.

Refer to the Calypso Developer’s Guide for details.

Add fields to legal agreements.

Contains the names of the ISDA agreements that you can select from the Legal Agreement Window.

When this domain is empty, the Spot Slide for Ladder P&L is priced at each value as defined in the parameters.

You may add product types to this domain (e.g., FXForward, FX, SimpleTransfer, Equity), for which only the MIN,MAX, and baseline points are calculated during the INIT_LADDERLIVEPL scheduled task. Interpolation is then performed in FOWS between these points to determine the remaining points of the Spot Slide.

 Ⓘ   [Note: This domain is to be used only with linear products.]

Languages for advices. You can extend this list.

Contains the names of attributes that you can set on a legal entity. For example, you could store bank or industry codes. You can use them for reporting and accounting purposes. Also, you could create an attribute and store information that references the legal entity in an external system.

You can extend this list.

You can also create a drop-down menu of values to select for the attribute. Add the attribute name to the leAttributeType domain. Then add a domain named leAttributeType.<attribute_name> to domainName. Finally, add values to the created domain to populate the drop-down menu.

Select whether or not the legal entity is CLS eligible.

Set FX_MARGIN to NO so that trades with that legal entity in the FX Trading System are exempt from margin. Create a margin fee configuration using a static data filter.

Add the names of industries that you can select for an issuer.

Populated by Markit upload.

Populated by Markit upload.

Populated by Markit upload.

Populated by Markit upload.

You can set on the legal entity whether to allow STP or not. Use this attribute with the CheckSTPCounterparty workflow trade rule and CheckSTPCounterparty workflow message rule.

Status of the legal agreement. Select to include the appropriate legal wording into the confirmation statements.

Types of legal agreements. You can extend this list.

Add names of LegalEntitySelector to load criteria in the legal entity selector.

Add the names of products to which you want to apply credit limit checking. Causes the trade window for the product to display a Limits menu.

To check limits in the Pricing Sheet, add the value "PricingSheet".

Add keywords that you can apply to nodes in the limit configuration. You can use the keywords as filter criteria in the Limit Report and Limit Details Report.

The types of limits that you can set in the limit configuration.

Add trade keywords that are used in Liquidation. Calypso includes Custodian, Long/Short, and Strategy.

Contains the liquidation methods used by the Liquidation engine and the Position engine.

Refer to the Calypso Positions User Guide for details.

You can create custom liquidation methods and register them in the liquidationMethod domain.

Refer to the Calypso Developer’s Guide for details.

Type of loans that you can select in the loan product window.

CDS Nth Loss amortization types. Calypso includes Junior and None.

Add workflow message rules that the system should check at every transition in the workflow.

Add workflow trade rules that the system should check at every transition in the workflow.

Add workflow transfer rules that the system should check at every transition in the workflow.

Stores a list of reasons that you can select for making PL mark adjustments for trades in the Mark Adjustment window and for creating PL marks for missing trades in the Missing Trade Adjustment window.

Stores a list of reasons that you can select for making PL mark adjustments for positions in the Mark Adjustment window and for creating PL marks for missing positions in the Missing Trade Adjustment window.

Types of market data. Includes curves, surfaces, and correlation matrices.

You can create custom curves and surfaces and register them in the marketDataType domain.

Refer to the Calypso Developer’s Guide for details.

Usage codes for assigning market data items in the Pricer Configuration Window > Product Specific panel. You can extend this list.

Calypso out-of-the-box includes the following usages:

Add the names of the default market disruption events for commodity confirmations. You can view these keywords from the Commodity product trade worksheet. Choose ProductName > Commodity Confirm Keywords. The application automatically selects the market disruption events.

Add the names of all of the possible market disruption events for commodity confirmations. You can view these keywords from the Commodity product trade worksheet. Choose ProductName > Commodity Confirm Keywords. The application automatically selects the default events that you define in the marketDisruptionEvents domain. You can select additional events.

Stores the types that you can select when creating an index in the Market Index Window.

Select the market type from the following: Primary, Re-Issue, Secondary, and When-Issued.

Stores the attributes that you can select in the Master Confirmation Window when setting up Credit Derivatives confirmations for DTCC. Use these attributes when setting up static data filters.

You can extend this list.

Stores the types of confirmations that you can select in the Master Confirmation Window when setting up Credit Derivatives confirmations for DTCC.

You can extend this list.

The rules that you can select in the Matching Configuration Window for SWIFT message matching.

You can create a custom matching context. Create a class named tk.refdata.<ContextType>MatchingContext that extends com.calypso.tk.refdata.MatchingContext. Register the context type in the MatchingContext domain.

Refer to the Calypso Class Library for details.

Types of amounts that are used as criteria in the message matching process. Calypso out-of-the-box includes the following amount types: MONEY_AMOUNT, NOMINAL_AMOUNT, RETURNED_AMOUNT, REPO_RATE, and TRADE_PRICE.

You can add new amount types to the MatchingContext.Amounts domain. They need to be implemented in the com.calypso.tk.util.swiftparser.MessageMatcher interface to be used in the matching process.

Refer to the Calypso Class Library for details.

Types of dates that the Matching Message engine uses as criteria in the message matching process. Calypso out-of-the-box includes the following date types: MATURITY_DATE, SETTLE_DATE, and TRADE_DATE.

You can add new date types to the MatchingContext.Dates domain. They need to be implemented in the com.calypso.tk.util.swiftparser.MessageMatcher interface to be used in the matching process.

Refer to the Calypso Class Library for details.

Types of fields that the Matching Message engine uses as criteria in the message matching process. Calypso out-of-the-box includes the CURRENCY and TRADE_TYPE fields.

Refer to the Calypso Class Library for a complete list.

You can add new field types to the MatchingContext.Fields domain. They need to be implemented in the com.calypso.tk.util.swiftparser.MessageMatcher interface to be used in the matching process.

Type of references that the Matching Message engine uses as criteria in the message matching process. Calypso out-of-the-box includes the following reference types: AGENT, CNTP, CLEARER, and PO.

You can add new reference types to the MatchingContext.References domain. They need to be implemented in the com.calypso.tk.util.swiftparser.MessageMatcher interface to be used in the matching process.

Refer to the Calypso Class Library for details.

Types of roles that the Matching Message engine uses as criteria in the message matching process. Calypso out-of-the-box includes the following role types: CNTP, AGENT, and PSET.

You can add new role types to the MatchingContext.Roles domain. They need to be implemented in the com.calypso.tk.util.swiftparser.MessageMatcher interface to be used in the matching process.

Refer to the Calypso Class Library for details.

No longer used.

Stores a list of measures that you can adjust in the P&L Mark Adjustment window.

Contains a list of templates for messages documents, such as confirmation statements and trade tickets. You can select the template in the message configuration in the Message Configuration Window.

Calypso includes a standard set of templates that you can use out-of-the-box. You can also modify the templates or create your own templates. Register new templates in this domain.

Refer to the Calypso Message Templates User Guide for details, or choose Help > Message Template Keywords.

Actions that back-office users can apply to advice message tasks in the Task Station.

Refer to the Calypso Messages User Guide for descriptions of the actions.

Contains a list of attributes that need to be copied while copying messages.

Add types of message groups to process multiple messages in a single global message.

Refer to the Calypso Message Groups User Guide for details.

Lifecycle status of a trade advice document. You can extend the list of statuses.

Refer to the Calypso Workflow User Guide for details.

Types of advices and payment messages.

Refer to the Calypso Messages User Guide for descriptions of the messages.

The system does not automatically copy the custom collateral attributes that you set manually on a repo's securities to the mirror trades. Add attributes to the MirrorCollateralAttribute domain so that the system copies them to the mirror trades.

The system does not automatically copy the custom keywords that you set manually on a trade to the mirror trades. Add keywords to the MirrorKeywords domain so that the system copies them to the mirror trades.

Codes that indicate the type of market action a quote or curve represents. Calypso includes the following: CLOSE, LAST, and OPEN.

Money market loan and deposit types.

Attributes that attach to BOMessages and contain additional information about the message. You can extend this list.

Used in rejection messages sent by SWIFT to Calypso. Contains the Reject code reasons as provided within the tag 405 of the message.

Credit Derivatives multiple obligation references with multiple valuation dates: Average Blended Highest and Average Blended Market.

Credit Derivatives multiple day valuation methods: Average Highest, Average Market, and Highest.

No longer used.

Types of negotiated prices, which you can select when trading equities.

Stores the names of netting methods that can be selected in the netting configuration.

To create a custom netting method, create a class named tk.bo.<MethodName>NettingHandler that extends tk.bo.DefaultNettingHandler. Register the method name in the nettingHandler domain.

Levels at which payments can be netted. You can extend this list.

Refer to the Calypso Settlements User Guide for details.

Stores the list of trade action on which the Message engine generates confirm message only for new event type action.

Used when novating a Credit Derivatives trade in the Termination Window. Contains the possible roles for the transferee, that is, the party who is taking over the rights, liabilities, duties, and obligations from the transferor. Calypso includes the ProcessingOrg and CounterParty roles.

Names of the characteristics that you can select in Credit Default Swap trades. You can extend this list.

Obligation Category that you can select in Credit Default Swap trades.

Credit Derivatives multiple reference obligations with a single valuation date: Blended Highest and Blended Market.

Add the types of data that are observed.

Refer to the Calypso Equity Derivatives User Guide for details.

Add the product types for which you want to create observable data. Define observable data for equities underlying Equity Linked Swap (ELS) trades.

Refer to the Calypso Equity Derivatives User Guide for details.

In Equity Linked Swap (ELS) trades, the type of quote used to perform price fixing. Calypso includes the following quote types: ASK, BID, CLOSE, LAST HOUR AVG, MAX INTRADAY, and OPEN. You can extend this list.

The source type for the observable data. The source type is MarketPlace for ELS trades. You can extend this list.

Names of the generators for simple One Factor Model surfaces. Calypso out-of-the-box includes the OFMDefault generator.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom generators and register them in the OneFactorModelSurface.gensimple domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for derived One Factor Model surfaces. Calypso out-of-the-box includes the OFMCapsSwaptions generator.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom generators and register them in the OneFactorModelSurfaceGenerator domain. Create a class named tk.marketdata. VolSurfaceGenOFM<Name> that extends com.calypso.tk.marketdata. VolSurfaceGenOFM.

Refer to the Calypso Class Library for details.

Add the names of custom date generators that you can select when defining future option contracts in the Future Option Contract Window.

Refer to the Calypso Developer’s Guide for details about how to create a custom date generator for a future option contract.

Type of option.

Stores the names of attributes that you can define in the Order Window.

Allows various interfaces to always utilize the correct MiFID product code framework by specifying whether the MiFID product code is stored as a trade keyword or product/sec code. This ensures compatibility with all interfaces (e.g., Data Uploader), even when the new MiFID codes are backported to different versions of Calypso.

When the domain name “OtcProductCode.Location” is assigned the value ProductSecCode, MiFID codes will be stored as product/Sec Codes. When the domain name is not assigned a value (blank), the codes will be stored as Trade Keywords.

The following relationship shows how the codes are expressed in the system as either Trade Keywords or Sec Codes, respectively:

The possible path types in Vanilla OTC Equity Options. When the EQUITY_DERIVATIVES_X environment property is set to true, then you can select the path type in the Product panel.

When the EQUITY_DERIVATIVES_X environment property is set to true, then you can select the pay off type in the Product panel. You can extend this list.

Specifies the names of payout formulas. Calypso includes the Barrier, Binary, CappedSwap, and RangeFloater formulas.

You can create a custom payout formula and register the formula name in the payoutFormula domain.

Refer to the Calypso Developer’s Guide for details.

To define the order of credit rating attributes in the Pricer Configuration Window > Credit panel.

Example: RED_REGION,RED_SECTOR

Types that you can select for the primary leg of the performance swap.

Types that you can select for the secondary leg of the performance swap.

Stores types for physical commodities that you can select when setting up the commodity product. The type determines the attributes used in pricing.

SWIFT precious metal codes. You can enter a free-format value.

List of products that return true in their implementation of isPositionBased. This list is used internally for excluding the trades whose products are position based from trade filters with that criteria.

This list is not to be modified, and should include at most all products that are position based products. Including products which return false from their isPositionBased implementations will result in incorrect behavior when loaded through trade filters with the property setIncludePositionBased to false.

Not including all position based products in this list will only result in lower performance and higher memory requirements when loading trade filters with the property setIncludePositionBased to false.

The status of the posting in its lifecycle. You can add statuses to the list.

Labels to be placed on an accounting posting, indicating whether it is a normal posting or a reversal.

Base location for the precious metal currency as defined in the currency definition.

Trading locations for the precious metal currency as defined in the currency definition. A spread can be added to these locations.

Types of amortizing structures.

You can create custom structures and register them in the principalStructure domain.

Refer to the Calypso Developer’s Guide for details.

Names of the generators for Probability curves. Calypso includes the Probability generator.

You can create custom generators and register them in the Probability.gen domain.

Refer to the Calypso Developer’s Guide for details.

Names of product aggregation configurations that you can use in risk analyses.

Financial product classes; market in which an instrument is traded. Calypso includes the following classes: Commodity, Equity, FX, and FixedIncome.

Financial product families used in back office processing. You can extend this list.

Names of product groups that you can use in message configuration.

Product Interfaces used in defining Report Framework columns. Add new interfaces to this domain.

Lists all product interfaces having a report style.

Product types, which are the product class names.

You can create custom products and register the class name in the productType domain.

Refer to the Calypso Developer’s Guide for details.

As of v13.0, the default Termination window is TermFrame. It is displayed by default for all the product types that use the default Termination window.

For all the product types that were using an extension of TerminationWindow, they can also use TermFrame, provided they now use the <product type>TermPanel API, and they are added to this domain.

Out-of-the-box, the following product types use the <product type>TermPanel API: Cash, CreditDefaultSwap, EquityLinkedSwap, PerformanceSwap, Repo, SecLending.

Please contact Calypso Product Support for details.

Lists all product types having a report style.

You can configure the action that is applied to the child trade when edits to the block trade are propagated. From the Calypso Navigator, navigate to Configuration > System > Domain Values and set the action in the PropagateBlockTradeChangesAction domain. The default value for this domain is AMEND, so you should set this domain to a different action so that the propagation of edits can be distinguished from direct amendment of the child trade.

Example:
Set the domain PropagateBlockTradeChangesAction to PROPAGATE.
Set the trade workflow rule NotAllocationChild on action AMEND.

The list of attributes to be copied from the repo's securities into the transfer attributes. The PropagateCollateralAttribute transfer workflow rule is also required.

The collateral attributes that you want to propagate must also be added to the domain "XferAttributes”.

The list of keywords to be copied from the trade into the transfer attributes. The PropagateTradeKeyword transfer workflow rule is also required.

The trade keywords that you want to propagate must also be added to the domain "XferAttributes”.

Templates for various market sectors of Commodity Certificates.

No longer used.

No longer used.

Binding groups of quotes within a quote set for finer grained access permission. For example, add a value of BondUST* to the qutoeGroup domain. You can assign read/write access permissions for BondUST quotes.

Stores special quote names that the system generates. For example, stores special bond-related quotes that have a different quote name every day because the index factor changes.

Format of quotes.

Names of the rate indices that you can use to reset rates.

Quoting sources for the indices. You can extend this list.

Rate index type. Calypso includes Inflation and Interest. You can extend this list.

Names of attributes that store additional information about the rate definition. You can extend this list.

Used in the Cash Settlement application in Interest Rate Derivatives.

Refer to the Calypso Cash Settlement User Guide for details. You can extend this list.

Rating agency names that you can select in the Credit Rating window. You can extend this list.

Comments that you can select in the Reconcile Inventory window in the reconciliation results. You can extend this list.

When the EQUITY_DERIVATIVES_X environment property is set to true, you can select the Observable Variable fixing mode in the Product panel. Calypso includes the following values: Asian, Lookback, and Spot.

Within the Domain Value, configure Reference Rate field names for each Trade Type. These field names will be displayed in the Calypso trade entry screens. (e.g. for RefernceRates.FXForward, the values could be Allin, Points, and Spot.)

Reference Rate support for FX products include product types FX Spot, FX Forwards, FX Swap, FX NDF, FX NDF Swap, FX Window Forward, FX Average Rate Forward, FX Flexi Forward, FX Merchant FX, FX Strip and FX Forward Start.

Remittance method for the Customer Transfer. Calypso includes the following types: DemandDraft, MailTransfer, and TelegraphicTransfer. You can extend this list.

Contains the interest dispatching calculation methods for GSCC Repo Substitutions.

You can create a custom method. Create a class named tk.bo.BORepo<name>DispatchInterestHandler that implements com.calypso.tk.bo.BORepoDispatchInterestHandler. Register the custom name in the Repo.DispatchInterestMethod domain.

You can remove workflow of message for checking advice messages. You have the value as workflowRuleMessage.

Contains the names of the aggregation functions that you can use with the report framework. Calypso out-of-the-box includes the following functions: Average, Count, Maximum, Minimum, and Sum.

In the report, you can specify the aggregation functions under Subtotals > Configure Functions, or Totals > Configure Functions. Note that you first need to specify subtotals and totals.

You can add custom aggregation functions. Create a class named tk.report.function.<function_name> that implements com.calypso.tk.report.function.ReportFunction. It will be invoked from com.calypso.tk.report.function.FunctionFactory. Register the custom function name in the REPORT.Functions domain.

The default HTML template for reports is default.html located under <calypso home>/client/resources/com/calypso/templates/report.

You can create an HTML template using a number of keywords, and register the template name in this domain. Choose Help > Report Template Keywords to view the list of Report Template Keywords.

Use for setting the valuation time for reports. Enter the type of report for the Value, and enter the valuation time in the Comment. For example, value=Trade comment=11:59:00 PM.

Types of reports.

You can create custom reports and register the report names in the REPORT.Types domain.

Refer to the Calypso Developer’s Guide for details.

Add names of restrictions that you can assign in the Access Window.

Rules indicating a period of allowable retroactivity for postings from a particular type of accounting event.

Refer to the Calypso Accounting Postings User Guide for details.

For a particular accounting rule, indicates when to post reversals.

Refer to the Calypso Accounting Postings User Guide for details.

For reports that use the alternate interpolator feature (e.g. Scenario, sensitivity, multi-sensitivity): This domain controls what replaces Interpolate As in the curves.

A value must be defined for this domain value when using an alternate interpolator.

Types of valuation and risk reports.

You can create custom risk analysis reports and register them in the riskAnalysis domain.

Refer to the Calypso Developer’s Guide for details.

Names of analyses that can be viewed through the Risk Presentation Service.

Functions that the read-only Data Server executes.

Refer to the Calypso Installation Guide for details.

Roles for Legal Entities. You can extend this list.

Enter the names of sales people. On the trade you can select the sales person to track the sales margin.

Add custom extentions of ScenarioMarketData.

Contains the names of custom scenario rules.

Add the class names of scenario viewers in this domain. You can select the viewer in the Scenario Editor from a dialog window.

You can create custom scenario report viewers and register the class names in the ScenarioViewerClassNames domain.

Refer to the Calypso Developer’s Guide for details.

Names of the scheduled tasks that automate processing and report generation in the system.

Refer to the online help file available in the Scheduled Task window and the Calypso Scheduled Tasks User Guide for details about the scheduled tasks that Calypso provides out-of-the-box.

You can create custom scheduled tasks and register them in the scheduledTask domain.

Refer to the Calypso Developer’s Guide for details.

SDI attributes allow recording additional information that can be used by the message formatting tools. You can extend this list.

SDI compare keys allow override the default SDI matching keys. You can extend the list.

Keyword applied to a TradeTransferRule or a BOTransfer to indicate whether and how settlement instructions were assigned.

List of credit event based products.

A product code can be a unique identifier such as the ISIN code, or a user-defined code for classification purposes. The product code can be used throughout the system for searching products, and grouping products for settlement and delivery instructions for example. You can add new product codes to the securityCode domain.

Refer to the Calypso Fixed Income User Guide for details.

Seniority that you can select in credit ratings.

Priorities that you can select for the CDS Loan.

Mark Type for Auto Marking Procedure in Security Lending.

Loan Types in Security Lending.

Settlement methods that you can select in the settlement and delivery instruction (SDI).

Settlement types for bond calls and redemptions.

For swap and structured flows trades: When this domain value is set to true, when averaging frequency is set to DLY and a cutoff lag is applied, the cutoff period is not collapsed into a single period. Instead, the daily periods are retained and the cutoff rate is applied to those daily periods. This slightly changes the daily average rate that is calculated.

Used in Russian intraday repos, and repos of maturity type INTRADAY. Configure a list of principal currencies or ANY to enable adding one day on interest calculation.

Sorting for position conventions that you can select in the liquidation configuration.

You can create custom sort methods and register them in the sortMethod domain.

Refer to the Calypso Developer’s Guide for details.

Add reasons for splitting transfers, which you can select when manually splitting a transfer.

Stores spot date calculators that you can select when setting up a rate index in the Rate Index Attributes Window.

Stores the source for the spot date calculators.

In Account Definitions you can add rules to generate statement numbers.

Add types of account statements that can be generated.

Option strategies in the OTC Equity Option Vanilla trade window > Product panel. You can select the strategy when you set the EQUITY_DERIVATIVES_X environment property to true. You can extend this list.

Type of strike fixing in the OTC Equity Option Vanilla trade window > Product panel. You can select the strike fixing when you set the EQUITY_DERIVATIVES_X environment property to true. You can extend this list.

The fee type to be used for the cash settlement fee when exercising a cash settled swaption.

Default behavior if not set is CASH_SETTLE_FEE.

Names of the SWIFT message templates. Calypso includes a standard set of templates out-of-the-box.

You can create custom message templates. Register the template names in this domain.

Refer to the Calypso Messages Templates User Guide for details.

For the message type ACK_MSG. The HandleAckNack workflow rule applies the right action on the outgoing message, depending on the ReturnedStatus msg attribute. By default ACK for an ACK, and NACK for a NACK. The action can be customized by defining the comment of the values ACK and NACK within the domain SwiftMessage.Action.

The domain "systemKeyword" is no longer used, and is replaced by the class com.calypso.tk.core.SystemKeyword.

Refer to the SystemKeyword class in the Calypso Class Library for a list of the system keywords. For backward compatibility, if the domain "systemKeyword" contains custom keywords, then the system adds the keywords to the list of system keywords.

You cannot edit the value of system keywords in the Keyword Window, nor can you remove system keywords.

System keywords that can be applied to limits.

Related Domains:

limitKeyword

systemKeyword

Add global settings properties with name as "value" and value as "comment".

Defines the priorities of the task. Calypso includes “1.LOW”, “2.NORMAL”, and “3.HIGH”.

In Credit Derivatives issuer to template linking, Region and Type are retrieved by default from the issuer attributes RED_REGION and RED_TYPE. However, you can specify the name of the issuer attributes to be considered in the domains templateLinkRegion and templateLinkType.

In Credit Derivatives issuer to template linking, Region and Type are retrieved by default from the issuer attributes RED_REGION and RED_TYPE. However, you can specify the name of the issuer attributes to be considered in the domains templateLinkRegion and templateLinkType.

Add custom tenors to this domain.

You can create custom tenor calculators that add tenors to the tenor domain.

Refer to the Calypso Developer’s Guide for details.

The type of early termination agreement in an Equity Linked Swap. You can extend this list.

List of termination assignees. You can extend this list.

List of termination assignors. You can extend this list.

Termination payment types. You can extend this list.

List of termination reasons. You can extend this list.

You can add keywords to tickers in the Credit Market Data/Credit Curve Blotter. Choose Configure > Tickers.

Refer to the Calypso Credit Derivatives User Guide for details.

Denominators for the fractional portion of a price quote. You can extend this list.

No longer used.

Actions that the system automatically applies to trades; actions that back-office users can apply to trades in the Task Station.

Refer to the Calypso Workflow User Guide for descriptions of the actions.

Lists the workflow status codes that identify canceled trades, and return zero for all pricer measures.

Execution portfolios in Contract for Difference (CFD) trades. You can extend this list.

Actions that you can apply to exercise options in the Option Exercise Window.

Add actions in this domain that you can apply to options in the Option Exercise Window to expire them worthless. Calypso includes EXPIRE and CANCEL by default.

When you select one of these actions in the Option Exercise Window and click Set Selected or Set All, the application clears the Create Underlying checkbox.

Contains keywords that attach to trades and contain additional information about the trade. Some keyword values are generated by the system while others you can define. You can extend the list of keywords.

Instead of using the tradeKeyword domain, you can create domains by product type using the format <product_type>.keywords. An example is FX.keywords. Add the domain to domainName. Products that do not have a specific keyword domain defined use the tradeKeyword domain.

You can create a drop-down menu for trade keywords so that users can select a value for the keyword.

You can view and set trade keywords in the Keyword Window, and view keywords in the blotter.

Additionally, you can create a custom trade dialog window for your custom trade keywords.

Refer to the Calypso Developer’s Guide for details.

Related Domains:

keywords2CopyUponAllocate

keywords2CopyUponExercise

keywords2CopyUponExpiry

keywords2CopyUponRolloverAndRollback

keywords2CopyUponSpotReserveSetVal

keywords2CopyUponTransfer

MirrorKeywords

PropagateTradeKeyword

systemKeyword

tradeTmplKeywords

Lists all the market data item override keys defined in the system.

Lists all the pricer override keys defined in the system.

Lists all the products that support trade level override functionality.

Trade note types. You can add your own note types by extending this list.

Names of traders. You can select the trader name in the User Defaults configuration, or in the Trade Details. You can extend the list of trader names.

Stores the names of actions that will perform an undo. The Reject trade workflow rule is also required. A special message type should be set up on the terminated trade status.

Lifecycle status of a trade. Select a trade status for the original status and resulting status in a workflow transition.

When setting up the workflow, you can add custom trade statuses in the tradeStatus domain.

Refer to the Calypso Workflow User Guide for more information about trade statuses.

Lists the actions that are used from Termination window only, if the domain is empty then TERMINATE is considered as "in".

Add keywords to the tradeTmplKeywords domain that you want to store and use with a trade template. Note that you also need to add the keywords to the tradeKeyword domain if not already present.

Used in the Trade Transfer Window. Contains the actions that you can apply when transferring a trade from one book to another book, or when transferring a trade from one counterparty to another counterparty. You can add actions to this domain.

Upfront fee type for all CRD products. UPFRONT_FEE is defined out-of-the-box.

Lists all the standard tranche families supported in the market. You can increase the list.

Actions that the system automatically applies to transfers; actions that back-office users can apply to payment and transfer tasks in the Task Station.

 Refer to the Calypso Workflow User Guide for descriptions of the actions.

Stores queries on date comparisons for use in the Transfer Report.

You can add custom conditions to the transferReport.condition domain. Enter a name for the query in the domain Value, and enter the actual SQL query in the Comment.

Lifecycle status of a transfer or payment. Select a transfer status for the original status and resulting status in a workflow transition.

When setting up the workflow, you can add custom transfer statuses in the transferStatus domain.

Refer to the Calypso Workflow User Guide for more information about trade statuses.

Stores reasons that you can select when making a security position unavailable by creating an unavailability transfer.

In the Rate Index Definition > Rate Index Attributes Window, set this attribute to one of the following:

In the Rate Index Definition > Rate Index Attributes Window, set this attribute to one of the following:

For Repo and Security Lending trades, set this domain value to "true" to enable the Quantity field in the trade window regardless of quote type set on the collateral. Set to "false" to disable the field in all instances.

Use with the Transfer engine and the XFER_NEXT_EVENT parameter set to true. Add product family names to the useNextEvent domain to use the NextEvent logic. The system generates all transfers for products not listed in the useNextEvent domain.

Add permission attributes related to a specific user.

You can create attributes related to the maximum number of objects that can be loaded in a report. User the format Max.<ObjectName>.

Define the attribute values in the Access Window > Users panel > Permission Attributes.

Add attributes to specify in the User Defaults profile.

Types of users that you can select in the User Defaults profile. You can extend this list.

Credit Derivatives valuation method.

Volatility type that you can select in the volatility surface.

You can create custom volatility types and register them in the volatilityType domain.

Refer to the Calypso Developer’s Guide for details.

Names of simple volatility surface generators. You define the surface points.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom volatility surface generation algorithms and register them in the VolSurface.gensimple domain.

 Refer to the Calypso Developer’s Guide for details.

Names of volatility surface generators. The surface points are derived from the underlying instruments.

Refer to Calypso Interest Rate Derivatives Analytics for details.

You can create custom volatility surface generation algorithms and register them in the volSurfaceGenerator domain.

Refer to the Calypso Developer’s Guide for details.

Add custom generators for COMMODITY volatility surfaces.

Volatility surface types.

Contains the names of volatility usages, so that you can assign multiple volatility surfaces with different usages for the same Currency, Vol Type, Index, Tenor, Product Type, Subtype, and Put/Call in the Pricer Config > Surfaces panel. Calypso includes the VOL usage. This usage is assigned to all of the surfaces by default.

You can extend this domain by adding usages such as ATM and OTM.

Add Warrant underlying products to this domain so that you can select a delivery type. If the underlying product is not defined in this domain, then the delivery type is automatically set to Cash.

The delivery type in case of exercise/assignment of the Warrant product.

Possible statuses for Warrant products.

Class of product to set up in the Warrant/Certificate Window. Calypso includes Warrant and Certificate.

List of underlying products that you can select when setting up a warrant in the Warrant/Certificate Window.

Add Warrant underlying product types that are not managed in Calypso in this domain. Users can enter a description for products defined in this domain.

Names of withholding account attributes.

Names of withholding book attributes.

Names of withholding legal entity attributes.

Workflow rules to check advice messages.

You can create custom workflow rules and register them in the workflowRuleMessage domain.

Refer to the Calypso Developer’s Guide for details.

Workflow rules to check trades.

You can create custom workflow rules and register them in the workflowRuleTrade domain.

Refer to the Calypso Developer’s Guide for details.

Workflow rules to check payments and transfers.

You can create custom workflow rules and register them in the workflowRuleTransfer domain.

Refer to the Calypso Developer’s Guide for details.

Types of workflows. Calypso includes some workflow out-of-the-box like Message, Trade, Transfer, etc.

You can create custom workflows for entities. Add the entity name in the workflowType domain. You can also create custom workflow rules for entities. Create a new domain named workflowRule<EntityName> and add the rule names to the domain.

Refer to the Calypso Developer’s Guide for details.

You can use this domain to customize the world times displayed under Configuration > Market Data > Utilities > World Time.

By default, six cities are displayed there. If you want to change the display, you need to define six cities in this domain, and it will override the default display.

The value should be a valid city code, and the comment should be a valid timezone.

Attributes associated with transfers. You can view the attributes in the BO Browser, Task Station, and Transfer Report. You can extend this list as needed.

Add names of transfer profile types, to apply billing rules to any fees in the system.

Add names of workflow profile types, to apply workflow rules to any fees in the system.

Method for calculating the bond's dirty price.