WSS System Admin Guide
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www.wallstreetsystems.com Wall Street Systems – Empowering Treasury Trade and Settlement Wallstreet Suite System Administration Guide Version 7.3.14 Information in this document is subject to change without notice and does not represent a commitment on the part of Wall Street Systems. The software and documentation, which includes information contained in any databases, described in this document is furnished under a license agreement or nondisclosure agreement and may only be used or copied in accordance with the terms of the agreement. It is against the law to copy the software or documentation except as specially allowed in the license or nondisclosure agreement. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of Wall Street Systems. Although Wall Street Systems has tested the software and reviewed the documentation, Wall Street Systems makes herein no warranty or representation, either expressed or implied, with respect to software or documentation, its quality, performance, marketability, or fitness for a particular purpose. As a result, this software is provided "as is", and in no event will Wall Street Systems be liable for direct, indirect, special, incidental, or consequential damages from any defect in the software or by virtue of providing this documentation, even if advised of the possibility of such damages. The documentation may contain technical inaccuracies and omissions. The mention of an activity or instrument in this publication does not imply that all matters relating to that activity or instrument are supported by Wallstreet Suite, nor does it imply that processing of or by that activity or instrument is carried out in any particular way, even if such processing is customary in some or all parts of the industry. The windows and screen images shown herein were obtained from prototypes during software development. The actual windows and screen images in the software may differ. © Copyright 2011 Wall Street Systems IPH AB. All rights reserved. Second Edition (May 2011) This edition applies to Wallstreet Suite version 7.3.14 and to all later releases and versions until indicated in new editions or Wall Street Systems communications. Make sure you are using the latest edition for the release level of the Wall Street Systems product. Wall Street Systems, WSS, WALLSTREET, WALLSTREET SUITE and the Wall Street Systems logos are trademarks of Wall Street Systems Delaware, Inc. Finance KIT, Trema and Trema logo are trademarks of Wall Street Systems Sweden AB. Microsoft and Windows are either registered trademarks or trademarks of Microsoft Corporation in the United States and/or other countries. Adobe, Acrobat, and Acrobat Reader are either registered trademarks or trademarks of Adobe Systems Incorporated in the United States and/or other countries. All other products mentioned in this book may be trademarks or service marks of their respective companies or organizations. Company names, people names, and data used in examples are fictitious unless otherwise noted. 2 Contents Preface .............................................................................................................................9 Introduction .................................................................................................................................... 9 How to use this book ..................................................................................................................... 9 Conventions ................................................................................................................................ 9 WebSuite and its modules .......................................................................................................... 9 Associated documents .................................................................................................................. 9 1 Introduction ...............................................................................................................11 1.1 Architecture overview ........................................................................................................... 11 1.2 Installation ............................................................................................................................. 11 1.2.1 Database ......................................................................................................................... 11 1.2.1.1 Oracle ................................................................................................................... 11 1.2.1.2 Microsoft SQL Server (MSSQL) ........................................................................... 12 1.2.2 Application Servers ......................................................................................................... 12 1.2.2.1 Tomcat .................................................................................................................. 12 1.2.2.2 Weblogic ............................................................................................................... 12 2 Integrating Wallstreet Suite modules ......................................................................13 2.1 Integrating WebSuite (CMM) with TRM and ACM ............................................................... 13 2.2 Integrating WebSuite (CMM) with TRM ............................................................................... 14 2.2.1 Starting the TRM integration services ............................................................................. 14 2.2.1.1 Starting the OmniNames CORBA naming service ............................................... 14 2.2.1.2 Starting mdsd ....................................................................................................... 14 2.2.1.3 Starting the Forecast service ................................................................................ 15 2.2.1.4 Starting the TRM-to-CMM cash movement services ............................................ 15 2.2.1.5 Starting the TRM-to-CMM interest and foreign exchange rate services ............... 15 2.2.1.6 Starting the TRM integration services using shell scripts ..................................... 16 2.2.2 Starting the CMM integration services ............................................................................ 16 2.2.2.1 Setting the tcmd Web Service URL configuration parameter ............................... 17 2.2.2.2 Starting tcmd ........................................................................................................ 17 2.2.3 Configuring other integration components ...................................................................... 17 2.2.3.1 Configuring balance export ................................................................................... 17 2.3 Integrating WebSuite (CMM) and ACM ................................................................................ 18 2.3.1 Setup in CMM ................................................................................................................. 18 2.3.2 Setup in ACM .................................................................................................................. 19 2.4 Static Data Management ....................................................................................................... 19 2.4.1 Integrating WebSuite (CMM) with SDM .......................................................................... 19 System Administration Guide 3 2.5 Integrating ACM with TRM ................................................................................................... 19 2.5.1 ACM database objects .................................................................................................... 20 2.5.2 ACM client components .................................................................................................. 20 2.5.3 ACM security ................................................................................................................... 20 2.5.4 ACM - TRM interface ...................................................................................................... 20 3 Cashflow Forecast/TRM interface ...........................................................................21 3.1 Introduction ........................................................................................................................... 21 3.1.1 Aggregated forecasts from WebSuite (CMM) ................................................................. 21 3.1.1.1 Key concepts ........................................................................................................ 21 3.1.1.2 CMM: important integration concepts ................................................................... 21 3.1.2 TRM ................................................................................................................................ 23 3.1.2.1 Request for forecasts ........................................................................................... 23 3.1.2.2 Saving of aggregated forecasts in TRM ............................................................... 23 3.1.2.3 Forecast Exposure data structure ........................................................................ 24 3.1.2.4 Forecast instrument data structure ....................................................................... 25 3.1.2.5 Calculation of Base Amount ................................................................................. 26 3.1.2.6 Saving Forecast Exposure consideration ............................................................. 26 3.1.2.7 Managing the change ........................................................................................... 27 3.1.2.8 Usage in risk management ................................................................................... 28 3.1.2.9 Parallel Accounting ............................................................................................... 28 3.1.3 Application Programming Interfaces (API) ...................................................................... 28 3.2 Configuration ......................................................................................................................... 28 3.2.1 Importing Cashflow forecasts from CMM to TRM ........................................................... 28 3.2.2 CMM Setup ..................................................................................................................... 29 3.2.3 Instrument setup ............................................................................................................. 30 3.2.3.1 Feature Forecast Method ..................................................................................... 31 3.2.3.2 Feature Dual currency forecasts .......................................................................... 31 3.2.3.3 Feature Forecast Interface ................................................................................... 31 3.2.3.4 Import XML Definition ........................................................................................... 32 3.2.3.5 Example of XML Definition ................................................................................... 32 3.2.3.6 Selection section .................................................................................................. 33 3.2.3.7 Aggregation section .............................................................................................. 34 3.2.3.8 Mapping section ................................................................................................... 35 3.2.4 Creation of transaction .................................................................................................... 35 3.2.5 Import Activity ................................................................................................................. 36 3.2.5.1 Running the import activity ................................................................................... 36 3.2.5.2 Importing process ................................................................................................. 36 3.2.6 Valuation ......................................................................................................................... 37 3.2.7 Custom Insert Procedure API ......................................................................................... 38 3.2.8 API for retrieving forecast exposures from TRM ............................................................. 39 3.2.9 Debugging ....................................................................................................................... 40 3.3 TRM to CMM forecast interface configuration ................................................................... 41 3.3.1 TRM to CMM payment interface configuration ............................................................... 42 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration ......................... 42 3.4.1 Rules ............................................................................................................................... 42 3.4.2 Flow ................................................................................................................................ 45 4 © Wall Street Systems IPH AB - Confidential 3.4.3 DvP rejection ................................................................................................................... 45 4 Tracking data across modules ................................................................................47 4.1 Introduction ........................................................................................................................... 47 4.2 Transactional Data and their References ........................................................................... 47 4.2.1 Key transactional data .................................................................................................... 47 4.2.1.1 TRM ...................................................................................................................... 47 4.2.1.2 CMM ..................................................................................................................... 48 4.2.1.3 ACM ...................................................................................................................... 48 4.2.2 Key integration points ..................................................................................................... 48 4.2.3 Key cross-module references ......................................................................................... 49 4.2.3.1 TRM - CMM .......................................................................................................... 49 4.2.3.2 TRM - ACM ........................................................................................................... 49 4.2.3.3 CMM - ACM .......................................................................................................... 49 4.3 Available tracking tools ........................................................................................................ 49 4.3.1 Reconciliation on a transactional level ............................................................................ 51 4.3.1.1 TRM ...................................................................................................................... 51 4.3.2 CMM ............................................................................................................................... 52 4.3.2.1 Key reports ........................................................................................................... 52 4.3.3 ACM ................................................................................................................................ 52 4.3.3.1 Key reports ........................................................................................................... 52 4.3.3.2 Key online applications ......................................................................................... 52 5 Using Process Monitor .............................................................................................53 5.1 Introduction ........................................................................................................................... 53 5.2 Components .......................................................................................................................... 53 5.3 Possible configurations ....................................................................................................... 54 5.3.1 How it works .................................................................................................................... 54 5.3.1.1 Simple case .......................................................................................................... 54 5.3.1.2 Complex case ....................................................................................................... 55 5.4 Installing Process Monitor ................................................................................................... 55 5.4.1 Installation under Windows using the Suite Installer ....................................................... 56 5.4.2 Downloading the Process Monitor packages .................................................................. 56 5.4.3 Configuring pmsd and pmad ........................................................................................... 56 5.4.3.1 Windows environment .......................................................................................... 56 5.4.3.2 UNIX environment ................................................................................................ 58 5.4.3.3 Configuring the Process Monitor admin ............................................................... 59 5.5 Security considerations ....................................................................................................... 59 5.5.1 Controlling access ........................................................................................................... 59 5.5.2 Setting up private key certificate authentication .............................................................. 59 5.5.2.1 Installing and configuring a test private key certificate ......................................... 60 5.5.3 Setting up .NET security ................................................................................................. 60 5.6 Configuring Process Monitor ............................................................................................... 61 5.6.1 Setting up configuration files ........................................................................................... 61 5.6.2 pmsd_config.tmpl ............................................................................................................ 62 System Administration Guide 5 5.6.3 env_.xml ....................................................................................... 63 5.6.3.1 notifications ........................................................................................................... 65 5.6.3.2 common_variables ............................................................................................... 65 5.6.3.3 processes ............................................................................................................. 65 5.6.4 Customizing the Process Monitor configuration from the site directory .......................... 68 5.7 Creating new users ............................................................................................................... 68 5.8 Managing processes ............................................................................................................. 69 5.8.1 Using Process Monitor .................................................................................................... 69 5.8.2 Working with processes in a system environment .......................................................... 70 5.8.2.1 Working with all processes ................................................................................... 70 5.8.2.2 Working with a single process .............................................................................. 71 5.8.2.3 Using Configuration Editor .................................................................................... 71 5.8.3 Using pm_cmd ................................................................................................................ 72 5.8.3.1 Getting help .......................................................................................................... 72 5.9 Troubleshooting .................................................................................................................... 73 5.9.1 Configuration and customization-related problems ......................................................... 73 5.9.2 Communication and network-related problems .............................................................. 73 5.9.3 Log levels ........................................................................................................................ 73 5.9.3.1 Add a custom Log Level ....................................................................................... 74 5.9.4 Message logs .................................................................................................................. 75 6 Transferring data: DBLoader ...................................................................................77 6.1 Introduction ........................................................................................................................... 77 6.1.1 Restrictions and recommendations ................................................................................. 77 6.1.1.1 Transaction data ................................................................................................... 77 6.1.1.2 Large objects ........................................................................................................ 77 6.1.2 Terminology .................................................................................................................... 78 6.1.2.1 From and To ......................................................................................................... 78 6.1.2.2 Object and Object Instance .................................................................................. 78 6.2 Operation ............................................................................................................................... 78 6.2.1 Where to find DBLoader ................................................................................................. 78 6.2.2 How to run DBLoader ..................................................................................................... 78 6.2.2.1 Properties file contents ......................................................................................... 80 6.2.3 User interface description ............................................................................................... 81 6.2.3.1 Source and destination ......................................................................................... 81 6.2.3.2 Database connection ............................................................................................ 81 6.2.3.3 Save Settings ....................................................................................................... 82 6.2.3.4 The To screen ...................................................................................................... 82 6.2.3.5 Categories ............................................................................................................ 83 6.2.3.6 Entity selection ..................................................................................................... 84 6.2.3.7 Additional parameters ........................................................................................... 84 6.2.4 Progress screen .............................................................................................................. 85 6.3 Issues and setup ................................................................................................................... 86 6.3.1 Errors .............................................................................................................................. 86 7 Secure setup for ActiveMQ ......................................................................................89 6 © Wall Street Systems IPH AB - Confidential 7.1 7.2 7.3 7.4 Prerequisites ......................................................................................................................... 89 Generate certificates and public and private keys ............................................................ 89 Encrypt passwords ............................................................................................................... 89 Changes required to configuration files ............................................................................. 89 7.4.1 activemq.xml ................................................................................................................... 89 7.4.2 wss.bat (.sh) .................................................................................................................... 90 7.4.3 database.properties ........................................................................................................ 90 7.4.4 10_base.bat .................................................................................................................... 91 7.4.5 spring-tech.xml ................................................................................................................ 91 7.4.6 credentials.properties ...................................................................................................... 92 7.4.7 RCPSuite.bat .................................................................................................................. 92 Appendix A: Onyx ....................................................................................................................93 A.1 Introduction ........................................................................................................................... 93 A.2 JDBC property file setup ..................................................................................................... 93 A.2.1 Example: ......................................................................................................................... 93 A.3 Environment property file setup ......................................................................................... 93 A.3.1 Example .......................................................................................................................... 94 A.4 ssl.properties file .................................................................................................................. 94 A.4.1 Whom does the client trust? ........................................................................................... 94 A.4.2 How does the client presents itself to the server? .......................................................... 94 A.4.3 How does the client encrypt data? ................................................................................. 94 A.4.4 JVM parameters ............................................................................................................. 94 A.5 Troubleshooting ................................................................................................................... 95 A.5.1 Setting log and traces ..................................................................................................... 95 A.5.1.1 Working system .................................................................................................... 95 A.5.1.2 "could not connect to broker" message ................................................................ 97 A.5.1.3 "Error creating bean with name..." message ........................................................ 98 A.5.1.4 IBM-MQ 2397 and IBM-MQ 2055 ....................................................................... 98 A.5.1.5 Follow-up on a job .............................................................................................. 100 Appendix B: Environment color schemes ...........................................................................103 B.1 Introduction ......................................................................................................................... 103 B.2 How it works ....................................................................................................................... 104 B.2.1 WebSuite theming components .................................................................................... 104 System Administration Guide 7 8 © Wall Street Systems IPH AB - Confidential Preface Introduction This guide is intended for Wallstreet Suite system administrators who maintain the multiple modules of Wallstreet Suite. How to use this book Conventions Examples in this book are shown for both Windows and Unix operating systems. You should make the necessary changes where appropriate, for example: • Slashes or backslashes: /usr/bin/ for Unix, and C:\ for Windows. • Names of environment variables: $ENV_NAME for Unix, %ENV_NAME% for Windows. WebSuite and its modules WebSuite is Wallstreet Suite’s web-based interface that contains either or both of these modules: • Cash Management Module (CMM) • TRMWeb: the web-based version of the Transaction and Risk Management Module (TRM). When referring to the individual modules of WebSuite, the convention is "WebSuite (CMM)" or "CMM", and "WebSuite (TRM)" or "TRMWeb". Associated documents Associated documents can be accessed from the Help menu of Wallstreet Suite applications. System Administration Guide 9 All Wallstreet Suite user documentation can be downloaded from the Customer Support site https://customerservices.trema.com. 10 © Wall Street Systems IPH AB - Confidential Chapter 1 Introduction 1.1 Architecture overview The diagram below gives an overview of a Wallstreet Suite system that includes Transaction and Risk Management Module (TRM), Cash Management Module (CMM), Accounting Module (ACM), and Static Data Module (SDM). CLIENT Client Desktop TRM/ACM/SDM (rich Windows client) TRM/CMM (thin browser client) HTTP Web Server APPLICATION SERVER Real-time Processes TRM J2EE Application Server(s) SDM SDM CMM ACM TRM RDBMS SERVER TRM, ACM, SDM, CMM databases 1.2 Installation 1.2.1 Database The Wallstreet Suite currently supports the following databases: Oracle, MS SQL Server, and Sybase. 1.2.1.1 Oracle The Wallstreet Suite can be implemented in one Oracle instance with two schema owners. The first schema owner is for TRM and ACM, and the second for CMM. Some customers may choose to deploy System Administration Guide 11 1 Introduction 1.2 Installation CMM in a different Oracle instance for performance reasons. Follow the TRM, ACM, and CMM installation instructions for creating the Oracle instance and creating the module schemas. 1.2.1.2 Microsoft SQL Server (MSSQL) The Wallstreet Suite needs to be implemented in two MSSQL instances, the first instance for TRM and ACM and the second for CMM (this is because CMM and TRM are using incompatible case sensitivity settings). However, the two instances can reside on the same physical hardware. Follow the TRM, ACM, and CMM installation instructions for creating the two MSSQL instances and the corresponding module schemas. 1.2.2 Application Servers The Wallstreet Suite uses J2EE application servers to implement the business logic of the following modules: • WebSuite (TRMWeb part) This is a web-based front end to core TRM business logic, achieved by encapsulating CORBA business objects. The interface is delivered in a web application archive (WAR) file. • WebSuite (CMM part) All of the CMM business logic is contained within a WAR file. Users access the business logic through a J2EE servlet that is deployed within the application server. • Accounting Module (ACM) ACM business logic is deployed in the application server as a J2EE application contained in a WAR file. Users access the businesses logic through: – Wallstreet Suite activities launched from the Activity Manager – ACM Reports using Wallstreet Suite Report Generator – The ACM Accounting Entry Manager. The ACM Accounting Entry Manager is built using the Eclipse Rich Client Platform (RCP). Currently none of the Wallstreet Suite modules are using Enterprise Java Beans (EJBs). This allows the suite to be deployed in lighter weight JSP/Servlet containers such as Tomcat. 1.2.2.1 Tomcat The Wallstreet Suite installation package contains a Tomcat application server. This package is then preconfigured according to the needs of each module. 1.2.2.2 Weblogic For customers who prefer a commercially-supported application server, the Wallstreet Suite is certified to run against Weblogic. Customers wishing to use Weblogic must download and install the Weblogic container. The Wallstreet Suite installation package for Weblogic includes steps to customize a pre-installed Weblogic application server. This means that each module delivers a plug-in that can be used to automatically configure an existing Weblogic application server. Refer to the individual installation procedure guides of each module for details. 12 © Wall Street Systems IPH AB - Confidential Chapter 2 Integrating Wallstreet Suite modules This chapter describes the steps for manually integrating the Wallstreet Suite modules. Note: If your organization installed Wallstreet Suite using the Suite Installer, these steps have been completed. 2.1 Integrating WebSuite (CMM) with TRM and ACM Once WebSuite is installed, you must edit the module’s integrated_suite_module_config.xml file if you are planning to integrate the module with TRM and ACM. The integrated_suite_module_config.xml file indicates which modules are installed in your organization’s environment. By default, only CMM is flagged as installed in the file. The file drives CMM functionality related to integration; therefore, you must edit it if TRM, ACM, or both are also installed in your organization’s environment. To edit the integrated_suite_module_config.xml file: 1. Log into CMM. 2. Select Admin - Utilities - Setup - Review CMM Configuration Documents. 3. In the Review Configuration Documents page: a. Ensure the list at the top of the page is set to Standard Config Documents. b. Click integrated_suite_module_config.xml. c. Remove the comment tags () surrounding TRM’s and ACM’s module elements: d. Click Save. 4. Log out of WebSuite. 5. Restart the application server. System Administration Guide 13 2 Integrating Wallstreet Suite modules 2.2 Integrating WebSuite (CMM) with TRM 2.2 Integrating WebSuite (CMM) with TRM Once CMM and tcmd are installed, you need to integrate CMM with TRM so that the following data can be shared: • • TRM to CMM – Financial transactions – Interest rates – Foreign exchange rates CMM to TRM – Bank balances – Forecasts. For the CMM-TRM integration components to function properly, certain TRM services and the tcmd application server must be running. 2.2.1 Starting the TRM integration services The following TRM services are required for the integrated environment to function and must be started in this order: 1. CORBA naming service (OmniNames) 2. Real-Time Message Delivery Service Daemon (MDSD) 3. TRM-to-CMM forecast services: – Forecast service running under serviced 4. TRM-to-CMM cash movement services: – Transaction Daemon (transd) – Settlement Manager environment variable 5. TRM-to-CMM foreign exchange and interest rate services: – Prices Manager Module Daemon (moduled). Note: The following sections assume that you will start these TRM services from a command line shell with all of the TRM environment variables set (in other words, an evaluated shell). To obtain an evaluated shell, select Shell from the TRM Application Manager. 2.2.1.1 Starting the OmniNames CORBA naming service The CORBA naming service holds the references to all of the different integration components. The integration components locate each other through the CORBA naming service. TRM ships with a default CORBA naming service called OmniNames. To start the OmniNames CORBA naming service, enter the following at the command prompt: omninames -start Note: By default, the OmniNames naming service caches CORBA object references. Usually, these cache files are stored in C:\temp in Windows environments. If all services are being restarted, it is safe to remove these cache files. 2.2.1.2 Starting mdsd mdsd sends real-time messages to the various TRM services. This daemon notifies the other services when changes occur within TRM. 14 © Wall Street Systems IPH AB - Confidential 2 Integrating Wallstreet Suite modules 2.2 Integrating WebSuite (CMM) with TRM To start mdsd, enter the following at the command prompt: mdsd 2.2.1.3 Starting the Forecast service In Process Monitor, find the Forecast service under serviced and start it. 2.2.1.4 Starting the TRM-to-CMM cash movement services Cash movements are sent to CMM via the TRM Settlement Manager. When a user accepts a payment or receipt in the TRM Settlement Manager, a request is sent to CMM via TCMD. CMM either accepts the payment or receipt, or rejects it. If CMM rejects the payment or receipt, the user is notified with the reason. transd and one environment variable must be set for this interaction to work. 2.2.1.4.1 Starting transd transd notifies other TRM services when transactions are being modified. This is required in integrated environments to ensure that the financial forecast services are notified of any changes to the underlying transactions they are monitoring. Specifically, as cash movements are being sent to CMM, the corresponding financial forecasts should be removed. To start transd, enter the following at the command prompt: transd 2.2.1.4.2 Adding the FK_CMM_CONNECTION environment variable To allow the TRM Settlement Manager to send cash movements to CMM, it must know how to locate the running TCMD cash movement service. When TCMD is started (see 2.2.2.2 Starting tcmd on page 17), it registers the cash movement service to the CORBA naming service. The TRM Settlement Manager needs to know the name of this CORBA instance, and the name is passed to the TRM Settlement Manager via an environment variable. The value of the environment variable should be the same name as the cash movement service in the TCMD runtime parameter configuration file. Usually, this is cash-movement. Add the following environment variable to the TRM GUI environment: set FK_CMM_CONNECTION=cash-movement 2.2.1.5 Starting the TRM-to-CMM interest and foreign exchange rate services CMM obtains rates using two methods: • Interest rates are retrieved from TRM via tcmd. • Foreign exchange rates are retrieved via tcmd. TCMD uses a Price Manager service running inside moduled. When starting moduled, you specify the name of the CORBA Price Manager instance. Typically, this is prices. To start moduled, enter the following at the command prompt: moduled -f prices=default_prices -r 2> integ-prices.txt 1>&2 & 2.2.1.5.1 moduled and the --module-no-redirect option One of the options available for moduled is --module-no-default that disables the use of the default configuration file. This option also requires the use of --module-config, or --module-alias and --module-redirect. Therefore, to supply a redirect specified at the command line that is not overridden by one supplied in the configuration file, we recommended that you use --module-no-redirect instead. Run moduled with the --help option to display a list of possible options and arguments. System Administration Guide 15 2 Integrating Wallstreet Suite modules 2.2 Integrating WebSuite (CMM) with TRM 2.2.1.6 Starting the TRM integration services using shell scripts The shell scripts in this section start the TRM services on Unix and Windows. These shell scripts are examples only and are not intended for a production TRM environment. You need to adjust them for your organization’s TRM environment. Note: transd is not included in these shell scripts because it is already running in most TRM environments. Unix shell script: To be modified ••• $> cat /usr/trema/fk7.1.0/bin/integration-services.sh #!/bin/sh eval `/usr/trema/fk7.1.0/bin/environ -e fk710Ident` PATH=$FK_HOME/sbin:$FK_HOME/bin:$PATH export PATH FK_DB_SERVER=FK71DB.CORP.TREMA.COM export FK_DB_SERVER FK_LOGIN=DBO/fk71 export FK_LOGIN kill -9 `cat integ-tmd.pid` tmd --service-name tmd-cmm 2> integ-tmd.txt 1>&2 & echo $! > integ-tmd.pid kill -9 `cat integ-prices.pid` moduled -f prices=default_prices -r 2> integ-prices.txt 1>&2 & echo $! > integ-prices.pid kill -9 `cat integ-tcfd.pid` tcfd -s -v --portfolio TOP --tmd tmd-cmm --context 3 --column-cashflow-type 2>integ-tcfd.txt 1>&2 & echo $! > integ-tcfd.pid Windows shell script: To be modified ••• type integration-services.bat start tmd --service-name tmd-cmm 2> integ-tmd.txt 1>&2 & start moduled -f prices=default_prices -r 2> integ-prices.txt 1>&2 & start tcfd -s --portfolio TOP --tmd tmd-cmm --context 3 --column-transaction --column-cashflow-type 2>integ-tcfd.txt 1>&2 & 2.2.2 Starting the CMM integration services The CMM integration services are handled by a Web-service-based application called tcmd. CMM uses tcmd to process messages for the following services: • TRM-to-CMM forecasts • TRM-to-CMM cash movements • Interest rates 16 © Wall Street Systems IPH AB - Confidential 2 Integrating Wallstreet Suite modules 2.2 Integrating WebSuite (CMM) with TRM • Foreign exchange rates. 2.2.2.1 Setting the tcmd Web Service URL configuration parameter For CMM to communicate with TRM via the tcmd application server, you need to set the TCMD Web Service URL configuration parameter in CMM to the URL used to locate the TCMD application server. (Usually, you only need to change the port.) For information on setting configuration parameters, see the WebSuite System Administration Guide. 2.2.2.2 Starting tcmd You start tcmd using the batch files and shells scripts created by the Suite Installer. 2.2.3 Configuring other integration components The export of balances from CMM to TRM are handled outside tcmd. 2.2.3.1 Configuring balance export The balance export is done directly from CMM by calling the TRM ImportBalance stored procedure. This procedure inserts data into the database. A JDBC connection is created from the CMM application server to the database server. The JDBC connection is configured via the TRM_config.xml file. This file is automatically generated during the installation of CMM and is located in ..\ \InstallationData\installation\database\ Note: If the TRM_config.xml file is incorrect, the export balance interface does not work. Typical mistakes include incorrect user, incorrect password, incorrect database server, and missing file. Because of how the JDBC driver is used in CMM, it is only possible to obtain the return code from the procedure in failure cases. This may make troubleshooting difficult. In test environments, it is possible to execute the procedure directly to troubleshoot an issue. Note: Executing these procedures will modify the database. The following SQL statements allow you to do this. Oracle: set serveroutput on; declare result number; begin dbms_output.enable(1000000); result := ImportBalance ( ' , ' ', ' ', ' ', , TO_DATE(' ','MM_DD_YYYY_HH24_MI_SS'),1); dbms_output.put_line('Result:' ||result); end;: SQLServer: exec ImportBalance ' , System Administration Guide 17 2 Integrating Wallstreet Suite modules 2.3 Integrating WebSuite (CMM) and ACM ' ', ' ', ' ', , ' ', 1 2.2.3.1.1 Examples Oracle: set serveroutput on; declare result number; begin dbms_output.enable(1000000); result := ImportBalance ( 'IHB_11286FT_EUR', 10000, 'DAU-SIRAC', 'EUR', 'DAUPHINE-IHB', 1, TO_DATE('05-18-2006 00:00:00','MM_DD_YYYY_HH24_MI_SS'),1); dbms_output.put_line('Result:' ||result); end; SQLServer: exec ImportBalance 'IHB_11286FT_EUR', 10000, 'DAU-SIRAC', 'EUR', 'DAUPHINE-IHB', 1, '2005/05/18', 1 2.3 Integrating WebSuite (CMM) and ACM This section describes all the necessary settings for integrating ACM and CMM. These must be performed in both modules. 2.3.1 Setup in CMM Once CMM is installed, complete the following steps: 1. If you have not already done so, edit the integrated_suite_module_config.xml file. For more information, see 2.1 Integrating WebSuite (CMM) with TRM and ACM on page 13. 2. Log into WebSuite. 3. Select Admin - Utilities - Setup - Configuration Parameters. 4. In the Configuration Parameters Maintenance screen, set the Multiple Postings configuration parameter to True. For more information on the Configuration Parameters function, see the WebSuite System Administration Guide. 5. Log out of CMM. 18 © Wall Street Systems IPH AB - Confidential 2 Integrating Wallstreet Suite modules 2.4 Static Data Management 2.3.2 Setup in ACM In order to retrieve accounting data from CMM, ACM communicates with the CMM application server via the Web Services interface. For ACM integration with CMM, set the ACM_CMM_INTERFACE_PROXY_URL server variable to the location where the CMM web service for ACM is located (depends on the CMM configuration): Unix: $ENV{ACM_CMM_INTERFACE_PROXY_URL}="http://localhost:8081/cmm/iws/acmcmm"; Windows: SET ACM_CMM_INTERFACE_PROXY_URL=http://localhost:8081/cmm/iws/acmcmm Values localhost and 8081 should be replaced with the actual hostname and port where the CMM web service provider (Tomcat or Weblogic) is running. The ACM_CMM_INTERFACE_PROXY_URL environment variable must be configured before deploying the ACM server to the Tomcat or Weblogic application server. For more details, refer to the section on environment variables in the ACM System Admin Guide. Note: Using localhost on a multi-homed computer is not recommended. Either verify that the command ping localhost correctly returns the IP address 127.0.0.1, or use a fully qualified DNS entry or IP address instead. 2.4 Static Data Management Static Data Management (SDM) can be installed for use with: • TRM without CMM SDM installation is described in the WSS Database Setup Guide. • TRM with CMM This requires the installation of the SDM Synchronizer software at the CMM end; see the WSS Suite Installation Guide. For a description of SDM, see the TRM System Administration Guide. 2.4.1 Integrating WebSuite (CMM) with SDM Using a text editor, open the TRM environment file (the file passed as an argument to fk.bat when you start Wallstreet Suite). Make sure that the following variables are set: MODULES_NAMING_HOST The name of the computer where the Corba naming service is running. MODULES_NAMING_PORT The port on which the naming service is running. CMM_HTTP_ADDR The URL where the CMM server can be reached. 2.5 Integrating ACM with TRM If you installed ACM as described in the WSS Suite Installation Guide, ACM is already integrated with TRM. System Administration Guide 19 2 Integrating Wallstreet Suite modules 2.5 Integrating ACM with TRM In order to better understand the ACM - TRM relationship from a technical perspective, this section describes the most important aspects. 2.5.1 ACM database objects ACM database objects (tables, views, stored procedures, etc.) are built into the same database (and schema on Oracle) as TRM. Note the following conditions: • The database build must be completed before the ACM database build is launched. • The ACM and TRM packages must have the same four-level release version number (n.n.n.n). • When upgrading, the TRM upgrade must be successfully completed before starting the ACM upgrade. ACM uses some tables, views, and stored procedures which are installed and maintained by TRM. For example, ACM Editors display values and selection lists based on TRM tables such as domains, clients, and portfolios. The TRM entities shared with ACM are: • The security model • Static data (ACM has read-only access) • Activities management • Procedures for interfacing. 2.5.2 ACM client components ACM client components are installed in the TRM directory hierarchy. ACM uses and shares some of the TRM key components: • ACM editors are based on the Static Data Framework (SDF) used by TRM. • ACM reports use the TRM Report Generator. • ACM activities are launched from ACM Activity Manager which is a TRM component that filters only the activities that are delivered with ACM. 2.5.3 ACM security The ACM security model is based on TRM security mechanisms that include Users, User Groups, Domains, and Object Permissions. Note that: • ACM security settings are performed via Security KIT which is delivered with TRM. • Relevant security settings (for example, Users and Domains) defined for TRM are automatically applied in ACM applications. 2.5.4 ACM - TRM interface The ACM - TRM interface consists of a set of stored procedures that are delivered and installed as a part of the ACM installation. As long as the TRM activity mechanism (activityd process) is installed and running, and ACM is installed, the TRM - ACM interface is technically operational. 20 © Wall Street Systems IPH AB - Confidential Chapter 3 Cashflow Forecast/TRM interface 3.1 Introduction From Wallstreet Suite version 7.1, the CMM module includes Cash Flow Forecasting (CFF). In order to support the relevant business processes, cashflow forecasts need to be integrated in risk management (TRM) and hedge accounting (TRM and ACM). 3.1.1 Aggregated forecasts from WebSuite (CMM) CMM provides aggregated forecasts via an interface to TRM. The aggregated forecasts received are turned into exposures and saved in TRM. The exposures are saved as transactions with a new transaction extension: Forecast Exposure. TRM uses transactions with Forecast Exposures in figure calculations (both for risk management and hedge accounting) and in the hedge accounting process. 3.1.1.1 Key concepts Definition of data flows (for cash flows) between CMM and TRM is primarily defined in TRM by configuring a Forecast instrument and defining the relevant transactions using such instruments. This means that the transactions in TRM are first entered into the system manually, preserving the relevant integration information. It is possible to use the same CMM-detailed underlying forecasts in multiple aggregations to be saved in TRM. This means that the selection and aggregation of forecasts can be fine-tuned depending on their eventual use; for example, saving forecasts for risk management at a different granularity than forecasts for hedge accounting, or for selecting different underlying detailed forecasts to be used for such views. Note: This is important to bear in mind when configuring the system to avoid double-counting underlying detailed forecasts (for example, in the case of portfolio trees). The feature described above, together with support for designation by amount, optimizes the aggregation of forecasts for hedge accounting purposes to directly form hedge underlying. The hedge underlying is then used in layers for individual hedging transactions. 3.1.1.2 CMM: important integration concepts With its cashflow forecasting functionality, CMM enables entry, import, mirroring, and maintenance of detailed cashflow forecasts. Individual forecasts are subject to strict change control (versioning) and an approval process. A variety of outcomes is available for analyzing forecasts in various dimensions, including time and categorizations. Such outcomes can be presented in reports and used as input to TRM. 3.1.1.2.1 Detailed forecasts: selection and aggregation CMM provides selection and aggregation functionality when preparing the outcomes described above. It allows the supplying of selection criteria together with some additional parameters such as Report Mapping or Time Bucketing (explained below). Based on these input parameters, CMM filters only the relevant forecasts, and applies the requested categorization (Report Mapping) and time dimension (Time bucketing). System Administration Guide 21 3 Cashflow Forecast/TRM interface 3.1 Introduction Aggregation criteria then ensure that the detailed forecasts are aggregated to the requested level (technically, the aggregation criteria are applied via a list of requested values; CMM aggregates to a maximum level to supply the outcome of these values). The selection and aggregation functionality is used for CMM and TRM integration; TRM always asks only for relevant forecasts at the relevant granularity level. There is a list of fields available for selection and aggregation in CMM. Only some of the fields are relevant for TRM, and these are described later in this chapter. 3.1.1.2.2 Approval Process The approval process is implemented via a forecast flow. Since risk management and hedge accounting (TRM) are applied only to forecasts from a certain state in the approval process, only the relevant forecasts must be selected. Typically these are "Released" forecasts only. However, the required state is configurable. 3.1.1.2.3 Change Control Every change of a forecast is logged: a change creates a new version of the forecast, and the older one is expired but not deleted. This allows the reproduction of a historical version of a forecast by using the "as of date" input parameter. Although aggregated forecasts are not saved in CMM, by preserving the history of detailed forecasts, consistency is also achieved for the aggregates (assuming the same selection and aggregation criteria are applied). This is important in the context of usage of aggregated forecasts in TRM, since the figures transferred to TRM can be later examined even after the underlying detailed forecasts have since been updated. 3.1.1.2.4 Time Dimension In addition to the "as of date" concepts explained above, there are three important time-related considerations: time interval for reported forecasts, time span of forecasts, and reporting in time buckets. Time Buckets: there is an aspect of time-bucketing when reporting. The time bucket set for aggregation is configurable. An important consideration regarding the integration of the CMM forecasting functionality with TRM risk management and hedge accounting is turning time buckets into TRM value dates. The usage of the first or last date of the time bucket can be specified in the configuration. Where a customer requires a different behavior, this can be handled via a Customer Specific Development as described later. Note: It is recommended that customers use time buckets when aggregating forecasts to minimize the number of transferred forecasts. However, forecast value dates can be used for aggregation instead of time buckets. Time span of forecasts: detailed forecasts can span a time interval since they have a "date from" and "date to" value dates. In order to provide relevant report outcomes when using time bucketing functionality, the forecast must fit entirely into one time bucket. This must be considered when configuring time buckets and designating the usage of the "date from" / "date to" value date functionality. Reporting time interval: when outcomes (report or request from TRM) are required from CMM, a Report Date From and Report Date To must be provided, and the outcome is limited accordingly. It includes only forecasts falling entirely within the interval (see above). In addition to exact dates, it is also possible to provide relative dates: for example Report Date To +36m, meaning that the report will contain forecasts with value dates falling from Report Date From up to Report Date From + 36 months. 3.1.1.2.5 Entities relationships The definition of CMM static data includes a function called "entity relationship". It is possible to define an infinite number of entity relationship types, and to create entity relationships using such types. These groups can then be further used, for example, in selections: it is possible to specify a parent entity and relationship type, and CFF returns data for only those entities that match the relationship of the given type. 22 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.1 Introduction 3.1.1.2.6 Forecasts Categorization Detailed forecasts are assigned to Cashflow Types serving as a low level categorization. Cashflow forecasting functionality includes a flexible mechanism of defining Report Mapping, where the low-level instrument types can be further grouped into Report Groups and such Report Groups assigned to higher level Report Categories. Since the usage of detailed forecasts can differ, and the categorization could be important for aggregations, it is important to preserve such functionality (in a limited form providing Report Group) to be mapped to TRM. In other words, it must be possible to request an aggregation of forecasts according to certain Report Mapping definitions and to receive aggregated figures by Report Groups with the Report Group being part of the available information. The Report Mapping can also be used for filtering a subset of forecasts, since Cashflow Types that are not explicitly included in Report Mapping can be ignored (and so not sent from CMM to TRM). 3.1.2 TRM Exposures coming from forecasts are managed in TRM as transactions with forecast exposures. One transaction keeps multiple forecast exposures. In order to acquire the relevant forecasts from CMM, the appropriate transactions must be entered into the system first: they serve as a source of information about what CMM forecasts should be considered. TRM then requests the relevant data from CMM, based on information included in the transaction, and according to the XML file attached to the instrument. 3.1.2.1 Request for forecasts TRM uses its activity management mechanism to pull forecasts from CMM. The request is initiated by manual triggering or by activity scheduling. The activity Forecast Exposures from CMM start-up parameters include: • Due date: the date when the activity is run. • Due date offset: number of days to anticipate "as of date" when requesting data from CMM: "due date - due date offset" is calculated, and used as: – "as of date": (due date + due date offset) when asking CMM for date. – active until: for closing previous versions of the Forecast Exposures - one more day is subtracted for this purpose (as_of_date = active until date). – active since: for marking the validity of new versions of the Forecast Exposures (as of date). • Portfolio: portfolio where all transactions are processed. If the top portfolio is specified, all sub portfolios in the tree are also processed. • Minimum Transaction State: the transaction state required for transactions to be processed. • Rate Scenario: used for finding the rate and calculating Base Amount. • Value Date From: first date (inclusive) forecasts from CMM are considered (this date is supplied to the "Report From" field when requesting data from CMM). • Value Date To: last date (inclusive) forecasts from CMM are considered (this date is supplied to the "Report To" field when requesting data from CMM). The transfer of aggregated forecasts are logged via the Activity log. 3.1.2.2 Saving of aggregated forecasts in TRM To save the forecasts, the existing transaction extension concept is used. This calls for creating a new data structure called Forecast Exposure, extending transaction information for keeping all important information on forecasts. It means the information will not be saved in the form of Cashflows. Note: For technical reasons, forecast Transaction contains a cashflow that is not of interest to end users. System Administration Guide 23 3 Cashflow Forecast/TRM interface 3.1 Introduction When the activity is run, the system goes through all transactions in the given portfolio, and for those with a forecast instrument, it calls CMM with relevant aggregation and selection parameters. Once the data is received, a new set of Forecast Exposures is inserted for the transaction, and previous Forecast Exposures are marked as historical. Reflection of CMM cashflow forecasts in TRM transaction/Forecast Exposure is determined by: • Selection criteria • Aggregation criteria • Mapping from CMM fields to TRM. All these criteria and parameters are attached to the forecast instrument. 3.1.2.3 Forecast Exposure data structure As well as some internal fields such as flags and internal types and subtypes, Forecast Exposures have: • Number: reference to transaction. • ID: unique forecast exposure record identification (sequential number). • Leg Group: unique logical forecasts set number (identical for all versions of the given forecast). • Forecast Id: forecast id for easier identification of the logical forecasts set (the name for a given Leg Group). For example, it can be a period label for forecasts aggregated by time periods, or an individual CMM forecast ID for non-aggregated detailed forecasts. This is configurable. • Currency id: forecast currency. • Value date: value date of the forecast. • Payment Client ID: used for the counterparty where aggregation is done by counterparty. • Active since: validity of the record. • Active until: validity of the record. • Amount. • Base currency id. • FX Rate. • Base amount. • Parameters (20 Parameter fields). Leg Group and Forecast ID are especially important. From a logical point of view. they present a hierarchical structure (although saved only on Forecast Exposure): Transaction Leg Group / Forecast Id Forecast Exposure The Leg Group and Forecast Id are used for differentiating time periods (for example, calendar months). The usage is explained in a detailed example which is available in the supporting documentation. Forecast Id serves to represent the same information as Leg Group in a more user-friendly way (for example, for time period "20050101-20050131", or for forecasts transferred individually "BTI 2345"). Forecast ID composition is definable in the mapping parameters, logical examples corresponding to the above: TRM.Forecast_id = CMM.time_bucket_from, "-", CMM.time_bucket_to TRM Forecast_id = "BTI ", CMM.source_reference_id 24 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.1 Introduction 3.1.2.4 Forecast instrument data structure The Forecast instrument is used when entering transactions representing cashflow forecasts. The main Instrument features are: • Forecast: ensures proper handling of transaction, reading Forecast Exposures. • Dual Currency Forecast: ensures handling of forecasts with consideration, see description below. • Forecast Method: this ensures relevant valuation of forecasts. It is necessary to always set-up: – Forecast Method feature – Either Forecast or Dual Currency Forecast feature. The Forecast instrument has the following specific information in the Forecast page: • Name of the XML file for Selection, Aggregation, and Mapping parameters • Name of the CSD procedure for adjusting Forecast Exposures before saving to the database (hook). 3.1.2.4.1 Selection, Aggregation, and Mapping information Configuration of selection, aggregation, and mapping is attached to the Forecast instrument, in a configuration file in XML format that holds the relevant information. The information in configuration files can either explicitly express the parameters, or can refer to a value in a CMM aggregated forecast, TRM transaction, instrument (such as Branch Code) or Forecast Exposure. In TRM, either existing standard fields of the transaction and Forecast Exposure can be used (such as Owner in the transaction, or Payment Client ID, i.e. counterparty in Forecast Exposure), or user-defined Parameter fields can be used for other values. Note: There are 20 parameters available in a transaction which are used system-wide, and there are corresponding parameters in Forecast Exposure. 3.1.2.4.2 Selection Criteria The configuration file for selection typically mixes explicit values with links to transaction or instrument information. Here is an example: CMM.Workflow Status = "Released", CMM.entity_id=TRM.Owner For the transaction with Forecast instrument with the XML file described earlier, TRM sends a request only for Released CMM forecasts and for CMM entity_id equal to Owner in the TRM transaction. This means that if there are multiple transactions entered in TRM with different owners, the selection in CMM will differ. To increase the selection criteria flexibility, the following is also available: • Multiple values of one parameter can be provided; they are considered as "OR". • NOT EQUAL is available as an operator for selected parameters, namely for Currency ID. • In addition to TRM Transaction parameters, Portfolio Base Currency is also available. As an example, the above allows the selection of all forecasts in a currency different from the Portfolio Base currency: CMM.currency_id NOT= TRM.Portfolio base_currency_id 3.1.2.4.3 Aggregation Criteria Aggregation criteria are always given in the configuration file attached to Instrument. For example: CMM.entity_id, CMM.business_segment_id aggregates selected forecasts according to entity and business segment. System Administration Guide 25 3 Cashflow Forecast/TRM interface 3.1 Introduction It should be noted that aggregation might not be required at all in some cases and individual CMM forecasts can be transferred. On the other hand, it should be also noted that parameters used for selection or mapping also need to be included in aggregation. 3.1.2.4.4 Mapping Mapping of CMM forecasts (aggregated or individual, depending on aggregation criteria) is specified field by field. For example: from="forecast_value_date_to" to="value_date"/> from="amount" to="amount"/> from="report_group_id" to="param_19"/> By default, no changes between CMM values and TRM values are supported. For specific cases where individual customers wish to modify values before saving, there is an option for sending the aggregated forecast information into a custom application and to receive the values back. For example, for determining the TRM transaction value date from the CMM time bucket, or for adjustments of exposure (such as certain quotas). The potential CSD procedure name is specified in the relevant field in the Forecast page of Instrument editor. 3.1.2.5 Calculation of Base Amount CMM data includes only forecast amount and currency. TRM data also includes base currency id, FX Rate and Base Amount. When inserting the data into TRM, the data is completed in the following way: • Base currency id: this currency is taken from the portfolio base currency, and can be replaced by a mapped value from the CMM Entity base currency (potential use: where individual entities would not have their own portfolios to reflect base currency, data could still reflect the base currency of the entity in the Forecast Exposure). • FX Rate: Rate scenario is provided as an Activity input parameter. • Base amount: is calculated from the values above. 3.1.2.6 Saving Forecast Exposure consideration The customer may require specific monitoring of forecast exposures. Here are two situations: • In some cases the Forecast Exposure is monitored from two different perspectives: the exposure owner (i.e. transaction owner) and exposure "hedger". The exposure hedger is interested not only in the Forecast Exposure currency, but since he will hedge it against "his" base currency, he also has to see the exposure of his base currency to the exposure owner base currency. • For commodity forecasts that are modeled as currencies, it is also necessary to express the pricing currency. For these purposes there are specific features to allow saving additional Forecast Exposures to ensure the expected monitoring of exposures. This feature is linked to Instrument: there is a specific parameter at instrument level to switch this feature on. The second Forecast Exposure record is created from the original one as follows: • ID: original forecast ID with the opposite sign. • Currency id: the currency mapped from CMM parameters (typically commodity currency, which is in one of the CMM customer-defined attributes), otherwise the base currency of the portfolio is used (applicable to "ordinary" foreign currency forecasts). • Amount: Amount from the original Forecast Exposure amount converted into the currency of the new forecast record, using FX forward rate from Rate Scenario from Activity start-up parameters, with the opposite sign. • FX Rate: since there might be a triangular calculation involved (typically for commodities), the rate is calculated from Base Amount and Amount to ensure consistency of all figures. • Base amount: Base Amount from the original Forecast Exposure Amount with the opposite sign. 26 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.1 Introduction All other information is identical to the original forecast. • Example of additional Forecast Exposure for group FX hedging (forecast of 100 USD in EUR portfolio): Trans. Number ID Leg Group 1 11 1 1 -11 1 Currency Id Amount Base Currency Id FX Rate Base Amount 20050101 20050131 USD 100 EUR 1.2 83 20050101 20050131 EUR -83 EUR 1 -83 Forecast Id Example of additional Forecast Exposure for commodity (forecast of 100 tons of palladium priced/paid in USD in USD portfolio): Trans. Number ID Leg Group 2 12 1 2 -12 1 Currency Id Amount Base Currency Id FX Rate Base Amount 20050101 20050131 XPD 100 USD 186 18600 20050101 20050131 USD -18600 USD 1 -18600 Forecast Id Example of additional Forecast Exposure for commodity (forecast of 100 tons of palladium priced/paid in USD in EUR portfolio): Trans. Number ID Leg Group 3 13 1 3 -13 1 Currency Id Amount Base Currency Id FX Rate Base Amount 20050101 20050131 XPD 100 EUR 155 15500 20050101 20050131 USD -18600 EUR 1.2 -15500 Forecast Id 3.1.2.7 Managing the change Forecasts for individual periods (value dates or calendar time buckets), as maintained in TRM, change over time. This change is managed by expiring old Forecast Exposures and entering new ones. Validity is managed via the Active Since / Active Until fields. When "updating" Forecast Exposures for a specific transaction, all Forecast Exposures in the Value Date From, Value Date To time period (from activity) are expired (Active Until is updated to the day prior to the as-of-date); for new Forecast Exposures, the Active Since date is set to the as-of-date. Where the update is run several times per day, only one (the latest) version of forecasts per day is kept. Note: Since Forecast Exposures outside Value Date From, Value Date To time periods are kept open (not expired), it is possible to use them in reports (e.g. the Cashflow report). Individual Forecast Exposure sets and their versions are linked (apart from the forecast header, i.e. transaction) via Leg Group / Forecast Id described earlier. In order to assign the incoming forecast information to the relevant Leg Group (or to create a new Leg Group), the incoming data from CMM is first converted to Forecast Id then compared with the saved Forecast Ids. Where the Forecast Id under the given transaction already exists, a new Forecast Exposure is entered under the same Leg Group. In the opposite case, a new Leg Group is created. System Administration Guide 27 3 Cashflow Forecast/TRM interface 3.2 Configuration 3.1.2.8 Usage in risk management Usage of Forecast Exposures is transparent to end users in risk management. Once the selection in risk management (e.g. Treasury Monitor or Key Figure Reports) includes transactions with Forecast Exposures, the relevant figures are calculated and shown consistently with other figures. Forecast Exposures are also shown in the Cashflow report in a consistent way with Cashflows. 3.1.2.9 Parallel Accounting Forecast transactions must follow the standard setup of contexts and result modes. Forecast exposure is without any context information. However, to be evaluated in Treasury Monitor and for key figures/hedge key figures calculation, the forecast transaction must belong to the appropriate result modes. 3.1.3 Application Programming Interfaces (API) Integration of CMM and TRM is addressed via internal WSS mechanisms as described above. To enable customers to develop additional specific logic in the area of hedge accounting for forecast cashflow hedging, the following APIs are provided: Adjustment of the aggregated forecast coming from CMM before saving to TRM: • Before saving aggregated forecasts to TRM (after mapping), all data in the forecasts "to be saved" is made available to an external procedure. If this option is used, the external procedure can adjust the data and hand it back to TRM, and the normal saving process resumes. Receive/provide TRM transactions/cashflows from/to an external system: • The TRM comKIT transaction service is available to read and write transactions and cashflows. Receive TRM forecast exposures to an external system. • 3.2 Configuration 3.2.1 Importing Cashflow forecasts from CMM to TRM The cashflow forecast is the estimation of a money transfer (payment or receipt) in the future while the exact amount is currently not known. The estimation may change over time. There are two important dates: • As Of Date: the date when the user is looking at the forecast (usually today but not necessarily). • Value Date: date when the money transfer is expected to happen (some date in future). Example: Forecast history in CMM (showing the historical versions of one forecast): As Of Date Value Date Amount 27. 1. 2006 31. 8. 2008 200 000 26. 2. 2006 31. 8. 2008 210 000 12. 3. 2006 31. 8. 2008 190 000 20. 3. 2006 31. 8. 2008 220 000 29. 3. 2006 31. 8. 2008 230 000 14. 8. 2006 31. 8. 2008 225 000 28 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration Subsequent import of forecast exposures in TRM: Active Since Active Until Value Date Amount 31. 1. 2006 27. 2. 2006 31. 8. 2008 200 000 28. 2. 2006 30. 3. 2006 31. 8. 2008 210 000 31. 3. 2006 29. 4. 2006 31. 8. 2008 230 000 30. 4. 2006 30. 5. 2006 31. 8. 2008 230 000 31. 5. 2006 29. 6. 2006 31. 8. 2008 230 000 30. 6. 2006 30. 7. 2006 31. 8. 2008 230 000 31. 7. 2006 30. 8. 2006 31. 8. 2008 230 000 31. 8. 2006 29. 9. 2006 31. 8. 2008 225 000 30. 9. 2006 --------------- 31. 8. 2008 225 000 Comments: • Value Date of the forecast does not change in time. CMM offers the possibility to have the Value Date specified as "General". This is not a specific date but a whole month, e.g. August 2008 - the user does not know the exact date but estimates it will be in August in 2008. • The forecasted amount changes over time -on 15. 2. 2006, the forecasted amount is 200 000, on 15. 3. 2006 there is a forecasted amount 190 000 etc. The system (CMM) also lets the user specify the As of Date: imagine that today is 14. 4. 2006 but the user can specify the As of Date differently (backwards in the history) to see that the forecasted amount on 9. 3. 2006 was 210 000 etc. • In CMM, forecasts may change continuously. However, on the TRM side, the forecasts are imported only via activity. It means that: – Some of the "versions" of the forecast may not be reflected in TRM. – A new record is created in TRM even if there was no change in CMM. • Only the date is relevant in Forecast Exposures, and time is not considered: active_until of version N is active_since of version (N - 1). In example above, the first version (amount 200 000) is valid even if looked at as of 27. 2. 2006 at 16:37:53 (even though technically the forecast's active_until is 27. 2. 2006 0:00:00). • active_until of the last version of a forecast in TRM is not set. This last version is valid from active_since until the import activity is run again, and the active_until is updated). Note: active_until is set to 1. 1. 5000 3.2.2 CMM Setup A crucial part of the CMM/TRM interface is the CMM service tcmd (CMM CORBA service), which has to be installed, running, and registered in the CORBA naming service under name finance-kit/$FK_IDENT/cff-forecast.cmm. The property $FK_IDENT represents the real FK_IDENT from the environment where the TRM activityd is running. There are two entries from tcmd registered in the naming service: • cff-forecast.cmm • cash-movement.cmm Only the first one is needed for the import. For detailed information please refer to the CMM documentation. System Administration Guide 29 3 Cashflow Forecast/TRM interface 3.2 Configuration 3.2.3 Instrument setup A new instrument must be created with these features: • FORECAST-METHOD: indicates that the transaction with this instrument represents cashflow forecasts. • FORECAST-INTERFACE Either • FORECAST: indicates that forecasts will be stored as plain forecasts. Or • 30 DUAL-CURRENCY-FORECAST: indicates dual currency forecast. © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration 3.2.3.1 Feature Forecast Method The Feature Forecast Method provides the Forecast page, where detailed information about forecast valuation can be set up. The typical setting is shown below: 3.2.3.2 Feature Dual currency forecasts Dual currency forecasts represent a special form of forecast exposures. They consist of two records stored in the ForecastExposure table. The first one is the original plain forecast, identical to a plain forecast and having a positive id. The second record represents the forecast in dual currency and has a negative id; the absolute value of the id is the same as for the first record of the plain forecast. The features FORECAST and DUAL-CURRENCY-FORECAST are exclusive, so only one can be attached to instrument. 3.2.3.3 Feature Forecast Interface Feature FORECAST-INTERFACE provides a new page called "Forecast Interface" in the Instrument editor. Select the page and set Interface Transfer Definition; the value in this field is the name of the XML file defined above. Note that this is the name and extension but without the full path - the import script has the predefined path specified. System Administration Guide 31 3 Cashflow Forecast/TRM interface 3.2 Configuration Custom Insert Procedure specifies the stored procedure that is called during the import of forecasts. Before forecasts are inserted into TRM, they can be changed inside this stored procedure. 3.2.3.4 Import XML Definition The XML file for import has to be placed in the directory $FK_HOME/etc/cmm/ on the server where the activity daemon is running. Note: If the activity daemon runs on a UNIX platform, then putting the XML file on a Windows client has no effect. 3.2.3.5 Example of XML Definition The XML definition follows the logical architecture of the CMM/TRM interface, and consists of three parts: • Selection • Aggregation • Mapping. Warning: The Activityd daemon caches the XML file until it is restarted. When modifying an XML file for Forecast Interface instruments, you must restart the Activityd daemon. 3.2.3.6 Selection section The selection section, based on CFF-mapping.xsd, contains a list of columns specifying criteria for imported forecasts. Only forecasts in CMM which match these criteria are imported. Element Attribute Attribute type/allowed values Mandatory forecast_as_of_date value date One of attributes (value, from) from * value date from * value date from * value string from * work_flow_status value "Entered" or "Released "No currency_id value string One of attributes (value, from) from * operator ** value string from * report_mapping_id value string Yes time_bucket_set_id value string Yes entity_relationship_type_id value string Yes report_from report_to entity_id business_segment_id One of attributes (value, from) One of attributes (value, from) One of attributes (value, from) One of attributes (value, from) * Attribute "from" refers to the actual value on transaction (or activity). For example, 32 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration restricts the set of forecasts that are being imported to forecasts for entity having id equal to the value of Parameter #3 on the System Administration Guide 33 3 Cashflow Forecast/TRM interface 3.2 Configuration corresponding transaction (how the import is tied to a transaction - see below ). Possible values for attribute "from": activity.due_date activity.due_date-activity.due_date_offset activity.value_date_from activity.value_date_to transaction.portfolio.currency_id transaction.owner_id transaction.param_1 transaction.param_2 transaction.param_3 transaction.param_4 transaction.param_5 transaction.param_6 transaction.param_7 transaction.param_8 transaction.param_9 transaction.param_10 transaction.param_11 transaction.param_12 transaction.param_13 transaction.param_14 transaction.param_15 transaction.param_16 transaction.param_17 transaction.param_18 transaction.param_19 ** Attribute "operator" specifies the relationship between the value of the forecast and the value specified by the attribute "from" or "value". Possible values for attribute "operator": == != > < >= <= 3.2.3.7 Aggregation section The aggregation section lists columns on forecasts in CMM that will be used for aggregation. Records are grouped together (one resulting record will be stored in TRM) if they have the same value in each of the columns listed in this section. Possible values: currency_id entity_id time_bucket_from time_bucket_to counterparty_id report_group_id source_reference_id parameter_0 34 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration 3.2.3.8 Mapping section The mapping section specifies the relationship between columns on forecasts returned from CMM and columns in TRM. This section contains a sequence of field tags, each of them having the attributes "from" (referring to forecast columns in CMM) and "to" (columns in the ForecastExposure table in TRM). Possible values for the "from" attribute: time_bucket_from time_bucket_to time_bucket_from+'-'+time_bucket_to 'BTI'+source_reference_id forecast_as_of_date forecast_value_date_from forecast_value_date_to cash_flow_type_id cash_flow_direction currency_id counterparty_id source_reference_id time_bucket_label entity_base_currency_id entity_id amount business_segment_id report_group_id parameter_0 parameter_1 parameter_2 parameter_3 parameter_4 parameter_5 parameter_6 parameter_7 parameter_8 parameter_9 3.2.4 Creation of transaction To be able to import forecasts from CMM, the transaction with the Forecast instrument must first be created. It serves only as storage for forecast exposures, and must meet following criteria: • Transactions must belong to the appropriate result modes. • The opening date of the transaction should be in the past, generally on or before the start of the period during which the forecasts will be imported from CMM. System Administration Guide 35 3 Cashflow Forecast/TRM interface 3.2 Configuration • The value date and closing date should be in the future (analogous to the opening date - on or after the end of the period for imports). • Amount and deal rate is not important; it can be set to anything, for example 1.00. 3.2.5 Import Activity A new activity with activity type Forecast Exposures from CMM must be created with the following parameters: • Portfolio: portfolio containing forecast transactions. • Minimum Transaction State: typical value is FINAL or OPEN. • Value Date From/Value Date To: these two parameters define the time period for the value date of the cashlow forecasts to be imported (only forecasts having a value date inside this period are subject to the import). The preferred format is YYYYMMDD (i.e. 20060414 for April 14, 2006). Other formats may work, but they depend on the locale settings of the server. Also, it is possible to specify "relative date" (or "date offset"), for example 3M (meaning three months). The real date is then calculated as As Of Date + "date offset"). • Scenario: rate scenario. 3.2.5.1 Running the import activity After all process steps are completed as described above, the import activity can be started. Select the activity defined above and enter the Due Date and possibly Due Date Offset. Due Date (adjusted by Due Date Offset) determines the As Of Date (moment at which forecasts will be searched). It is important to understand that the time specified in the Due Date parameter of the activity has no effect (except for activities scheduled for the future - then it will be started only at the given time, not at midnight) - the time part is not taken into account on the TRM side. On the other hand in CMM, time is a regular part of the As Of Date. The situation described in the following example should be avoided: • The forecast is created in CMM today at 10:30 - with amount 1000. • The forecast is modified today at 14:20 - the amount is now 1200. • The Import activity is started with Due Date yesterday - forecast is not imported. This is expected behavior because the forecast was not there yesterday. • The Import activity is started with Due Date today 11:00 - forecast is not imported. This looks strange because the forecast is already in CMM - the user would expect to get the version with the 1000 amount. Because the time part of Due Date is ignored, CMM is asked for forecasts as of today 00:00:00 and the forecast was not yet there at midnight. • So, to get the forecast, the user must set Due Date to today and Due Date Offset to 1 (or Due Date to tomorrow - but then the activity would be run tomorrow, not now). As Of Date will be tomorrow and the forecast will be imported with the amount 1200. There is no way to import the version with amount 1000. 3.2.5.2 Importing process 1. The Import activity starts a Python script which performs the import of cashflow forecasts from CMM to TRM. This script fetches all active transactions (via the stored procedure ReadPortfolioPeriod) and loops through all these fetched transactions. Each of them checks the instrument - if the instrument does not have FORECAST-METHOD and one of FORECAST, DUAL-CURRENCY-FORECAST features, then the transaction is skipped and no forecasts are imported into TRM for this transaction. Otherwise the import XML file is looked for. If the file 36 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration specified on the Forecast Interface page of the instrument is not found then defaultmap.xml is used. 2. Values from the "selection" section are evaluated (non-constant values are taken from transaction or activity) and together with the "aggregation" section (and value_date_from and value_date_to activity parameters) a query to CMM is constructed. This query request is sent to tcmd (CMM CORBA service) and aggregated forecasts are obtained. 3. Then - still in the loop for each transaction- the DeactivateForecastExposures stored procedure is called with parameters: a. Transaction Number b. Value Date From c. Value Date To d. As Of Date. 4. This procedure finds all records in the ForecastExposure table for the transaction having Value Date between Value Date From and Value Date To that are valid on As Of Date. These records are marked as valid only until As Of Date - 1 day. 5. Then - still in the loop for each transaction - the InsertForecastExposure stored procedure is called for each forecast record returned from CMM. The following types of parameters are supplied: a. Parameters taken from the iterated transaction: number, base_currency_id. b. Parameters taken from the activity: active_since ( As of date), scenario_id. c. Constant parameters: active_until - 1. 1. 5000; active_until is mandatory so some value has to be passed and 1. 1. 5000 is considered to be infinity. d. Parameters determined by the "mapping" section of the import XML file. e. Parameters determined by external logic: fx_rate 6. CSD stored procedure on forecast exposure can be applied. 7. The InsertForecastExposure stored procedure inserts a record into the ForecastExposure table. 3.2.6 Valuation The valuation of forecast exposures depends on the FX rate, which is taken from Price Manager. The FX rate is the forward rate between As of date and Value Date of the forecast. For dual currency forecasts, the logic is more complex. As dual currency forecasts are assumed following imported forecasts, either: The currency_2_id parameter is specified in the mapping section in the Import XML file and therefore passed to InsertForecastExposure. • or The DUAL-CURRENCY-FORECAST feature is set on the transaction's instrument: currency_2_id is set to the base currency of the transaction's portfolio. • For dual currency forecasts, the record inserted into ForecastExposure is duplicated (after being adjusted by the hook procedure) and the following columns are changed: Column ID Original forecast value Dual currency forecast value id X -X currency_id @currency_id @currency_2_id amount @amount -(amount calculated from @amount between currencies @currency_id and @currency_2_id using rate calculated via stored procedure FXBookRate) System Administration Guide 37 3 Cashflow Forecast/TRM interface 3.2 Configuration Column ID Original forecast value Dual currency forecast value base_amount @base_amount -@base_amount fx_rate @fx_rate DCFamount/DCFbase_amount (DCF prefix means values calculated for dual currency forecast) 3.2.7 Custom Insert Procedure API Before forecast exposures are saved during the import process, the CSD stored procedure on forecast exposure can be applied. There might be, for example, a requirement that the value dates of the forecast are always on the 15th of the month. The name of the procedure can be specified on the Forecast Interface page of the Instrument Editor, Custom Insert Procedure field. If the name is not supplied then the Configuration table is examined for a record with • id 513 : Hook procedure for forecast exposure insert) • value: name of the hook procedure (the value is different from " "). If such a record exists, the specified stored procedure is used. The Custom Insert Procedure must define the following list of parameters (only IN/OUT parameters may "adjusted"): Parameter name Data type IN/OUT stamp timestamp IN number int IN id int IN active_since datetime IN OUT active_until datetime IN OUT leg_group int IN OUT forecast_id varchar(50) IN OUT payment_client_id ClientId IN OUT value_date datetime IN OUT type_id CashflowTypeId IN OUT subtype_id CashflowSubtypeId IN OUT currency_id CurrencyId IN OUT currency_2_id CurrencyId IN OUT amount Money IN OUT base_currency_id CurrencyId IN OUT base_amount Money IN OUT fx_rate float IN OUT scenario_id ScenarioNameId IN OUT param_0 varchar(50) IN OUT param_1 varchar(50) IN OUT 38 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.2 Configuration Parameter name Data type IN/OUT param_2 varchar(50) IN OUT param_3 varchar(50) IN OUT param_4 varchar(50) IN OUT param_5 varchar(50) IN OUT param_6 varchar(50) IN OUT param_7 varchar(50) IN OUT param_8 varchar(50) IN OUT param_9 varchar(50) IN OUT param_10 varchar(50) IN OUT param_11 varchar(50) IN OUT param_12 varchar(50) IN OUT param_13 varchar(50) IN OUT param_14 varchar(50) IN OUT param_15 varchar(50) IN OUT param_16 varchar(50) IN OUT param_17 varchar(50) IN OUT param_18 varchar(50) IN OUT param_19 varchar(50) IN OUT flags int IN OUT batch_p bit IN debug_p bit IN 3.2.8 API for retrieving forecast exposures from TRM For retrieving existing Forecast exposures in TRM, the stored procedure SearchForecastExposure is used with the following list of parameters: Parameter name Type Mandatory Default value Note number int Y id int N null No restriction if null active_since datetime N today Fetch only forecasts active on or before specified value * active_until datetime N today Fetch only forecasts active on or after specified value * leg_group int N null No restriction if null forecast_id varchar(50) N null No restriction if null payment_client_id ClientId N null No restriction if null value_date datetime N null No restriction if null System Administration Guide 39 3 Cashflow Forecast/TRM interface 3.2 Configuration Parameter name Type Mandatory Default value Note type_id CashflowTypeId N null No restriction if null subtype_id CashflowSubtypeId N null No restriction if null currency_id CurrencyId N null No restriction if null base_currency_id CurrencyId N null No restriction if null param_0 varchar(50) N null No restriction if null param_1 varchar(50) N null No restriction if null param_2 varchar(50) N null No restriction if null param_3 varchar(50) N null No restriction if null param_4 varchar(50) N null No restriction if null param_5 varchar(50) N null No restriction if null param_6 varchar(50) N null No restriction if null param_7 varchar(50) N null No restriction if null param_8 varchar(50) N null No restriction if null param_9 varchar(50) N null No restriction if null param_10 varchar(50) N null No restriction if null param_11 varchar(50) N null No restriction if null param_12 varchar(50) N null No restriction if null param_13 varchar(50) N null No restriction if null param_14 varchar(50) N null No restriction if null param_15 varchar(50) N null No restriction if null param_16 varchar(50) N null No restriction if null param_17 varchar(50) N null No restriction if null param_18 varchar(50) N null No restriction if null param_19 varchar(50) N null No restriction if null flags int N null No restriction if null * The period active_since - active_until specifies a restriction period: selected forecasts must be active during the whole restriction period. If there is a need to fetch forecasts being at least partly active during the restriction period, then the active_since and active_until parameters have to be swapped (that is, active_until is before active_since). 3.2.9 Debugging It is necessary in certain situations to trace the import process to determine what goes wrong. There should be a log file in $FK_HOME/var/log/activity (name of the file is the name of the activity). The following environment variables can be set: • DATABASE_DEBUG (for example, to value 3) • FK_TRACE_LEVEL (for example, to value 99). The Activity daemon must then be restarted. It is also possible to try to run the import Python script from a shell on the server where activityd is running. The command line is similar to the following example: 40 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.3 TRM to CMM forecast interface configuration python $FK_HOME/bin/run-task.py --task=tasks.cmm.cff_from_cmm portfolio_id=MY-PTF date=20060414 due_date_offset=0 value_date_from=20070101 value_date_to=20071231 scenario= debug=1 The last parameter (debug=1) makes the Python script more verbose but the results will not be stored in the database (it is not possible to pass the debug parameter from the activity) - this is the behavior most commonly required when debugging. 3.3 TRM to CMM forecast interface configuration The TRM to CMM forecast interface supports the passing of the cashflow group from TRM to CMM to indicate which forecasts have been settled. However, if these cashflow groups are not defined in TRM, then no forecasts will be transferred to CMM. These groups are assigned to cashflows through rules in the TRM Cashflow Group Editor. 1. Open the Cashflow Group Editor from TRM Application Manager. 2. Create a cashflow group called SETTLED. 3. Create two groups within the SETTLED group: CMM-NOT-SETTLED, CMM-SETTLED. 4. Configure the CMM-SETTLED subgroup to be attached when the cashflow is marked Paid. System Administration Guide 41 3 Cashflow Forecast/TRM interface 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration 5. Configure the CMM-NOT-SETTLED sub group to be attached when the cashflow is not marked Paid. 3.3.1 TRM to CMM payment interface configuration The CMM payment method is assigned to a TRM payment based on a mapping from the TRM transfer method and payment advice type. These mappings are configurable in the cash_movement_to_cash_record.xml file in ..\installationdata\installation\templates\handler_based\trm\cash_movement. Valid payment advice types: • CMM-RELEASABLE : The payment will be released in CMM. • CMM-NON-RELEASABLE: The payment will not be released in CMM. Valid mapping of releasable payment transfer methods to CMM payment methods are: • CMM-WT maps to WT (Wire Transfer) • CMM-ITC maps to ITC (Inter Company) • All CMM-NON-RELEASABLE advice types map to SETTLED by default. 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration This is handled automatically by Wallstreet Suite by using specific factory rules and integrating these rules in the setttlement flow. 3.4.1 Rules The Factory settlement rule ADMETHOD-CMM-NON-RELEASABLE (see in the TRM Settlement Rule Editor) checks for Our Client Group that has the value of CMM, and if the settlement is of type "DvP" then all DvP settlements get the advice method CMM-NON-RELEASABLE when the portfolio owner of 42 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration the transaction belongs to the SETTLEMENT-MEDIUM group CMM. All settlements not matching other CMM advice methods automatically get payment method SETTLED in CMM. The Factory settlement rules TRMMETHOD-SWIFT-MT541 and TRMMETHOD-SWIFT-MT543 (see in the TRM Settlement Rule Editor) have a set of DvP rules which checks the Our Client Group that has System Administration Guide 43 3 Cashflow Forecast/TRM interface 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration the value of CMM to ensure that the transfer method SWIFT-MT541 or SWIFT-MT543 are assigned to DvP settlements when the portfolio owner belongs to SETTLEMENT-MEDIUM group CMM. 44 © Wall Street Systems IPH AB - Confidential 3 Cashflow Forecast/TRM interface 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration The settlement rule SFLO-CMM-DVP-RELEASE identifies DvP settlements to be sent to CMM after the TRMSwift settlement message has been successfully processed. 3.4.2 Flow In settlement.py the ACCEPT operation contains an agent definition that sends a DvP settlement to CMM after it has been successfully processed by TRMSwift (released to SWIFT as acknowledged by EsiAdapter) if it matches the rule SFLO-CMM-DVP-RELEASE: #... to CMM service - if dvp settlement processed first via TRMSwift (state_between ('SWIFT-HOLD'), mask (0), rule ('SFLO-CMM-DVP-RELEASE', 'service/entity-broker/settlement@rule'), service ('service/entity-broker/settlement@cmm-accept')), In settlement.py the REJECT operation contains an agent definition that sends a DvP settlement to CMM if it matches the rule SFLO-CMM-DVP-RELEASE when rejected from RELEASED: (state ('RELEASED'), not_mask (1), mask (0), rule ('SFLO-CMM-DVP-RELEASE', 'service/entity-broker/settlement@rule'), service ('service/entity-broker/settlement@cmm-reject')), 3.4.3 DvP rejection When rejecting a DvP settlement after the corresponding SWIFT MT541 or MT543 message has been sent and the corresponding cash part has been sent to CMM, you must: 1. Unauthorize the CMM settled cash record. 2. Reject the settlement in TRM so that it reverts to the state "Waiting for SWIFT". System Administration Guide 45 3 Cashflow Forecast/TRM interface 3.4 TRM to CMM Delivery versus Payment (DvP) settlement configuration 3. Reject the FIN message by sending the cancellation MT541 or MT543 created when the settlement is rejected. Note: The settlement cannot be rejected before the corresponding cancellation SWIFT message is sent. 46 © Wall Street Systems IPH AB - Confidential Chapter 4 Tracking data across modules 4.1 Introduction Wallstreet Suite consists of multiple business modules: TRM, CMM and ACM. Each module has its own business functionality, and static data that includes reporting and monitoring tools. Because the business flow involves multiple modules, there is a need to track information related to one business event across modules. This chapter highlights key references between transactional data in individual modules, and describes the available reporting and monitoring tools to facilitate the tracking. 4.2 Transactional Data and their References 4.2.1 Key transactional data Here is a summary of the types of transactional data found in the different modules of Wallstreet Suite. For more detailed descriptions, see the relevant module’s documentation. 4.2.1.1 TRM The Transaction and Risk Module deals mainly with financial transactions. To provide a full picture about the future position it must also provide forecasts from commercial activities. • Transaction Core information on entered or imported financial transactions. the key data entity in TRM holds a relatively large amount of information for modeling various instrument types. Information about future positions from financial transactions is also available in CMM. • Cashflow TRM uses a cashflow model to present individual financial instruments. Cashflows are attached to a transaction. One transaction can have one or more cashflows. A single cashflow belongs to one transaction only. Normally, cashflows are automatically generated, based on transaction information and instrument data. In some cases, they can be updated. • Forecast Exposure Imported CMM aggregated forecasts are saved as Forecast Exposures which are simple future cashflows. • Payment Information about payment from a financial transaction: payments are typically generated from transactions and cashflows. One payment can come from one or more cashflows. One cashflow can belong to one payment only. As indicated above, cashflows might be netted into one payment, for example by client or currency, which means that payment can be related to multiple transactions. One transaction can have more than one payment. System Administration Guide 47 4 Tracking data across modules 4.2 Transactional Data and their References Payments can be split. A split is recorded on the original payment and a new additional payment is generated. The new additional payment does not contain a reference to the original cashflows. Payments are also processed in CMM. • Accounting Event Accounting data for further processing in ACM: in TRM, accounting events are created by the processing of transactions and cashflows, according to the relevant configuration setup information. Accounting Events are also processed in ACM. 4.2.1.2 CMM The Cash Management Module deals mainly with information about payments, both commercial (entered or imported) and financial (from TRM). It also keeps cash account information as recorded by an external or in-house bank. The module also includes Cash Flow Forecasting functionality (sometimes referred to as the Cash Forecasting Module) showing both commercial (entered or imported) forecasts or a financial forecast (from TRM). • Cash Record Typically information about payment in CMM, either manually entered or imported. It could also be could be also other information, such as an adjustment from reconciliation. • Bank Transaction Cash account movements, typically imported or a manually entered bank statement line. These are reconciled with cash records and linked together after successful reconciliation. • Forecast Cash flow forecast as captured or imported into CMM. Key data entity for cash flow forecasting functionality. Aggregated forecasts can be transferred to TRM. • Accounting Event Accounting data for further processing in ACM. In CMM, these are created by processing cash records and bank transactions, according to the relevant configuration setup information. Accounting Events are also processed in ACM. 4.2.1.3 ACM The Accounting Module centralizes accounting information from other modules (TRM and CMM) or manual entries, posts it to relevant accounts, and presents it in a sub-ledger. • Accounting Entry Sub-ledger account posting: can be either captured manually or generated by processing the relevant data from TRM and CMM. In the accounting entry flow, the entries are mapped into sub-ledger accounts, grouped if relevant, grouped into vouchers, and finally posted. 4.2.2 Key integration points The business event flow will typically involve multiple modules: for example, a financial transaction entered in TRM, position and results booked in ACM, and payment processed in CMM and booked in ACM. The modules are tightly integrated to provide seamless business functionality. Key flows for transactional data are: 48 © Wall Street Systems IPH AB - Confidential 4 Tracking data across modules 4.3 Available tracking tools • Position from TRM financial transactions is available in CMM. • Aggregated CMM forecasts are available in TRM. • TRM payments are processed in CMM. • TRM accounting events are processed in ACM. • CMM accounting events are processed in ACM. 4.2.3 Key cross-module references To ensure that the business flow can be followed, there is a referencing schema in place to allow a user to backtrack to the source information. Key references are described below. 4.2.3.1 TRM - CMM TRM payments are transferred into CMM cash records. In order to be able to backtrack from the CMM cash record to the TRM payment, a unique reference (TRM Settlement ID) is kept in Customer Reference Number and simultaneously the Orig System Code is set to "TRM". The TRM logical transaction number (affect number in the cashflow table or target transaction number in Transaction Manager) is also available when reporting on the CMM cash record - External Reference(s). We also transfer the TRM Cashflow Type to the CMM Cash Record. This is available by drilling down on a cash record, or in a a cash transaction report such as the Financial Cashflow Type report. TRM cashflows can be transferred to CMM as forecasts. All cashflows in a portfolio under the portfolio FORECAST-TOP-PORTFOLIO in Configuration Table Editor will have forecasts created as they are processed in the TRM transaction flow. These forecasts expire once the corresponding settlements are sent as cash records to CMM (upon release of the settlement). Forecasts from TRM cashflows contain a reference to the originating TRM cashflow and transaction: cashflow id, logical TRM transaction number, and the technical TRM transaction number. Some of the CMM aggregated forecasts are transferred into TRM forecast exposures. Since the grouping is flexible, there is no direct referencing schema. However, CMM allows the defining of identical grouping for monitoring in CMM forecast reports, and for the transfer of forecasts to ensure that data validity can be checked. 4.2.3.2 TRM - ACM TRM hands over the data relevant to accounting via TRM accounting events. ACM processes these events and creates ACM accounting entries. Accounting entries from TRM include "TRM" in Orig Group and also the key reference for back-tracking: TRM Accounting Event ID. In addition, there is the TRM transaction number available in the Reference field. 4.2.3.3 CMM - ACM CMM hands over the data relevant to accounting via CMM accounting events. ACM processes these events and creates ACM accounting entries. Accounting entries from CMM include "CMM" in Orig Group and also the key reference for back-tracking: CMM Accounting Event ID. In addition, there is the CMM cash record or bank transaction ID available in the Reference field. 4.3 Available tracking tools The reference data described above can be tracked using various tools across the system, including online applications and onscreen reporting. See the module documentation for descriptions of individual reports and screens. This section provides a logical overview and highlights cross-module integration aspects of individual reports. • Reporting Tools System Administration Guide 49 4 Tracking data across modules 4.3 Available tracking tools Wallstreet Suite currently offers two reporting tools. TRM and ACM both use Report Generator, and CMM uses Data Analyzer. Both are highly configurable by end users who can create customized reports. Both reporting solutions offer drill-down functionality. CMM Data Analyzer allows drill-downs inside CMM reports. TRM/ACM Report Generator allows drill-downs inside TRM and ACM, and also across TRM and ACM. You can use certain reports for tracking the IDs of transactions, settlements, and cash records across TRM and CMM: – CMM Forecast reports For forecasts you have references to the originating TRM cashflow and transactions: cashflow id ("Source Ref ID"), cashflow type ("Cashflow Subtype"), logical TRM transaction number/affect number ("External Reference") and the technical TRM transaction number ("Source Ref Event ID"). – CMM Cash Transaction, Cash Position, Cash Monitor, Cash Reconciliation, and Manual Reconciliation reports These reports display the transaction number ("External Reference" - logical transaction number). • Online Applications These applications are primarily designed for data entry and maintenance. However, many of them can readily be used for tracking when required. 50 © Wall Street Systems IPH AB - Confidential 4 Tracking data across modules 4.3 Available tracking tools 4.3.1 Reconciliation on a transactional level 4.3.1.1 TRM 4.3.1.1.1 Key reports Integration Tracing Report This report is primarily designed to focus on TRM integration points. It provides information (counts) of generated subsequent data used for transaction processing by further modules: accounting events for ACM or payments for TRM. Transaction Report Provides relevant information about the transaction as saved in the system. By using formatting and grouping, a variety of useful layouts can be created. Classification Report Similar to the Transaction Report, but presenting the transaction in all result modes and showing related classifications. By using report filters, it can also show only those transactions that are not classified - a layout like this can be used as a useful checking report. Cashflow Report Provides relevant information about cashflows and forecast exposures (including link to transaction) as saved in the system. It shows both Cashflows and Forecast Exposures fields in a consistent way, enabling the creation of combined reports. Settlement Report Provides relevant information about payments as saved in the system. It allows searching: for example, for a specific payment (by providing Payment ID). By using formatting, it is possible to group by payments and expand by transactions, or vice versa. Settlement Cashflows Report Similar to Settlement Report, but in addition, shows all of the related cashflows of the transactions. Accounting Events Report Provides information about accounting outcomes generated by TRM that are to be processed by ACM. Includes a reference to transaction number. Both daily accounting events and CTB events (key figures) are show in this report. 4.3.1.1.2 Key on-line applications Transaction Manager Provides information on financial transactions, including the detailed modelling to transaction, leg, schedule and cashflows. Also allows the calculation of risk and result figures. Settlement Manager Provides information on payments, including detailed beakdown to cashflows (with regard to transactions). Treasury Monitor Provides information on the position. Can be used for back tracking the actual aggregated TRM forecast position in CMM. System Administration Guide 51 4 Tracking data across modules 4.3 Available tracking tools 4.3.2 CMM 4.3.2.1 Key reports Cash Transaction Report Provides detailed information regarding all transactions that are imported from an external system, such as an accounts-payable or -receivable system. This report also presents manually entered corporate transactions and settled financial transactions from TRM. The report can be used to identify open or unreconciled transactions and can be used in conjunction with the bank statement and CMM's forecast reports to build an accurate and comprehensive understanding of the corporate cash position. Bank Transaction Report Provides the ability to report all actual bank records imported from external banks, manually entered or generated by the in-house banks. The bank transactions provide a link back to the cash instruction that it is reconciled to. Forecast Report Allows the user to view all the cash flow forecast records that originate from TRM, manually entered, imported, or from any other source. The report is built on the flexible reporting framework and the Custom Forecast reports therefore provide the flexibility to present TRM forecast data in CMM consistently with the forecast reporting available in TRM. Bank Balance Analysis Report Provides a view of an entity's, bank's, or bank account group's opening and closing bank balances for a specified date range. This allows the ability to observe and analyse the flow of funds in and out of the related bank accounts. This report in conjunction with the ACM balance report provides a reconciliation of balances in a cash account. Accounting Events Report Used to report on accounting events generated for transfer to ACM. This report provides a clear view of the record flow from the CMM to the ACM using the CMM flexible reporting infrastructure to allow the user to customize the format of the report using the Format Editor and the selection criteria using the Criteria Editor. 4.3.3 ACM 4.3.3.1 Key reports Entry State Report Provides detailed information on the accounting entries and their complete processing along the ACM flow. Namely, it shows the originating system (column Origin group TRM/CMM or ACM for manual entries) and the relevant details (column Origin, e.g., TRM-via-CMM, then column CMM transaction type recognizing the bank transaction or cash record, Reference is to the transaction ID in the respective source system) as well as aggregation details and status of the entry (for example, status Aggregated, Not-Mapped, Posted). 4.3.3.2 Key online applications Accounting Entry Manager 52 This application works with vouchers. It provides details on the entries that are already grouped to voucher; unlike, for example, the Entry State Report which shows all the entries. It can also display and manipulate any non-Final vouchers. For all these, it shows a level of detail similar to the Entry State report. Unlike the Entry State report, it allows advanced query execution. © Wall Street Systems IPH AB - Confidential Chapter 5 Using Process Monitor 5.1 Introduction Process Monitor is a Wallstreet Suite management system that provides the following features: • Monitoring functions to view the runtime status of Unix processes and Windows services. • Monitoring of Wallstreet Suite application logs and for dispatching e-mail notifications. • Management functions for managing your system configuration and administering the starting and stopping of services within one or more system environments, including: – Grouping processes into one or more system environments – Defining and enforcing start/stop-related process dependencies – Defining system-wide or process-specific environment variables and parameters to pass at process start-up – Supporting the segregation of security and operations roles of users. Note: A system environment is any installation of Wallstreet Suite as part of a self-sufficient system for achieving an operational goal such as the evaluation, test, or production of data generated by Wallstreet Suite. • Administrative functions include: – Centralized configuration, with everything configured at the Process Monitor level – Administration access control – Secret parameters (such as privileged user passwords) hidden from operators – Secure Sockets Layer (SSL)-based communication among components. 5.2 Components Process Monitor is made up of three primary components: • The administration console, pm_admin, which is a user-friendly Windows application. It runs on any version of Microsoft Windows with .NET Framework Version 1.1 (such as Windows XP). A command line tool, pm_cmd, is also available for Windows and Unix. • The Process Monitor service daemon, pmsd, controls the core functions. It is available for Windows and Unix. • A Process Monitor agent daemon, pmad, running on each participating server computer running a Wallstreet Suite process. The agent relays information about client-side processes that can be viewed at the administration console. It is available for Windows and Unix. System Administration Guide 53 5 Using Process Monitor 5.3 Possible configurations 5.3 Possible configurations 5.3.1 How it works Depending on the size and load-sharing requirements of your Wallstreet Suite system, the Wallstreet Suite processes/services may be installed on one or multiple machines. These processes/services need starting, stopping, and monitoring. Process Monitor handles this simply and efficiently as follows: 1. On every machine where there are Wallstreet Suite processes/services installed, there must be a copy of the Process Monitor agent daemon (pmad). Use either the Windows or Unix version of pmad, depending on the target machine’s operating system. 2. On a suitable machine, install either the Unix or Windows version of the Process Monitor service daemon (pmsd). 3. On a suitable machine, install either the Process Monitor Admin Console application (Windows machine only), or the Unix or Windows version of the command line tool pm_cmd. 4. Configure an XML file to tell the Admin program in 3 above where pmsd is, and to tell pmsd where each pmad is. 5.3.1.1 Simple case The diagram below shows a very simple case: one Windows machine that handles all Wallstreet Suite processes, so only one pmad is needed. The pmsd and the Process Monitor Admin Console application have also been installed on the same machine. Windows: pm_admin pmsd pmad 54 © Wall Street Systems IPH AB - Confidential 5 Using Process Monitor 5.4 Installing Process Monitor 5.3.1.2 Complex case The next diagram shows a more complex case: EITHER: Windows: pm_admin or pm_cmd OR: Unix: pm_cmd SERVER 1 Unix/ Windows: pmsd pmad > pm_cmd SERVER 2 Unix/ Windows: Corporate network pmad Top machine: Administration is being done on a separate machine, and this can be either a Unix machine running the command line admin program pm_cmd, or a Windows machine running pm_cmd or the Process Monitor Admin Console. Servers 1 and 2: One can be running Unix, the other Windows. Each server is running Wallstreet Suite processes/services, and therefore must have pmad installed. Server 1 also has pmsd, but pmsd could have been installed on any one of the three machines, or even on a fourth machine. They are all interconnected via a network, and the Process Monitor traffic is encrypted. 5.4 Installing Process Monitor All Process Monitor components can be installed on Windows and/or UNIX-based computers, except the graphical administration console which can only be installed on a Windows PC. There is one Process Monitor installation package per Wallstreet Suite-compliant operating system (for example, Itanium, Sun-Solaris, and Windows). System Administration Guide 55 5 Using Process Monitor 5.4 Installing Process Monitor 5.4.1 Installation under Windows using the Suite Installer If you use the Suite Installer to install Wallstreet Suite, Process Monitor is downloaded and installed as part of the Suite Installer installation process. Also, by default, pmad and pmsd are installed as Windows services. To disable them, edit the file shared\components\pmm\config.properties, and set this parameter to false: pmm.create.windows.services=false pmad and pmsd Windows service names can be set using following parameters : pmm.pmsd.service.name="Wallstreet Suite - pmsd" pmm.pmad.service.name="Wallstreet Suite - pmad" 5.4.2 Downloading the Process Monitor packages Do the following: 1. From the Wall Street support site, download one or more Process Monitor packages, depending on the operating system(s) used in your Wallstreet Suite installation. 2. Copy and expand the relevant package to a suitable directory on each computer in your Wallstreet Suite installation. Note: From now on, we use installDir to represent the path to the pmm folder: the top level Process Monitor folder after you have expanded the package. 5.4.3 Configuring pmsd and pmad Depending on which platform(s) you are configuring Process Monitor on, see 5.4.3.1 Windows environment on page 56 or 5.4.3.2 UNIX environment on page 58. 5.4.3.1 Windows environment 5.4.3.1.1 Configuring the Process Monitor Service (pmsd) This is required on only one of the Wallstreet Suite servers. 1. Configure an SSL private key certificate. Name these files pmsd_cert.pem and pmsd_key.pem and overwrite the default demo key and certificate in the installDir/etc/conf/certs directory. 2. Open a Windows Command Prompt, go to the installDir\bin directory and enter the command: pmsd.exe --unregister The --unregister flag checks for a previously registered Process Monitor Service on this computer. If no such Service was registered, a warning is generated. Dismiss the warning and continue. Otherwise, the command unregisters the service. Any existing Process Monitor files are not removed. 3. To register pmsd as a Windows service, enter the command: pmsd.exe --register --home "installDir" [--port port] where: port is the port that will accept connections from the Admin Console application (the default is 8884). 4. You can start pmsd either as a process or a Windows service. Normally, you run it as a process for debugging purposes, then run it as a Windows service once it is working correctly. 56 © Wall Street Systems IPH AB - Confidential 5 Using Process Monitor 5.4 Installing Process Monitor – As a Windows service: open the Windows Control Panel, select Administrative Tools - Services, and start the Process Monitor Service Daemon. – As a process: to start pmsd in debugging mode (which writes log-file entries to the console), open a Windows Command Prompt, change to the installDir directory, and run pmsd_debug.bat. You should edit the script to configure your specific port if it is different from 8885. 5.4.3.1.2 Automatically starting up processes If you want all Wallstreet Suite processes that are flagged as "auto-start" to be started when pmsd is launched (either as a process or a Windows Service), do the following: 1. Open the file %FK_HOME%\sharedconf\components\pmm\config.properties, and ensure that the following line appears: – If pmsd is to be run as a process: pmm.process.auto_start=true – If pmsd is to be run as a service: pmm.pmsd.service.process.auto_start=true 2. Run the Suite Installer reconfigure command, as described in the WSS Suite Installation Guide. Here is an example: %si% reconfigure -i installation_directory -e env_name -n env_number 5.4.3.1.3 Configuring the Process Monitor Agent (pmad) 1. Configure an SSL private key certificate. Name these files pmad_cert.pem and pmad_key.pem and overwrite the default demo key and certificate in the installDir/etc/conf/certs directory. 2. Open a Windows Command Prompt, go to the installDir directory and enter the command: pmad.exe --unregister The --unregister flag checks for a previously registered Process Monitor agent service on this computer. If no such service was registered, a warning is generated. Dismiss the warning and continue. Otherwise, the command unregisters the service. Any existing Process Monitor files are not removed. 3. To register pmad as a Windows service, enter the command: pmad.exe --register –-home "installDir" [--port port] where: port is the port that will accept connections from Process Monitor Service (the default is 8885). : Note: No connection to pmsd is possible if this port is not identical to the one specified in the configuration file pmsd_config.xml. See XXX. 4. You can start pmad either as a process or a Windows service. Normally, you run it as a process for debugging purposes, then run it as a Windows service once it is working correctly. – As a Windows service: open the Windows Control Panel, select Administrative Tools - Services, and start the Process Monitor Agent Daemon. – As a process: to start pmad in debugging mode (which writes log-file entries to the console), open a Windows Command Prompt, change to the installDir directory, and run pmad_debug.bat. You should edit the script to configure your specific port if it is different from 8885. Repeat this process for all Windows computers in your Wallstreet Suite system. System Administration Guide 57 5 Using Process Monitor 5.4 Installing Process Monitor 5.4.3.2 UNIX environment 5.4.3.2.1 Configuring the Process Monitor Service (pmsd) This is required on only one of the Wallstreet Suite servers: 1. Configure an SSL private key certificate. Name these files pmsd_cert.pem and pmsd_key.pem and overwrite the default demo key and certificate in the installDir/etc/conf/certs directory. 2. Configure your pmsd.sh script – It is recommended to start and stop the Process Monitor service using the pmsd.sh shell script. You may customize this script with your own parameters. – You can set the debugging mode (DEBUG=”--debug”) which writes log file entries to the console, and change the PORT variable (default 8884) on which pmsd will accept connections from the administration interface (pm_admin/pm_cmd). 3. Start the Process Monitor service through your system’s start mechanism. To start, go to the installDir directory and type: ./pmsd.sh start To stop, type: ./pmsd.sh stop 5.4.3.2.2 Automatically starting up processes If you want all Wallstreet Suite processes that are flagged as "auto-start" to be started when pmsd is launched, do the following: 1. Open the file $FK_HOME/sharedconf/components/pmm/config.properties, and ensure that the following line appears: pmm.process.auto_start=true 2. Run the Suite Installer reconfigure command, as described in the WSS Suite Installation Guide. Here is an example: python $SIPM_HOME/tpm.py reconfigure -i installation_directory -e env_name -n env_number 5.4.3.2.3 Configuring the Process Monitor agent (pmad) 1. Configure an SSL private key certificate. Name these files pmad_cert.pem and pmad_key.pem and overwrite the default demo key and certificate in the installDir/etc/conf/certs directory. 2. Configure your pmad.sh script – It is recommended to start and stop the Process Monitor agent using the pmad.sh shell script. You may customize this script to your own parameters. – You can set the debugging mode (DEBUG=”--debug”) which writes log-file entries to the console and change the PORT variable (default 8885) on which pmad will accept connections from pmsd to the value that you configured in pmsd_config.xml. 3. Start Process Monitor agent through your system’s start mechanism. To start, go the the installDir directory and type: ./pmad.sh start To stop, type: ./pmad.sh stop 58 © Wall Street Systems IPH AB - Confidential 5 Using Process Monitor 5.5 Security considerations 5.4.3.3 Configuring the Process Monitor admin Edit the admin.sh file and set the PORT variable (default 8884) to the port on which pmsd is listening for connections (see Configuring the Process Monitor Service), and by changing the HOST variable (default localhost) to the address of the host on which you have configured pmsd. 5.4.3.3.1 Configuring the Process Monitor Admin Console Edit the Admin.bat file and replace the port (default 8884) by the one you have used in your pmsd setup, and by changing the host address (default localhost) to the host address of the computer on which you have installed pmsd. 5.5 Security considerations 5.5.1 Controlling access The following components enable security specialists and system administrators to control access and processes based on the roles assigned to users and the permissions required to log into or start applications. • You may create an agent_ .accounts for a Windows-based agent in the installDir/etc/conf/private directory of the pmsd installation. This accounts file allows you to configure window processes to be launched under explicit credentials (other that the pmad’s account credentials which is the default). • When confidential or sensitive parameters, such as a privileged account’s password, is needed for a process under Process Monitor’s management, you can create a file env_ .secret in the installDir/etc/conf/private directory to make that information available to privileged administrators while preventing system operators and other users from seeing it. See 5.6.1 Setting up configuration files on page 61 for more information about the accounts and secret files. Keep in mind these additional security considerations: • The file pmsd_passwd,located in installDir/etc/conf/private, contains user names and • The Process Monitor agents must run under a sufficiently high privileged account to enable them to read and write data as well as launch and stop the processes that they manage. • pmsd’s core configuration file pmsd_config.xml enables you to identify which users are allowed to edit the configuration and who, as operators, are allowed only to start or stop processes. Users with edit permission automatically have “manage” rights, and users having a valid login to pmsd have the right to view the status of any system environment. User names referred to in the configuration file must exist at runtime. (User names, stored in the pmsd_passwd file, are created in the administration console.) In an initial installation, one user with id admin and password password is provided. The password of the admin user should be changed on the first connection. For more information, see 5.6.2 pmsd_config.tmpl on page 62. • Only unauthenticated Simple Mail Transfer Protocol (SMTP) transport is supported by Process Monitor for mail notifications. the associated passwords in encrypted form. Removing the entries for a user prevents that user from using the administration console. For that reason, access to the working directory should be restricted to privileged users. 5.5.2 Setting up private key certificate authentication Each computer running pmsd and/or pmad requires private key certificate authentication. Contact your local Certificate Authority to obtain and install this protection. System Administration Guide 59 5 Using Process Monitor 5.5 Security considerations 5.5.2.1 Installing and configuring a test private key certificate While operating Wallstreet Suite and Process Monitor in a test environment, you can use a test (temporary) private key certificate for 60 days. To obtain the temporary key and certificate, you will need openssl, which is distributed with TRM and also obtainable as a downloadable package from http://www.openssl.org. The file testsslconfig.txt provided with openssl contains a default certificate configuration and may be edited for tailoring it to your test environment. To create the temporary private key certificate: 1. Install the full openssl package. 2. Set up the path to the installed directory where openssl.exe is located. 3. Run the utility create key&cert.bat. The files newkey.pem and newcert.pem are created. 4. Rename those newly created files to: For the service: pmsd_key.pem and pmsd_cert.pem For an agent: pmad_key.pem and pmad_cert.pem. 5. Copy the newly renamed files to the installDir/etc/conf/certs directory. 6. For each additional set of agent files needed, rerun the utility, rename the files, and copy them to the working directory set up for pmad on that agent’s computer. 5.5.3 Setting up .NET security Before running pm_admin.exe which is located on a shared network drive (\\ \...\pmm\ _admin.bat) on a local Windows PC, set up .NET Security as in the following example: 1. Raise the .NET security level for the local intranet group. – Access Control Panel/Administrative Tools/Microsoft .NET Framework 1.1 Wizards – Click Adjust .NET Security – Select Local Intranet – Move slider to Full Trust 2. Include the remote host (which hosts pm_admin.exe) in your Local Intranet group 60 – Access Control Panel/Internet Options/Security tab – Click Local intranet © Wall Street Systems IPH AB - Confidential 5 Using Process Monitor 5.6 Configuring Process Monitor – Turn on the Include settings as in this example: 5.6 Configuring Process Monitor After installing its components, you must configure Process Monitor by setting up the following: • Configuration files that define parameters for Process Monitor components and operations • User IDs and passwords for users of the administration monitor. 5.6.1 Setting up configuration files The following files are used to configure Process Monitor: • pmsd_config.xml, the core configuration file, located in installDir/etc/conf, defines global parameters for Process Monitor. This file identifies the location of agent (pmad) computers, the system environments, the mail server for dispatching notifications, and access rights for Process Monitor administrators. See 5.6.2 pmsd_config.tmpl on page 62 for more information on this file. • agent_ .accounts, an optional file to be created in the installDir/etc/conf/private directory for any Windows agent, provides the means to identify user accounts on each agent computer. (Mechanisms available on UNIX do not require the explicit knowledge of account passwords.) These accounts can be used to launch processes with a better control on their access rights within their host. System Administration Guide 61 5 Using Process Monitor 5.6 Configuring Process Monitor Specify each user account on its own line in the file using the following syntax: id=accountRef,userid=windowsUserID,password=userPassword The user ID (windowsUserID) and password (userPassword) combination must already exist as a user account on the agent’s Windows computer. Assign an ID (accounReft) to this user account, and use that ID as the value of the tag’s account attribute to identify the user account to apply to the process. For more information, see the tag. • env_ .xml defines specific parameters for the named system environment. The configuration identifies the processes that make up the system environment and their monitoring and management parameters as well as their interdependencies. See 5.6.3 env_ .xml on page 63 for more information on this file. This configuration file is required for each system environment to be monitored by Process Monitor. • env_ .secret is an optional, “secret” file in the installDir/etc/conf/private directory, in which you can store confidential or sensitive parameter values for the named system environment. Any string in the form [< >] appearing in command parameters, environment variables, or stdio interactions within the named system environment is substituted by a defined secret value without making it visible to the operator. For example, to configure the batch user password 1A2B3C4Z (which you want to conceal from users), add the following line to the secret file: MYPASSW=1A2B3C4Z Then, to access that password, use the string [$(MYPASSW)]. • override.settings allows you to specify higher values for parameters related to the communication protocol between monitor and agents. Create a file named override.settings in the etc/conf directory, and specify the new values, each on a separate line. The currently supported settings are: AgentInitialPacketSize= AdminInitialPacketSize= AgentCommandTimeout=
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