GCB 6 Administration Guide

CurveBuilder

Release 6

Administration Guide

Copyright

Published: April 2021Edition: 1

The content in this document contains confidential or proprietary information and is subject to change without notice. All content in this publication is copyright of Enverus unless otherwise explicitly stated. No part of this document may be reproduced or transmitted in any form or by any means (electronic or mechanical, or by photocopying, recording or otherwise), without the prior consent of Enverus.

The screenshots and graphics are representative of those created by the software and may not be exact copies of what is displayed.

Enverus, the Enverus logo, DataManager, CurveBuilder, DataLoader, LiveConnect and DataHub are brand names, trademarks or registered trademarks of Enverus. All other brand names and trademarks are the properties of their respective companies.

Copyright © 2021 All rights reserved.

http://www.enverus.com/

Contents

Introduction 1CurveBuilder Administration 1

Getting Started 2Registering a Server 2Federated Authentication 7Import / Export of Server Registration Details 8Cloning Server Registration Details 12Connecting to the GCB Server from the Client 13Changing your Password 18Disconnecting from the GCB Server 20

Setting Preferences 21Environment Settings 22

Formatting Settings 25Error Reporting Settings 27

DataChart Viewer Settings 28Curves Settings 29Statuses Settings 30Data Chart Settings 31Data Grid Settings 32Range Scale Settings 33

Import Export Settings 34Code Editor Settings 36Setting Visual Themes 37

Menu Settings 40Docking Panes Settings 42Workspace Settings 44Task Panel Settings 46Others Settings 47

Data Import and Export 48Importing Data 49

Import Configuration Parameters 50Exporting Data 52Editing a Saved Import Job 56Editing a Saved Export Job 57

i

Types Manager 58Calendar Types 60

Holiday Calendars 62Expiry (Rollover) Calendars 66

Expiry Calendar Options 67Standard Expiry Calendars 73

End of Month Rollover Calendar (REOM) 75Specific Day of Month Rollover Calendar (RDOM) 79Beginning of Month Rollover Calendar (RBOM) 85Beginning of Delivery Rollover Calendar (RBOD) 89End Of Delivery Rollover Calendar (REOD) 92Last Weekday of Month Rollover Calendar (RLAST) 95Ordinal Weekday of Month Rollover Calendar (RORD) 100Days from End of Month Rollover Calendar (RDFE) 104EFA - UK Power Rollover Calendar (REFA) 108Rollover Split Month (RSPLIT) 110

Manual Expiry Calendars 113Financial Expiry Calendars 115Combined Calendars 116Creating a New Calendar Type 118

Defining Holiday Calendar Rules 120Defining Trading Calendar Rules 121

Editing an Existing Calendar Type 123Deleting a Calendar Type 124Period Codes 125

Absolute to Relative Conversion 130Finalizer Types 138

Creating a Finalizer Profile 141Fail Finalizer Services 146

Build Fail Finalizer Service 147Email Fail Handler Finalizer Service 148Script Runner Fail Handler 149Use Previous Data Fail Finalizer Service 150

Manual Service 152Email Action Manual Finalizer Service 153

Output Services 154Email Output Service 155Excel Email Output Finalizer Service 156ForceRebuild Output Finalizer Service 158

ii

Generic Output Finalizer Service 159Script Runner Output Service 161Stale Report Output Finalizer Service 162Validation Report Output Service 163

Editing a Finalizer Profile 166Deleting a Finalizer Profile 167

Unit Types 168Creating a New Unit Type 169Unit Types Attributes 171Editing a Unit Type 175Deleting a Unit Type 176

Reports in Types Manager 177Viewing the Entity Report 178Viewing the History Report 179

Server Administration 180Server Admin Interface 183About Companies 184

Creating a New Company 185Editing Company Details 190

About Workgroups 191Creating a New Workgroup 192Editing a Workgroup 195Deleting a Workgroup 196

About Users 197Creating a New User 199Editing User Details 204Deleting a User 206Resetting a User's Password 207Viewing a User's Policies 208

About Policies 210Policy Listing 211Permission Levels 217Options for Defining Policies 219

About Policy Groups 223Creating a New Policy Group 224Editing a Policy Group 230Deleting a Policy Group 232

Viewing the Security Relationships 233Getting Help 234

iii

Help Resources 234Contacting Support 235PDF Resources 236Documentation Feedback 236

iv

Introduction

CurveBuilder Administration

These CurveBuilder administration tools are accessed from the Tools tab.

l Export / Import: To export or import a data file.

l Types Manager: To create and manage calendars, finalizer profiles and units.

l Server Administration: To set security and user access.

l Options: To set default preferences.

Ribbon Icon Option Description

DataExport To export data to file.

Import To import a data file.

Manage Types Manager To create and manage various data types.

Administration

Server Administration

To set up companies, users, workgroups and policy groups for security and user access.

Audit Manager This functionality is not yet available.

My Policies To view the URI policies and permissions for your user.

Customize Options To view and set default preferences for the environment, data chart viewer, visual themes, etc.

Introduction Page | 1

Chapter 1

Getting Started

Registering a Server

You need to register at least one GCB server before you can establish a connection. Any new servers that you register are accessible when connecting to GCB using the Client application or CurveBuilder ExcelAdd-In or the client APIs.

You can apply different colors to server names to differentiate the servers, e.g. Production from Development servers. The server name is displayed in the selected color in the server listing.

Additionally, a colored bar is displayed below the ribbon bar when connected to that server.

Getting Started Page | 2

Chapter 2

When registering a server, you need to specify the authentication method required for the user and enter any required details. You may also need to enter proxy information to connect outside of your local intranet. Specific proxy server details for an individual server are specified on the Registrations tab. Alternatively, if all registered servers have the same proxy, you can add the proxy server details on the Advanced tab. You can also import and export server registration settings and clone an existing server registration.

Using Server Registrations you can:

l Register a new server

l Configure advanced server settings

l Import and export server registration settings

l Clone server registration settings

Registering a Server Page | 3

CurveBuilder 6 | Administration Guide

TO REGISTER A NEW SERVER

1. To display the Server Registrations window:

GCB Client

l On the Home tab, select the Connect drop-down arrow and select Server Registrations. l In the Task Manager pane, select Server Registrations. l On the Connect dialog box, select Options >>.

The Server Registrations dialog box is displayed, listing any registered servers.2. Click New to add a server.

3. Enter the Server url, in the format <http(s)://<hostname>:<port number>.a. In the Name field, enter a name to identify the server.

b. Under Type, select the authentication to be used for when connecting to the server, reflecting the Login type set up for your user.

l Select Windows Authentication to log in to using your Windows user credentials.

l Select Genic Authentication to log in using user credentials provided by Enverus. l Select IP authentication to log in with just a user name, validating the user against the

configured IP address range.

l Select Federated Authentication to log in with single sign-on (SSO) using the user's single authentication token.

c. Enter the appropriate Username and Password for the selected authentication.



d. If required, enter the name of the proxy server and port number. This may be necessary if you are connecting to a server through a firewall.

e. (Optional) Click Test Connection to validate the connection.

f. If appropriate, click Set Default to set this server as the default server for connection.

Note: Where multiple servers are listed, the selected default server is displayed in bold in the server listing.

g. Click Save and then OK to exit the window.

TO CONFIGURE ADVANCED SERVER SETTINGS

If all registered servers use the same proxy server, you can add the proxy server details on the Advanced tab.

Note: If you are connecting to a server through a firewall, you may need to specify the proxy server and port details.

1. In the Server Registrations dialog box, click the Advanced tab.

2. In the Proxy server field, enter the server name to specify the proxy server. 3. In the Proxy port field, enter the port number. 4. If required, amend the Connection timeout period to specify a different timeout (in seconds) after

which the connection times out.

5. The Enable compression option is checked, by default. This option can improve the connectivity performance when connected to remote networks. Uncheck this box, if not required.



Note: Ensure that the Enable compression option is configured on the remote server to which you are connecting.



Federated Authentication

Federation refers to a set of common standards and protocols for mapping user identities across organizations via trust relationships. Enverus exposes an intermediary service, or broker, that provides support for two protocols:

l SAML v2.0

l OpenID Connect v1.0

The authentication mechanism used within the security domain is at the discretion of each organisation, be it an LDAP server, Active Directory, multi-factor authentication, etc.

Federated users are re-directed to their respective identity providers (IdP) when attempting to log in to the Enterprise Data Management (EDM) platform. They are never prompted for credentials by the Enverus identity broker. If Single-Sign On (SSO) is supported by the IdP, users are not required to re-enter their credentials; the IdP detects that there is an active session for that user and validates the authentication request on the user’s behalf.

This first time a federated user logs in on the Enverus T&R platform, the identity broker creates a local identity for this user and links the external identity to it. Only the user’s principal name and email address are mapped from the external security token and stored as local user attributes.

Authorization

Security restraints are enforced at the product level, and entitlements are populated from the user´s GCB workgroups. Therefore, an account must exist in GCB for each federated user, and the GCB username must match the user principal name from the external security domain. This is the username that is imported from the SAML assertion or OIDC ID token at first login, and the value of the preferred_username claim on the access token generated by the identity broker.

Federated Authentication Page | 7


Import / Export of Server Registration Details

On the Advanced tab of the Server Registrations dialog box, you can Import the registered servers details from an XML file or from earlier versions of the GCB Client. You can also Export the existing server registration settings to an XML file.

Import / Export of Server Registration Details Page | 8


TO IMPORT SERVER REGISTRATION SETTINGS

1. In the Server Registrations dialog box, select the Advanced tab.

2. Click on the Import drop-down.

3. From the drop-down, you can either select:

l From File: to import from an XML file. l From Previous Versions: to import settings from previous versions of the GCB Client.

a. If you select From File, the Import dialog box is displayed.

i. Navigate to and select the required file.

ii. Click Save.

iii. The Import Server Registrations dialog box displays the server details. By default, all server registration entries are checked.

iv. Uncheck the boxes for any server registration details that you do not want to import.

b. If you select From Previous Versions, the Import Server Registrations dialog box displays the server details from the previous GCB version(s).



4. Optionally:

l Check the Import advanced settings box to include any settings detailed on the Advanced tab when importing the server registration details.

l Check the Overwrite registrations with same name to replace any existing server registration details which have the same name as the registration details being imported.

5. Click OK to import the server registration details.



TO EXPORT SERVER REGISTRATION SETTINGS

1. In the Server Registrations dialog box, click the Advanced tab.

2. Click Export to display the Export dialog box.3. Browse to the location where you want to save the export file.

4. Enter a File Name and click Save to export the details. The Export Server Registrations dialog box is displayed with server details.

5. Uncheck the boxes for any server registration details that you do not want to export. By default, all server registration entries are checked.

6. Optionally:

l Check the Export advanced settings box to include the settings detailed on the Advanced tab when exporting the server registration details.

l Check the Overwrite registrations with same name to replace existing server registration details which have the same name as the registration details being exported.

l Check Include passwords to export the settings along with the password details.7. Click OK after making the required selections to export the server registration details.



Cloning Server Registration Details

You can clone an existing server connection entry to duplicate it and then amend, as required.

This may be useful if you want to create multiple server registrations for the same environment with different user names.

TO CLONE SERVER REGISTRATION DETAILS

1. With the Server Registrations window displayed, highlight the server that you want to clone from the Servers list.

2. Click Clone. 3. Enter a new name for the server.

4. Amend the server details, as required.

5. Click Save. The cloned server details are listed in the Server list.

Cloning Server Registration Details Page | 12


Connecting to the GCB Server from the Client

Once you have registered one or more GCB servers, you can log in to connect to the server. You also have the option to change your password.

Important: If the required server has not been registered, refer to Server Registration for details.

Default Connection OptionsYou can set various default server connection options under Options > Environment > Settings.

Connecting to the GCB Server from the Client Page | 13


At startup optionThis option enables you to specify the default action when the application is launched.

From the drop-down, you can select to:

l Show Connection dialog box

l Load last workspace

l Show an empty environment

Auto connect at startup optionWith this option set to Yes, an automatic connection to the default server is made when GCB is opened.

For connection to the server to be automatic, ensure:

l The Auto connect at startup option is set to Yes. l A default server is specified. This can be done by clicking Options >> on the Connect dialog. l The specified default server is running and can be accessed.

l The Show Connection dialog at startup box on the Connect dialog is unchecked.

Show server connection status alertWith this option set to Yes, the Server / WebSocket icon on the client status bar, shows the real-time status.



Auto check server connections optionWith this option set to Yes, the server status is displayed in the Connect window, indicating whether or not it is running.

Show warning on disconnect optionWith this option set to Yes, a warning message is displayed, prompting for confirmation, when you disconnect from the server.



TO CONNECT TO GCB1. Select Start > All Programs > DataGenic.

2. Expand the DataGenic folder and select GCB 6.The CurveBuilder window is displayed, with the Connect dialog box listing any registered servers.If the Connect dialog box is not displayed, do one of the following to open it:

l Click Connect on the Home tab. l Click Connect on the Task Manager pane.

Note: If the Show this connection dialog at startup option is unchecked, the Connect dialog is bypassed and you are automatically connected to the server to which you were previously connected.

Note: If required, you can click on Options >> to add a new server and to view and amend the existing server registration details.



3. If you have previously connected to the required server, you can click on the Connect split-button drop-down and select the server from the list displaying the last five server connections.

Alternatively, select the required Server from the Connect dialog box and click Connect.

The connection progress status is displayed in the Connect dialog box.

Once a connection has been established, the full GCB client application is enabled and the Connect option switches to Disconnect.



Changing your Password

When you first log in to GCB, you may be prompted to change your password. You can also use the Change Password option to change your existing password.

Note: Administrators and other users with the appropriate permissions can also reset user passwords. When a user's password is reset, the user is prompted to enter a new password when they next log in.

TO CHANGE THE PASSWORD

1. To change your password, do one of the following:

l On the Home tab, click on the Connect / Disconnect split-button drop-down and select Change Password.

l With the connected server node highlighted in the Folders pane, select Change Password in the Task Manager pane.

Changing your Password Page | 18


The Change Password dialog box is displayed.

2. Enter your existing password.

3. Enter the new password, retype it to confirm and click OK. Click here for guidance on password creation.

Changing your Password Page | 19


Disconnecting from the GCB Server

When you disconnect, any active GCB windows are closed and you are disconnected from the server, although the application remains open.

TO DISCONNECT FROM GCB1. To disconnect, do one of the following:

l In the GCB application, click Home > Disconnect. l Click Disconnect in the Task Manager.

A message box is displayed, prompting for confirmation to disconnect.

2. Click Yes to log out from the application.

TO EXIT FROM THE GCB APPLICATION

l Click File > Exit.

Any open windows are closed prior to exiting the application.

Disconnecting from the GCB Server Page | 20


Setting Preferences

Under Options, you can view and modify the default preferences and settings for the display and behavior of the GCB client application. The Options icon is accessed on the GCB main menu.

Important: You may need to disconnect and re-connect for changes to the default preferences to be reflected.

TO VIEW AND AMEND DEFAULT SETTINGS

1. Select Options on the GCB main menu to display the Options dialog box.

2. Select the required option and set your preferences for:

l Environment

l DataChart Viewer

l Import Export

l Code Editor

l Visual Themes

Note: For many settings, you can click on the Reset button to revert the settings for the displayed options back to the original values.

3. Either click Apply to save the changes or OK to save the changes and exit the window.

Setting Preferences Page | 21

Chapter 3

Environment Settings

The following diagram displays the Environment options, used to set general default preferences for the client application.

In addition to the main environment preferences, you can specify settings for:

l Date, time, currency and OnDates formatting

l Error reporting

Environment Settings Page | 22


The following tables detail the main Environment settings.

General

Option Description

Default page size Specifies the number of models to be displayed per page in the Explorer tab.

Search page size Specifies the number of models to be displayed per page in the search window.

Report page size Specifies the number of rows to be displayed per page in a report window.

Default search filters view

Specifies the default view mode for the search filters. The options available are Simple, Compact and Standard.

Default long-running process timeout Specifies the default timeout in seconds for long processes.

Default history days Specifies the default number of history days considered when running the validation.

Maximum debug sessions

Specifies the maximum number of debug sessions that are retained for a test case. The default number is 5 and the maximum is 50.

Startup

Option Description

At startup Determines what is displayed when GCB is started.

CachingSpecifies whether pre-caching or caching on demand is used. If you select either of the Pre-cache options, the time taken to initially connect to the server will be increased.



Settings

Option Description

Auto connect at startup Specifies whether to automatically connect to the default server at startup.

Show server connection status alerts Specifies whether server / socket connection status alerts are shown.

Auto check server connections

Specifies whether to automatically check all the connections for configured servers.

Show warning on disconnect

Specifies whether to display a confirmation dialog box when disconnecting from the server.

Character casing for codes and identifiers Specifies the character case for codes: Upper, Lower or Normal.

Remember each window's view settings

Determines whether to save and restore the size and position of each window after you log out and log in again.



Formatting Settings

This option allows you to customize the format for the date, time, currency and OnDates. The following diagram displays the Formatting options.

The following tables detail the Formatting settings.

Date Formats

Options Description

Short date format Specifies format to display the dates in short form, e.g. 25/02/2016.

Date separator Selected date separator.

Short date sample Displays a short date in the selected date format.

Long date format Specifies format to display the dates in long form, e.g. Feb 25, 2016.

Long date sample Displays a long date in the selected date format.

Formatting Settings Page | 25


Currency Formats

Options Description

Currency symbol Specifies the default currency separator.

Decimal Specifies symbol for decimal separator.

Grouping Specifies symbol for grouping.

Currency format positive Determines the display of positive currency amounts.

Currency format negative Determines the display of negative currency amounts.

Positive currency sample Displays an example of positive currency format.

Negative currency sample Displays an example of negative currency format.

Time Formats

Options Description

Time format Specifies format to display the time, e.g. HH:mm:ss.

Time separator Specifies time separator.

Time sample Displays an example of time format.

On Date Formats

Options Description

Date format Specifies date format for onDates.

Day format Specifies day format for onDates.

Date sample Displays an example of Date format.

Day sample Displays an example of Day format.

Formatting Settings Page | 26


Error Reporting Settings

This option allows you to specify how error reporting should be handled and whether they should be reported back to Enverus. We strongly recommend that this option should be enabled.

The following diagram displays the Error Reporting dialog box.

Error Reporting Settings Page | 27


DataChart Viewer Settings

This option enables you to set preferences for the display and behavior of the DataChart.

The following table details the main DataChart Viewer settings.

Option Description

Tool Tip styleSpecifies the appearance of the tool tip:

Standard or Balloon style.

Show save confirmation dialog

When saving changes, determines whether you are prompted for confirmation and a reason for the modification.

Using DataChart Viewer settings, you can specify settings for:

l Curves

l Statuses

l DataChart

l DataGrid

l Range Scale

DataChart Viewer Settings Page | 28


Curves Settings

This option enables you to set preferences for the display and behavior of the Chart Viewer. The following diagram displays the options available.

The following table details the Curve Viewer settings.

Option Description

General

Data chart view Specifies whether the chart, grid or both are displayed in the viewer, by default.

Data grid placement Specifies the default placement of the data grid; Bottom, Top, Right or Left.

Behavior Specifies the default behavior to be used for the curve viewer: Simple, Standard or Extended.

Curves Settings Page | 29


Statuses Settings

This option enables you to customize the appearance and behavior of the display of the various status indicators.

The following diagram displays the options available.

You can assign various colors to easily visualize the different data statuses and specify which status indicators are displayed in the data grid.

Statuses Settings Page | 30


Data Chart Settings

This option enables you to set preferences for the display and behavior of the data chart. The following diagram displays the options available.

You can select default preferences for the chart types, theme, palette, fill method, header, footer, labels, legends and its position. You can also specify the required behavior for the drag point, rotation, rendering mode and whether to enable 3D, zoom history and zoom animation.

Data Chart Settings Page | 31


Data Grid Settings

This option enables you to set preferences for the display and behavior of the data grid. The following diagram displays the options available.

You can define the colors that are used in the cell display.

Data Grid Settings Page | 32


Range Scale Settings

This option enables you to set preferences for the display and behavior of the range scale. The following diagram displays the options available.

You can define the colors that are used to highlight the range scale and set a preference for whether the range scale is automatically filled. You can also specify the default behavior for AutoFill.

Note: The AutoFill option determines whether the number of bands displayed in the range scale automatically fits the entire width available or only fits to the text displayed in each band.

Range Scale Settings Page | 33


Import Export Settings

This option enables you to customize the default Import / Export settings. The following diagram displays the options available.

Import Export Settings Page | 34


The following table details the Import Export settings.

Option Description

Import

Enable interactive mode Specifies whether interactive mode is enabled during import, by default.

Ignore errors Specifies whether to ignore errors while importing.

Default timeout Specifies the default timeout period for the import process.

Export

Enable interactive mode Specifies whether the interactive mode must be enabled during export.

Ignore errors Specifies whether to ignore errors when exporting.

Default timeout Specifies the default timeout period for the export process in seconds.

Include curve dependents

Specifies whether to include curve dependents when exporting curve models.

Include curve dependencies

Specifies whether to include curve dependencies when exporting curve models.

Import Export Settings Page | 35


Code Editor Settings

This option enables you to customize the settings for the code editor. The following diagram displays the options available.

The following table details the Code Editor settings.

Option Description

GeneralShow line numbers Specifies whether to show line numbers in the code

editor.

Highlight current line Specifies whether to highlight the current line in the code editor.

TenorsEnable word wrap Specifies whether to use wrap long lines in the code

editor.

Show word wrap glyph Specifies the display of the glyph icon when long lines are wrapped in the code editor.

Code Editor Settings Page | 36


Setting Visual Themes

This option enables you to set preferences for the behavior of the tree, list and grid views and whether to enable smart and intelligent features for menus, dialogs and drop-down lists.

When you enable Intelligent features for menus, dialog box and drop-downs, the frequently used menu, dialog box or drop-down is listed at the top level and those items which are rarely used or unused are listed at the bottom or hidden automatically. The following diagram displays the options available.

Using Visual themes, you can specify settings for:

l Menus

l Docking panes

l Workspace

l Task panes

l Others settings

Setting Visual Themes Page | 37


The following table details the main Visual Themes settings.

Option Description

General

Themes Determines the theme that is used for the application, using themes from different versions.

Color scheme Specifies the color scheme for the current theme.

Use theme colors Specifies whether to use the default colors defined by the current theme.

Use theme styles Specifies whether to use the default styles defined by the current theme.

Use system fonts Specifies whether system fonts are used.

Trees, Lists and Grids

Allow column reorder Determines whether tabular columns in lists and grids can be re-ordered.

Enable hot tracking Specifies whether hot tracking is enabled, where the color of the text or tab changes with mouse hover.

Enable hover selectionSpecifies whether the option is enabled to automatically select the items in the list or tree with mouse hover.

Enable label wrap Determines whether the column text is wrapped when longer than two lines.

Enable single selectionDetermines whether the single-expand option is enabled, where the selected node expands and the node being unselected collapses.

Hide selection Determines whether the highlighted item is hidden or shown, when the control does not have the focus.

Show grid Lines Specifies whether grid lines in lists and grids are displayed.



Option Description

Smart and Intelligent features

Automatic completion

Determines the completion mode for drop-down lists and text boxes.

None: auto complete is disabled.

Suggest: Displays drop-down list with one or more suggested entries, based on entered characters.

Append: Field is automatically populated with the first available entity starting with the entered character(s).

Suggest and Append: This is the default option. The field is automatically populated with the first available entity starting with the entered character(s) and a drop-down list of all suggested entries is also displayed.

Intelligent menus

Determines whether intelligent menus are enabled, where frequently used options are displayed at the top of the listing and unused menu commands are automatically hidden.

Smart dialogsDetermines whether smart dialogs are enabled, where the dialog saves and restores the previous selection.

Smart drop-down listsDetermines whether smart lists are enabled, where the lists remember the column order, visibility and sorted state.



Menu Settings

Using this option, you can customize how the menu items appear and behave. The following diagram displays the options available.

Menu Settings Page | 40


The following table details the Menu settings.

Option Description

Appearance

Show shadows under menu icons

Specifies whether a shadow is displayed for icons displayed in the menus and toolbars.

Show shadows under popup menus

Specifies whether a shadow is displayed under popup menus.

Settings

Enable alt+drag customization

Determines the use of Alt key to drag menus and toolbar buttons to relocate them is enabled.

Show accelerator tool tips

Determines whether keyboard tips for menus and toolbars are displayed when ALT key is pressed.

Show context menu accelerators

Determines whether keyboard shortcuts are displayed in context menus.

Show status bar Specifies whether the status bar is displayed.

Show navigation bar Specifies whether the navigation bar is displayed.

Menu Settings Page | 41


Docking Panes Settings

This option enables you to set pane preferences. The following diagram displays the options available.

Docking Panes Settings Page | 42


The following table details the Docking Panes settings.

Option Description

Appearance

Highlight active caption Specifies whether the header or the caption bar of the active pane is highlighted.


Show pane icons Determines whether the icons for the pane tabs are shown.

Use luna colors Specifies whether Luna colors are used for the docking panes.

Use OneNote colors Specifies whether One Note colors for the pane tabs are enabled, such that every tab is brightly colored

Settings

Enable alpha docking context

Specifies whether to show area docking pane will occupy in grey as the pane is dragged to a new location.

Enable sticky floating frames

Determines whether floating panes snap to the edges of the screen, other floating panes and open applications when dragged to dock.

Show contents while dragging

Determines whether to display contents of pane whilst it is being dragged. Otherwise, the pane outline is shown.

Show docking context stickers

Determines whether the docking context stickers are displayed while dragging a docking pane. Docking stickers show locations where pane can be docked.

Show Maximize / restore buttons

Determines whether maximize and restore buttons for docking panes are displayed.

This setting is only available when panes are docked adjacent to each other.

Use Splitter trackers

Determines whether splitter trackers are used when resizing the docking panes. If disabled, the panes are resized in real-time. Otherwise, only an outline is drawn when resizing the pane.

Docking Panes Settings Page | 43


Workspace Settings

This option enables you to set workspace preferences. The following diagram displays the options available.

Workspace Settings Page | 44


The following table details the Workspace options.

Option Description

Appearance

Tab layout Determines the layout for the workspace pane tabs: Auto Size, Size to Fit, Fixed or Compressed.

Show selected tab in bold Determines whether the text of the selected tab in the workspace is bold.

Use OneNote colorsSpecifies whether One Note colors for the workspace pane tabs are enabled, such that every tab is brightly colored

Settings

Allow column reorder Determines whether the user can reorder the workspace tabs.


Show pane icons Determines whether the icons for the workspace pane tabs are shown.

Workspace Settings Page | 45


Task Panel Settings

This option enables you to set task panel preferences. The following diagram displays the options available.

The following table details the Task panes options.

Option Description

Task Manager Appearance

Behavior style Determines the style for the items and groups: Explorer, List or Toolbox.

Tracking styleSpecifies the tracking style that is used for the task manager items when you hover the mouse pointer over them: Default, Image, Item or Text.

Task Panel Settings Page | 46


Others Settings

This option enables you to set task preferences for the appearance of the Shortcut bar and Property Grids. The following diagram displays the options available.

The following table lists the Others options.

Option Description

Report Control Appearance Shade sort column Determines whether the sorted column of the report

list is shaded grey.

Property Grid Appearance

Show toolbarDetermines whether the built-in toolbar (with buttons to sort and group the items) for the property grid is displayed.

Track changesDetermines whether to highlight items in bold when the value is modified or updated from the default value.

Others Settings Page | 47


Data Import and Export

GCB supports the import and export of meta type data, curve definitions, rules, scripts and shape definitions, using GDMX XML files. The GDMX file uses different message type information, depending on the entity to be imported or exported.

These message types are used for the various entities in GCB.

Message Type GCB Entities

GDMXGD21 Curve calendars and unit types

GDMXGD21g Curve groups

GDMXGD26 GDM curve definitions

GDMXGD26a GCB curve definitions

GDMXGD27a Curve rule packages, including formula rule packages

GDMXGD34 GDMX data from DATAHUB

GDMXGD34a Curves

GDMXGD45 Scripts

GDMXGD46 Shape definitions

The Export and Import wizards are used to execute the import and export of data. The user interface is dynamic, reflecting the details that are available for the action.

Note: Using the Curve Rules option in the Export and Import wizards, you can import and export curve formulas.

Important: You can set the default preferences under Options > Import Export.

Data Import and Export Page | 48

Chapter 4

Importing Data

The Import option enables you to import an XML file, containing a curve definition, rule package, shape, script or meta data.

When a GDMX file is imported from the Enverus Distribution service, the source of the data remains as DATAHUB. Data manually imported from GDM (or loaded from Excel or the client application) is created with the source as PERSONAL.

Note: If you are exporting a curve definition from GDM and importing it into GCB, the referenced holiday calendar must already exist in GCB.

Curve Import WizardThe Import Wizard > Choose Import Type window is dynamic, reflecting the selected options.

Note: Use the Curve Rules option in the Import wizard to import curve formulas.

Importing Data Page | 49


Import Configuration Parameters

Where there are configuration parameters for the selected imported type, these parameters are displayed in the Import Options window of the wizard.

In this example, the default values for the parameters is shown.

Note: If required, you can select Server Registrations to register a new server from which you want to import.

Import Configuration Parameters Page | 50


TO IMPORT A DATA FILE

1. On the GCB main menu, do one of the following:

l Select Tools > Import. l Select File > Import.

This displays the Import Wizard dialog box.2. Select the required import type, e.g. Curve Rules.3. Click Browse to navigate to and select the import file name.4. Click Next to display the Data Selection dialog box.

In the URI list, ensure that the rules to be included in the import are checked.

5. Click Next to display the Import Options dialog box.6. In this dialog box:

a. From the Select the destination server drop-down list, select the server from which to import. If the server that you want to connect to is not registered or not available, click Server Registrations.

b. (Optional) Select the Interactive checkbox to import the data in smaller chunks and to obtain feedback for each element that is imported.

c. (Optional), select the On error ignore and continue check box if you want any errors to be ignored and the import to continue.

d. (Optional) Specify the timeout (in seconds) for the import operation.

Note: This option is mainly applicable when importing large datasets in non-interactive mode.

e. If required, you can now select Save to save the import job. You can then reference this job to schedule a task at a later date.

f. Click Finish to display the Importing dialog box.

7. Click on the Save Report to save the import job with the chosen details.8. Here, you can click on the Details button to view the action status information. A message is

displayed once the import is complete.

Note: The procedure for other import types is similar.

Import Configuration Parameters Page | 51


Exporting Data

The Export option enables you to export the selected curve definition, rule package, curve shape, script or calendar meta data and save it as an XML file.

Note: It is not possible to export finalizer profiles.

Curve Export WizardWhen defining the export task, the Data Selection window is automatically populated with the selected type, listing the items for which the user is licensed or permissioned. The items to be exported can then be directly selected from the listing.

When populating the Data Selection window, the data cache is first checked to see whether the required data has already been read and a server call is only made if the data has not already been cached.

In this example, where Curve Definitions has been selected, expanding the curvedefinition://* node displays the available curve definitions that can be selected for export.

Note: Use the Curve Rules option in the Export wizard to export the curve formulas.

Exporting Data Page | 52


If you have selected an item in Explorer prior to launching the Export wizard, that item is automatically checked in the Data Selection window.

Equally, any related items, such as curve rules or meta types associated with a selected curve definition, are automatically checked.



Export Configuration Parameters

Where there are configuration parameters for the selected exported type, these parameters are displayed in the Export Options window of the wizard. The parameters vary according to the selected export.

In this example, the default values for the parameters is shown.

Dependents

l With this option set to True, the dependent curves are exported along with the parent curve. l With this option set to False, the dependent curves are not exported when the parent curve is

exported.

Dependencies

l With this option set to True, when the dependent curve is exported, it triggers the export of the associated curve dependencies.

l With this option set to False, the associated curve dependencies are not exported.



TO EXPORT DATA TO A FILE

1. Navigate to and select the required task that you want to export.

2. Do one of the following:

l Select Tools > Export. l Select File > Export

The Export dialog box is displayed. 3. Select the required export task and click Next >to display the Data Selection dialog box. In the list,

ensure that the required items to be included in the export are checked.

Note: By default, the checked rows reflect your selection. if already made.

4. Click Next > to display the Export Options dialog box.5. In this dialog box:

a. Enter the destination and file name or click Browse to navigate to the required location and enter the file name. The file must have a .xml extension.

b. Check the Interactive box to export the data in smaller chunks and to obtain feedback for each element that has been exported.

c. (Optional) Select the On error ignore and continue check box if you want any errors to be ignored and the export to continue.

d. Specify the timeout (in seconds) for the export operation.

Note: This option is mainly applicable when exporting large datasets in non-interactive mode.

e. Select the required values for the parameters listed.

6. Click Save to save the export job.This will enable you to edit the job or use it to export the data at a later date.

7. Click Finish to display the Exporting dialog box.The Exporting dialog provides status details whilst the export is in progress and a message is displayed when the export has been successfully completed or if it has failed.

You can click on the Details button to view the action status information.If the export has failed, you can review the details or click Retry. The procedure for other export tasks is similar to the procedure detailed here.



Editing a Saved Import Job

Using the Open Import Job option in the Import Wizard, you can open a saved import job to edit and reconfigure it.

TO EDIT A SAVED IMPORT JOB


l Click Tools > Import. l Click File > Import.

The Import Wizard dialog box is displayed.

2. In the Choose Import Type dialog box, select the Open Import Job option. Do one of the following: l Enter the required path and file name.

l Click Browse to navigate to the saved import job file that you want to open and click Save to populate the path and file name in the input field.

3. Click Next to display the Data Selection dialog box, where you can select or amend the items to import.

4. Click Next to display the Import Options dialog box where you can amend any settings.5. To re-save the file, click Save and click Finish to run the import.

Editing a Saved Import Job Page | 56


Editing a Saved Export Job

Using the Opening Export Job option in the Export Wizard, you can open a saved export job to edit and reconfigure it.

TO EDIT A SAVED IMPORT JOB


l Click Tools > Export. l Click File > Export.

The Export Wizard dialog box is displayed.

2. In the Choose Export Type dialog box, select the Open Export Job option. Do one of the following:a. Enter the path and file name for the export job file you want to open.

b. Click Open to navigate to the saved export job file and click Save to populate the path and file name in the input field.

3. Click Next to display the Data Selection dialog box, where you can amend the list of models to be exported.

4. In the list, ensure that the tasks to be included in the export are checked.

5. Click Next to display the Export Options dialog box and amend any details.6. To re-save the file, click Save.7. Click Finish to run the export job.

Editing a Saved Export Job Page | 57


Types Manager

Types Manager is an administrative tool for creating and managing the structure of various user-definable types, e.g. calendars, finalizer profiles and units.

Types Manager Page | 58

Chapter 5

Types Manager InterfaceThe following table provides details of each of the menu options on the Types Manager toolbar.

Toolbar Group Icon Option Description

Types Management

New Type To create a new type.

Edit To edit the selected item.

Delete To delete the selected item(s).

Export To export types data in various formats.

Refresh To refresh the displayed list.

ReportsEntity Report To view the entity report for the selected item,

detailing the associated entities.

History Report To view the audit history report for the selected item, providing a record of the changes made.

ResultsUri To search types using the uri.

Filter Enter search criteria to filter the displayed list.

Using Types Manager, you can create, edit and delete the following entities:

l Calendar Types

l Finalizer Profiles

l Unit Types

Types Manager Page | 59


Calendar Types

These calendar types are used in GCB:

Time-series calendars

l Standard calendars: standard time-series calendars

l Holiday calendars: rule-based holiday calendars, that define non-working days.

Trading calendars

l Standard expiry calendars: used to calculate commodity trading calendar periods and expires.

l Financial expiry calendars: trading calendars covering the final markets

l Manual expiry calendars: non-rule based calendars to handle non-regular trading calendars

l Combined calendars: combination calendar with the mention of set of contracts to be followed from one calendar to another.

The Types Manager tool is used to view and maintain the calendar types. Under Calendar Types, you can click on a calendar to view the calendar details for a particular year. For the selected calendar and the displayed year, the Calendar toolbar provides options to copy and export indexes and to print preview / print the calendar.

These indicators are used, depending on the type of calendar selected.

Indicator Description Holiday calendar Rollover calendar

Holiday index

Quoting index

Rollover index

Calendar Types Page | 60


In addition to the calendars types that are provided by Enverus, additional calendar types can be created.

Note: When viewing a curve in the Explorer tab, you can select the View Calendar option to display the calendars for the highlighted curve. You can also right-click on a curve in the Dashboard to access the View Calendar option.

For calendar types, you can:

l Create a new calendar type

l Edit and update existing calendar type

l Delete a calendar type

Calendar Types Page | 61


Holiday Calendars

A range of holiday calendars are defined to holiday rules for the different quoting days throughout the world, that are reflected in the non-quoting dates of the different exchanges and vendors.

l The reference number for Days follows the JAVA calendar convention, where Sunday=1, Monday=2, Tuesday=3, Wednesday=4, Thursday=5, Friday=6, Saturday=7.

l The valid from and valid to optional parameters in the rules are used to define a range of years for which a holiday is valid.

l The Repeats optional parameter in the rule is used to define holidays that recur every nyears. The default value for n is 1.

Holiday TypesHoliday calendars are classified into four types:

l Ordinal, e.g. 3rd Monday in March

l Actual, e.g. 4th July

l Last, e.g. Last Monday in August

l Complex, e.g. Easter, New Year

Ordinal HolidaysOrdinal codes start with the keyword ORD followed by a colon separated list of arguments.

Syntax

ORD:ordinal:weekday:month[:validfrom][validto][:repeats][:offset]

Example: The early May Bank Holiday in England and Wales, on the first Monday in May, ORD:1:2:5 represents the 1st Monday in May.

Holiday Calendars Page | 62


Actual HolidaysActual holidays always fall on the same day of the month, e.g. Independence Day on 4 July. Arguments are defined for offset values, if the 4th July falls on a Saturday, Sunday or Monday.

Syntax

ACT:day:month[:saturday_offset][:sunday_offset][:monday_offset][:validfrom][:validto][:repeats]

Example: ACT:26:12:2:2:1, for 26th December. If this falls on a Saturday or Sunday, then add 2 days. If it falls on a Monday, then add 1 day.

Last HolidaysLast holidays fall on the last named day of a month, e.g. the August Bank holiday in England and Wales.

Syntax

LAST:weekday:month[:validfrom][:validto][:repeats][:offset]

Example: LAST:2:8 represents the last Monday in August.



Complex HolidaysComplex holidays are used for where non-quoting days occur due to holiday dates that follow a more complex set of rules. Optionally, you can provide offset to align holidays that are adjacent to any of the complex holidays.

Syntax

code[:validfrom][:validto][:offset][:saturday_offset][:sunday_offset]

The Complex Holiday rules are hard coded in the library for these holidays:

l NYD : New Years Day (rolls back to the previous year)

l GF: Good Friday

l EM: Easter Monday

l ES: Easter Sunday

l ASW: Ascension

l WM: Whit Monday

l CC: Corpus Christi

FAKE OptionSetting this option on a holiday marks it as a holiday that is not classed as a market holiday, but should be skipped when using it with an Expiry Calendar.

Example: ACT:20:1:2:1:0:0:9999:1:FAKE

This holiday rule represents the 20th January which moves forward by 2 days if it is a Saturday and by 1 day if it is a Sunday.

As it has the FAKE option, when rolling forward or backward, this is taken into account. However, it is not taken into account when counting the number of periods between 2 dates.

l If I pass in Tuesday 19th January 2016 to the rollForward method, it will return the 21st January 2016.

l Calling the periodsBetween method for 18th to 22nd January 2016 will not take this holiday into account and therefore returns 5.

Note: The Fake holiday flag is not applicable to the Complex rule.



Holiday Dates by CountryThe following table details the holiday code sets that are defined for the various countries.

Country Code list

England and Wales

HENG, DB:1, D:0, ACT:1:1:2:1, GF, EM, ORD:1:2:5,LAST:2:8,ACT:25:12:2:1,ACT26:12:2:1

USA HUSA,DB:1,D:0,NYD;ORD:3:2:1;ORD3:2:2;LAST:2:5,ACT:4:7:-1:1;ORD1:2:9;ORD:2:2:10;ACT:11:11:-1:1;ORD:4:5:11;ACT:25:12:-1:1

NetherlandsHNL, DB:1,D:0;ACT:1:1,GF,EM,ASW,WM,ACT:30:4,ACT:5:5:2000::5;ACT:25:12;ACT:26:12

FranceHFR,DB:1,D:0,ACT:1:1;EM,ACT:1:5,ACT:8:5;ASW;WM;ACT14:7;ACT:15:8;ACT:1:11;ACT:11:11;ACT:25:12

BelgiumHBE,DB:1;D:0,ACT:1:1;EM;ASW;WM;ACT:1:5;ACT21:7;ACT:15:8;ACT:1:11;ACT:11:11;ACT25:12

Poland HPL;DB:1,D:0,ACT:1:1;EM;CC;ACT:1:5;ACT:15:8;ACT:1:11;ACT:25:12;ACT:26:12

Note: H represents holiday, followed by the country code.



Expiry (Rollover) Calendars

These different expiry or rollover calendars can be created.

l Standard Expiry Calendars

l Manual Expiry Calendars

l Financial Expiry Calendars

l Combined Calendars

Expiry (Rollover) Calendars Page | 66


Expiry Calendar Options

These details on expiry calendar options explain the effect of these options on the calculation of the contract expiry date and absolute to relative conversion.

Standard calendar codesAll standard expiry codes take the following basic form:

calendar:calendar-options:relative-options, quotingcalendar, offset:offset-options, exception-list

There are four parts to the code:

l calendar

l quotingcalendar

l offset

l exception-list

with three types of options:

l calendar-options

l relative-options

l offset-options.

Some calendars may also have calendar-specific options, e.g. the RDOM calendar defines which calendar day of the month the contract rolls.

Calendar OptionsThese options determine both the relative (to delivery) month that the contract expires or ceases trading and the alignment actions and direction.

Month determination options:

l P - Use month prior to the month before the delivery month

l C - Use month before to delivery month

l D - Use delivery month

l L - Use last month of delivery

The L option is used to select the last month of the delivery period, e.g. for the period code 2016Q01, March 2016 will be used.

Expiry Calendar Options Page | 67


Using the REOM end of month calendar as an example for a delivery code of 2016M03 and a HDAILY quoting calendar:

Code Expiry Date Notes

REOM,HDAILY 29th February 2016 Last day of the month before delivery (Default)

REOM:D,HDAILY 31st March 2016 Last day of the delivery month

REOM:C,HDAILY 29th February 2016 Last day of the month before delivery

REOM:P,HDAILY 31st January 2016 Last day of the prior month before the month of delivery

Alignment options l A - Align to quoting calendar before applying offset

l N - Don't align to quoting calendar before applying offset

l F - Align rolling forward if necessary

l B - Align rolling backwards if necessary

The alignment options determine the action to take if the date determined by the calendar doesn't fall on a quoting day according to the quoting calendar.

Note: These options are applied before any offset options are applied.

Options A and N simply define whether or not an unaligned date is corrected and options F and B determine the direction to roll the date in case of alignment. Therefore, the only valid combinations of these options are:

l AF - Align Forwards

l AB - Align Backwards

l N - Do not align

Using the REOM end of month calendar as an example for a delivery code of 2016M05 (the last day of April 2016 is a Saturday) and a HBUSINESS quoting calendar:


REOM,HBUSINESS 29th April 2016 The default options for REOM are AB (align backwards)

REOM:AB,HBUSINESS 29th April 2016 Align backwards

REOM:AF,HBUSINESS 2nd May 2016 Align forwards

REOM:N,HBUSINESS,-1 29th April 2016 Rolls 1 day back from an unaligned EOM

REOM:A,HBUSINESS,-1 28th April 2016 Rolls 1 day back from a backwards aligned EOM

REOM:AF,HBUSINESS,1 3rd May 2016 Rolls 1 day forward from a forwards aligned EOM



Relative Options l E - Relative tenor is expiry calendar bound - default

l D - Relative tenor is delivery calendar bound

l n - The front month relative tenor period - default is 1

The relative options are used in the transition of period codes between an absolute and relative format. For example, the period code for the absolute traded month April 2016 is 2016M04 and depending on the calendar and the valuation or onDate, the relative for this month could be M01, M02, etc.

The default option is to use the contract expiry date as the point in time that the relative period code is bound and that the first contract that can be traded is numbered 1, so for monthly contracts this would be M01.

The table below explains how the relative is calculated for three different options based on a period code of 2016M03 where the expiry date is 10th March 2016.



Offset Options l Q - Use quoting calendar when using the offset

l C - Use calendar days when using the offset

l F - Finally align to the quoting calendar rolling forwards

l B - Finally align to the quoting calendar rolling backwards

The offset options are applied after the calendar options and are used to adjust the expiry date backwards or forwards a number of calendar or quoting days. Finally, the F and B option determines how we align the current date to the quoting calendar.

Note: The sign of the offset value determines if we roll backwards or forwards. If the offset is negative, then the roll is backwards.

Using the REOM end of month calendar as an example for a delivery code of 2016M05 (The last day of April 2016 is a Saturday) and a HBUSINESS quoting calendar:


REOM:N,HBUSINESS,-1 29th April 2016 Rolls 1 day back from an unaligned EOM

REOM:A,HBUSINESS,-1 28th April 2016 Rolls 1 day back from a backwards aligned EOM

REOM:AF,HBUSINESS,1 3rd May 2016 Rolls 1 day forward from a forwards aligned EOM

REOM,HBUSINESS,-5CB 22nd April 2016 Rolls 5 calendar days backward, then aligns backwards from a backwards aligned EOM

Exception listThe exception list allows you to define expiry dates or calendars for specific period codes that do not follow the rules that any standard calendar can handle entirely. This can be achieved with an exception list, which is a list of Period Code/Date pairs separated by ';' or a list of period code patterns and calendar codes separated by ';'.

pc=date;pc=date ...

pattern=calendar;pattern=calendar

Note: The pattern is any regex pattern that will be used to test a match against a period code. For example, 20[0-9][0-9]M01 will match every January Monthly contract for all years between 2000 and 2099.



CME Coal CalendarCME Coal specifies the following:

"The contract shall terminate at the close of trading on the last Friday of the contract month. If such Friday is a UK holiday, the contract will terminate on the UK business day immediately prior to the last Friday of the contract month unless such day is not an Exchange business day, in which case the contract shall terminate on the Exchange business day immediately prior. Notwithstanding the above, if New Year's Day is a Friday, the immediately preceding December contract month shall terminate on the last business day of the contract month."

The highlighted part in the above description is the exception to the rule which only happens when New Year's Day falls on a Friday, in which case it uses the last business day of the month. In 2021 New Year's Day is a Friday, which means that instead of expiring on the 24th December 2020, we need to use the 31st December 2020.

So, for the CME example above, to handle the exception in December 2020, the calendar code would be:

RLAST:6D,HENG,,2020M12=31-12-2020

Argus LNG Calendar for Half Month period codesArgus LNG specifies the following for Half Month period codes:

Each calendar month is divided into two halves, which roll on the first and sixteenth day of the month, with the exception of February, which rolls on the first and fifteenth of the month.

We can achieve the expiry dates for all months except February using the calendar code:

RDOM:16D,HENG

But for February, the second half month period, needs to be this:

RDOM:15D,HENG

If we define an LNG-ARGUSFEB calendar as the above, then we can define the entire Argus LNG calendar as:

RDOM:16D,HENG,,20[0-9][0-9]HM04=LNG-ARGUSFEB

This will match any year HM04 to use the LNG-ARGUSFEB calendar.



https://www.argusmedia.com/en/natural-gas-lng/argus-lng-daily

Manual Calendar CodesAll manual expiry codes take the following basic form:

delivery:relative-options, pc=date ...

There are two parts to the code, calendar and expiry pairs with one option, relative-options.

Manual relative options l E - Relative tenor is expiry calendar bound - default

l D - Relative tenor is delivery calendar bound

l n - The front month relative tenor period - default is 1

The relative options are used in the transition of period codes between an absolute and relative format. For example, the period code for the absolute traded month April 2016 is 2016M04 and depending on the calendar and the valuation or on date, the relative for this month could be M01, M02, etc.

The default option is to use the contract expiry date as the point in time that the relative period code is bound and that the first contract that can be traded is numbered 1, so for monthly contracts this would be M01.



Standard Expiry Calendars

Expiry (or trading) calendars are used to calculate meta-data for futures contracts. They provide functionality to:

l Calculate the start and end of the delivery period

l Calculate the last trading (or expiry) date of the contract

l Convert between an absolute and relative period code

Calendar Information

Each trading calendar consists of 3 calendars:

l Delivery Calendar

l Quoting Calendar

l Expiry Calendar

Delivery Calendar

The delivery calendar tells you the period of delivery for the contract period code. These delivery calendars are handled:

l G: Gregorian delivery periods

l E: EFA (UK Power calendar)

Quoting Calendar

This is the holiday calendar used to calculate the trading days for the contract.

l holiday calendar is the code for the holiday calendar. l rules is the code used to calculate the contract expiry.

Expiry Calendar

This calendar calculates the last trading day (expiry day) of the contract and enables conversion between absolute and relative period codes.

Standard Expiry Calendars Page | 73


Expiry CalendarsThe following table includes the expiry calendars that are typically used.

Calendar Code Description

REOM End of month.

RDOM Day of month.

RBOM Beginning of month.

REOD End of delivery.

RBOD Beginning of delivery (for period codes like HM (half month).

RLAST Last specific weekday of month.

RORD Ordinal specific weekday of month.

RDFE Calendar days from the end of the month. rollover.

REFA UK EFA trading calendar.

RSPLIT Dual calendar covering trading rule changes at a certain point in time.

Standard Expiry Calendars Page | 74


End of Month Rollover Calendar (REOM)

The end of the month rollover. calendar defaults to rolling contracts on the last calendar day of the month before the start of the delivery.

If the last day of the month is a non-quoting day according to the quoting calendar, then it rolls backwards to the most recent quoting day. An offset is assigned, after determining the last quoting day of the month and rolls backwards or forwards the number of quoting days specified.

Format

REOM[:PCDANFB][:EDn],quoting[,offset][:FBQC][,exception-list]

Expiry Date Calculation

1. Calendar specific alignment l Move to the start day of the delivery month

l Roll back n months according to the calendar options:

o (D) delivery month

o (C) month before delivery month

o (P) 2nd month prior to delivery month

o (L) last month of delivery

l Set to the last day of the month

2. Apply the calendar options l Align (calendar option A) to the quoting calendar, unless (calendar option N) is specified. l Roll forwards (calendar option F) or backwards (calendar option B) if necessary.

3. Apply the offset options l If an offset is defined using the quoting calendar (offset option Q) or calendar days (offset

option C) roll 'offset' periods (backwards if offset is negative).

l Align to the quoting calendar, rolling forward (offset option F) or backwards (offset option B).

Calendar Options

Default

P Use month prior to the month before the delivery month.

End of Month Rollover Calendar (REOM) Page | 75


C Use month before delivery month.

D Use delivery month.

L Use last month of delivery.

A Align to quoting calendar before applying offset.

N Don't align to quoting calendar before applying offset.

F Align rolling forwards, if necessary.

B Align rolling backwards if necessary.

Relative Options

Default

E Relative tenor is expiry calendar bound.

D Relative tenor is delivery calendar bound.

n The front month relative tenor period. The default value is 1. 1

Offset Options

Default

F Align rolling forwards before applying offset.

B Align rolling backwards before applying offset.

Q Use quoting calendar when using the offset.

C Use calendar days when using the offset.

Note: For a detailed description on the above options, see Expiry Calendar Options.

Exception List

See here for details.



Expiry Date ExamplesThe following table shows some possible options and the effect on the calculated expiry date.

For the period code 2016M06 using HENG (England and Wales holiday calendar).

Calendar Expiry Date Explanation

REOM,HENG Tuesday 31/05/2016 Last quoting day of the previous delivery month.

REOM,HENG,-1 Friday 27/05/2016 Roll back 1 working day from the last day of the previous delivery month (30/05/2016 is a bank holiday).

REOM:D,HENG Thursday 30/06/2016 Last quoting day of the current delivery month.

REOM:P,HENG Friday 29/04/2016 Last quoting day of the 2nd previous delivery month.

REOM,HENG,-7C Tuesday 24/05/2016 Roll back 7 calendar days from the last day of the previous delivery month.



CME Natural Gas Example

Henry Hub Natural Gas Futures Contract

Trading terminates on the 3rd last business day of the month prior to the contract month.

Reference: Henry Hub Natural Gas Futures Contract Specs

Required Calendar Rule

As the expiry is "last business day of the month", this indicates that the REOM (End of month rollover) calendar should be used.

l modifier = C (month prior to the contract month)

l offset = 3rd last business day

REOM:C,HUSA,-3

As C is the default modifier, the rule can also be written as:

REOM:HUSA,-3



https://www.cmegroup.com/trading/energy/natural-gas/natural-gas_contractSpecs_futures.html

Specific Day of Month Rollover Calendar (RDOM)

This calendar takes an additional modifier, specifying the actual day of the month to roll.

If the specified day is a non-quoting day according to the quoting calendar, then it rolls backwards to the most recent quoting day. If an offset is applied, it is applied after determining the specified quoting day of the month and rolls backwards or forwards the specified number of quoting days.

RDOM Format

RDOM:dom[PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]








l Set to the specified day of the month





Specific Day of Month Rollover Calendar (RDOM) Page | 79


Calendar Options

Default









Relative Options

Default




Offset Options

Default






Exception List









RDOM:15,HENG Monday 16/05/2016 15th day of the previous delivery month (rolled forwards as 15th is a Sunday).

RDOM:-15,HENG Friday 13/05/2016 15th day of the previous delivery month (rolled backwards as 15th is a Sunday).

RDOM:15B,HENG Friday 13/05/2016 15th day of the previous delivery month (rolled backwards as 15th is a Sunday).

RDOM:-15,HENG,-2B Wednesday 11/05/2016

Roll back 2 working days from aligned 15th day of previous delivery month.

RDOM:-15N,HENG,-2B Thursday 12/05/2016 Roll back 2 working days from 15th day of the previous delivery month.

RDOM:15D,HENG Wednesday 15/06/2016 15th quoting day of the current delivery month.

RDOM:15P,HENG Friday 15/04/2016 15th quoting day of the 2nd previous delivery month.

RDOM:15,HENG,-7C Monday 09/05/2016 Roll back 7 calendar days from the 15th day of the previous delivery month.



CME Corn Example

CME Corn Futures Contract

Trading terminates on the business day prior to the 15th day of the contract month.

Reference: CME Corn Futures Contract


l dom = 15th calendar day of the month


l offset = -1

RDOM:15C, HUSA,-1


RDOM:15, HUSA,-1



https://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn_contract_specifications.html

ICE Gasoil Example

ICE Low Sulphur Gasoil Futures Contract

Trading shall cease at 12:00 hours London Time, 2 business days prior to the 14th calendar day of the delivery month.

Reference: Henry Hub Natural Gas Futures Contract Specs


RDOM:14D:E0,HICEGOR,-2

l Starts on the first day of the contract month.

l As it expires in the delivery month, we don't change months.

l Moves to the 14th day of the month.

l Aligns rolling forwards.

l Rolls back 2 quoting days.

Note: The E0 refers to the relative period options, specifying that the relative period codes are calculated using the expiry dates and the relative period numbering should start at 0. This means the first tradeable month (or front month) is labelled M00.



https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures

Beginning of Month Rollover Calendar (RBOM)

The beginning of month rollover calendar (RBOM) defaults to rolling contracts on the first calendar day of the month.

If the first day of the month is a non-quoting day, according to the quoting calendar, then it rolls forwards to the next quoting day. If an offset is assigned, this is applied after the determination of the first quoting day of the month and rolls backwards or forwards the number of quoting days specified.

RBOM Format

RBOM[:PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]












Beginning of Month Rollover Calendar (RBOM) Page | 85


Calendar Options

Default









Relative Options

Default




Offset Options

Default






Exception List







RBOM,HENG Tuesday 03/05/2016 First quoting day of the previous delivery month (02/05/2016 is a bank holiday).

RBOM,HENG,-1 Friday 29/04/2016 Roll back 1 working day from the first day of the previous delivery month.

RBOM:D,HENG Wednesday 01/06/2016 First quoting day of the current delivery month.

RBOM:P,HENG Friday 01/04/2016 First quoting day of the 2nd previous delivery month.

RBOM,HENG,-7C Tuesday 26/04/2016 Roll back 7 calendar days from the first day of the previous delivery month.



CME Ethanol Example

CME Ethanol Futures Contract

Trading terminates on the 3rd business day of the contract month.

Reference: CME Ethanol Futures Contract Specs



l offset = +2

RBOM:C,HUSA,2


RBOM:HUSA,2



https://www.cmegroup.com/trading/energy/ethanol/cbot-ethanol_contract_specifications.html

Beginning of Delivery Rollover Calendar (RBOD)

The beginning of delivery rollover calendar (RBOD) defaults to rolling contracts on the first day of the delivery period.

RBOD Format

RBOD[:PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]


1. Calendar specific alignment l Move to the start day of the delivery month.





Beginning of Delivery Rollover Calendar (RBOD) Page | 89


Calendar Options

Default

P Use month prior to the month before the delivery month.IGNORED

C Use month before delivery month.IGNORED

D Use delivery month. Only option available.

L Use last month of delivery. IGNORED



F Align rolling forwards if necessary.


Relative Options

Default




Offset Options

Default






Exception List






End Of Delivery Rollover Calendar (REOD)

The end of delivery rollover calendar (REOD) defaults to rolling contracts on the last day of the delivery period.

REOD Format

REOD[:PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]


1. Calendar specific alignment

l Move to the last day of the delivery period.





Calendar Options

Default









End Of Delivery Rollover Calendar (REOD) Page | 92


Relative Options

Default




Offset Options

Default






Exception List




ICE German Power Example

ICE Index

German Power Financial Base Futures Contract

Month contracts cease trading at the close of business one business day prior to the last calendar day of the contract delivery period.

Reference: German Power Financial Base Futures Contract Specs


l modifier = D (contract delivery period)

l offset =-1

REOD:D,HENG,-1

Note: REOM cannot be used as it defaults to the last business day of the month; to have the last calendar day, REOD must be used.



https://www.theice.com/products/57609948/German-Power-Financial-Base-Futures

Last Weekday of Month Rollover Calendar (RLAST)

The last rollover calendar rolls contracts on the last specified weekday of the month. If that is a non-quoting day according to the quoting calendar, then it rolls forwards to the next quoting day.

RLAST Format

RLAST:dow[PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]

The dow (Day of week) parameter is a number referring to the following days:

l 1 - Sunday

l 2 - Monday

l 3 - Tuesday

l 4 - Wednesday

l 5 - Thursday

l 6 - Friday

l 7 - Saturday








l Set to the specified last week day of the month

Last Weekday of Month Rollover Calendar (RLAST) Page | 95






Calendar Options

Default











Relative Options

Default




Offset Options

Default






Exception List




ExamplesFor the period code 2016M06 using HENG (England and Wales holiday calendar).


RLAST:6,HENG Friday 27/05/2016 Last Friday of the previous delivery month

RLAST:6,HENG,-1 Thursday 26/05/2016 Roll back 1 working day from the last Friday of the previous delivery month

RLAST:6D,HENG Friday 24/06/2016 Last Friday of the current delivery month

RLAST:6P,HENG Friday 29/04/2016 Last Friday of the 2nd previous delivery month

RLAST:5,HENG,-7C Thursday 19/05/2016 Roll back 7 calendar days from the last Thursday of the previous delivery month



ICE globalCOAL Example

ICE globalCOAL Newcastle Coal Futures Contract

Trading will cease at 12:00 LLT on the last Friday of the delivery month, quarter, or calendar.

Reference: ICE globalCOAL Newcastle Coal Futures Contract Specs


l dow = 6 to retrieve the Friday of the week

l modifier = D (contract delivery period)

l offset =0

RLAST:6D,HENG,0



https://www.theice.com/products/1137/globalCOAL-Newcastle-Coal-Futures/specs

Ordinal Weekday of Month Rollover Calendar (RORD)

The ordinal rollover calendar rolls contracts on the nth specific weekday of the month. If that day is not a quoting day, according to the quoting calendar, then it rolls backwards to the most recent quoting day. If an offset is assigned, this is applied after determining the rollover day and rolls backwards or forwards the number of quoting days that is specified.

RORD Format

RORD:ordinaldow[PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]








l Set to the specified ordinal weekday of the month





Ordinal Weekday of Month Rollover Calendar (RORD) Page | 100


Ordinal Parameter

The ordinal day of week parameter in the calendar code is a 2 digit number comprising the ordinal week (1-4) and the day of week (1-7). So the number 26 refers to the second Friday of the month.

The dow (Day of week) parameter is a number referring to the following days:

l 1 - Sunday

l 2 - Monday

l 3 - Tuesday

l 4 - Wednesday

l 5 - Thursday

l 6 - Friday

l 7 - Saturday

Calendar Options

Default











Relative Options

Default




Offset Options

Default






Exception List




RORD:36,HENG Friday 20/05/2016 3rd Friday of the previous delivery month

RORD:36,HENG,-1 Thursday 19/05/2016 Roll back 1 working day from the 3rd Friday of the previous delivery month

RORD:36D,HENG Friday 17/06/2016 3rd Friday of the current delivery month

RORD:36P,HENG Friday 15/04/2016 3rd Friday of the 2nd previous delivery month



CME Eurodollar Example

CME Eurodollar Futures Contract

Second London bank business day before 3rd Wednesday of the contract month. Trading in expiring contracts terminates at 11:00 a.m. London time on the last trading day.

Reference: Eurodollar Futures Contract Specs


l modifier = 34C or 34 (3rd Wednesday of the contract month).

l offset = -2B or -2

RORD:34C,HTAR,-2B

As C is the default modifier and B is the default alignment, the rule can also be written as:

RORD:34,HTAR,-2



https://www.cmegroup.com/trading/interest-rates/stir/eurodollar_contractSpecs_futures.html

Days from End of Month Rollover Calendar (RDFE)

The "specified number of days before the end of the month" calendar takes an additional modifier with the type that specifies the actual number of calendar days before the end of the month to roll.

RDFE Format

RDFE:dfe[PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]








l Roll back the specified number of calendar days





Calendar Options

Default




Days from End of Month Rollover Calendar (RDFE) Page | 104







Relative Options

Default




Offset Options

Default





Important: If a negative dfe (days from end) is specified, then this has the effect of using the flag F and rolls forwards if the day is not on a quoting day.


Exception List






RDFE:15,HENG Tuesday 17/05/2016 15th calendar day of the previous delivery month from month end

RDFE:15B,HENG Wednesday 11/05/2016

15th business day of the previous delivery month from month end

RDFE:15,HENG,-2B Thursday 12/05/2016Roll back 2 working days from the aligned 15th calendar day of the previous delivery month from month end

RDFE:15N,HENG,-2B Thursday 12/05/2016 Roll back 2 working days from the 15th calendar day of the previous delivery month from month end

RDFE:15D,HENG Thursday 16/06/2016 15th quoting day from the end of current delivery month

RDFE:15P,HENG Friday 15/04/2016 15th quoting day from the end of 2nd previous delivery month

RDFE:15,HENG,-7C Tuesday 10/05/2016 Roll back 7 calendar days from the 15th calendar day of the previous delivery month from month end



ICE Brent Example

ICE Brent Futures Contract

Contract Months up to and including February 2016:

Trading shall cease at the end of the designated settlement period on the Business Day (a trading day which is not a public holiday in England and Wales) immediately preceding either:

i. the 15th calendar day before the first calendar day of the contract month, if such 15th calendar day is a Business day; or

ii. if such 15th calendar day is not a Business Day the next preceding Business day.

Reference: ICE Brent Futures Contract Specs


RDFE:15,HENG,-1

l Starts on the first day of the contract month.

l Rolls back 15 calendar days.

l Aligns rolling backwards.

l Rolls back a further quoting day.




EFA - UK Power Rollover Calendar (REFA)

The EFA calendar rolls contracts based on the following rules:

l An annual report will be generated at 52 weeks starting week 14 (April) or week 40 (October) as opposed to the calendar year, which is traded in Gas and European power.

l Week 1 will commence at 11 pm on the Sunday of the week that includes the first Thursday of the year.

l The EFA calendar can also accept a quoting calendar and an offset.

Note: See here for information on the EFA calendar.

REFA Format

REFA[:PCDLANFB][:EDn],quoting[,offset][:FBQC][,exception-list]


1. Calendar specific alignment

l Move to the start day of the EFA delivery month.

l Subtract 1 day.





EFA - UK Power Rollover Calendar (REFA) Page | 108


https://www.theice.com/publicdocs/EFA_Calendar.pdf

Calendar Options

Default

P Use month prior to the month before the delivery month. IGNORED

C Use month before delivery month. Only valid option

D Use delivery month. IGNORED






Relative Options

Default




Offset Options

Default






Exception List


EFA - UK Power Rollover Calendar (REFA) Page | 109


Rollover Split Month (RSPLIT)

RSPLIT Format

RSPLIT;first;second;date


l If the start of the delivery month is before the split date, use the first calendar code.

l Otherwise, use the second calendar code.


Period Code Calendar Expiry Date Explanation

2016M06 RSPLIT;REOM,HENG;RDOM:15,HENG;15-06-2016 Tuesday 31/05/2016

Last quoting day of the previous delivery month - using the first calendar

2016M06 RSPLIT;REOM,HENG;RDOM:15,HENG;15-05-2016 Monday 16/05/2016

Last quoting day of the previous delivery month - using the second calendar

ICE Brent Example

ICE Brent Futures Contract

Reference: ICE Brent Futures Contract Specs

Expiration Date

Contract Months up to and including February 2016

Trading shall cease at the end of the designated settlement period on the Business day (a trading day which is not a public holiday in England and Wales) immediately preceding either:

l The 15th calendar day before the first calendar day of the contract month, if such 15th calendar day is a Business day; or

l If that 15th calendar day is not a Business day, the next preceding Business day.

Rollover Split Month (RSPLIT) Page | 110



Contract Months from March 2016

Trading shall cease at the end of the designated settlement period on the last Business day of the second month preceding the relevant contract month (e.g. the March contract month will expire on the last Business day of January).

If the day on which trading is due to cease would be either:

l the Business day preceding Christmas Day.

l the Business day preceding New Year’s Day, then trading shall cease on the next preceding Business day.



Calendar Interpretation

There are two calendars that are required for this:

For contract up to and including period code 2016M02

RDFE:15,HENG,-1

This calendar:

l Starts on the first day of the contract month

l Rolls back 15 calendar days

l Aligns rolling backwards

l Rolls back a further quoting day

For contract months from period 2016M03 onwards

REOM:P,HICEOILR

This calendar:

l Starts on the last day of the 2nd prior month before the delivery month.

l Aligns backwards using the HICEOILR calendar which has the extra holiday of the day before New Years Day.

The split date needs to be sometime after 01-02-2016, so the final RSPLIT calendar looks like this:

RSPLIT;RDFE:15,HENG,-1;REOM:P,HICEOILR;02-02-2016



Manual Expiry Calendars

Manual trading calendars are used when the calculation of the last trading day (expiry day) for a contract cannot be determined using a Standard trading calendar.

Manual calendars consist of a list of period codes and date pairs representing the contract expiry date.

The code takes the form:

delivery calendar[:relative-options], expiry-pairs

Manual Expiry Calendars Page | 113


The delivery calendar tells you the period of delivery for the contract period code. These delivery calendars are handled:

l G: Gregorian delivery periods

l E: EFA (UK Power calendar)

Relative Options

Default




This must be stored in a JSON document and the document name reference is used to build the manual calendar.

Important: The calendar name created under Calendar Types and the document ID must be the same.

Example: G: E1, 2015M12=31-11-2015, 2016M01=31-12-2015, 2016M02=29-01-2016, 2016M03=29-02-2016

Manual Expiry Calendars Page | 114


Financial Expiry Calendars

The financial trading calendar is used for financial instruments, such as foreign exchange and interest rates.

The code takes the form:

quoting,offset,cross-holidays[,base-holidays]

The base-holidays parameter is optional and defaults to the USA Holiday Calendar (HUSA), if omitted.

Example: For the GBP/USD FX Pair

HENG,2,HUSA

Note: These must be used on periods like ON,TN,SN,SW,1W,1M,1Y, etc.

Financial Expiry Calendars Page | 115


Combined Calendars

Combined calendars can be created when the contracts of the same commodity follow different expiries.

These types of combined calendars can be created.

l Rule based combined calendars

l Manual combined calendars

l Rule and manual combined calendars

Rule Based Combined Calendar

Note: Click here for an example from ICE.

Rules are used to specify these combined calendars.

Expiration Date

l Month contracts will cease trading at the close of business, one business day prior to the last calendar day of the contract delivery period.

l Quarter and year contracts will cease trading at the close of business, which is two business days prior to the first calendar day of the delivery quarter or year.

To achieve this, the rule would be:

REOD:D,HICEEL,-1,20[0-9][0-9]Q0[1-4]=RICEELFINQ;20[0-9][0-9]Y=RICEELFINQ

The rules are interpreted as:

l Periods from 2019Q01, and 2019Q02 use the RICEELFINQ calendar.

l Periods from 2019Y and 2020Y would also use RICEELFINQ.

l The rest of the periods would follow REOD:D,HICEEL,-1 expiry rule.

Combined Calendars Page | 116


https://www.theice.com/products/57609948/German-Power-Financial-Base-Futures

Manual Combined Calendar

Note: Click here for an example from EEX.

For these calendars where rules cannot be used to configure the expiry dates, a JSON document is used to specify the period and expiries. This JSON document will be stored in MongoDB.

The JSON document will contain all the months, quarters and years expiries.

Rule and Manual Combined Calendars

Note: Click here for an example from EEX.

In this calendar, week contracts expire on the following Monday.

Manual calendar dates are used for months, quarters and years, as there is no rule that can be specified.

The expiry rule for weeks would be:

REOW:N:E0:EW,HEEX,7CF

The manual calendar would include expiry dates, built using the JSON document.

Assuming the calendar name is REEXPHDEP, the combined calendar rule would be:

REOW:N:E0:EW,HEEX,7CF, 20[0-9][0-9]M[1-12]=REEXPHDEP,20[0-9][0-9]Q0[1-4]=REEXPHDEP,20[0-9][0-9]Y=REEXPHDEP

Combined Calendars Page | 117


https://www.eex.com/en/market-data/power/futures/phelix-de-futures

https://www.eex.com/en/market-data/power/futures/phelix-de-futures

Creating a New Calendar Type

When creating a new calendar type, you need to specify the base type and the rules that define the calendar.

TO CREATE A NEW CALENDAR TYPE

1. On the GCB main menu, select Tools > Types Manager.

The Types Manager dialog box is displayed.2. In the Types tree, select Calendar Types to display the list of existing calendar types. 3. To create a new calendar type, do one of the following:

l On the Types Manager toolbar, click New Type. l Right-click on any row in the Calendar Types list and select New.

The Calendar Type dialog box is displayed.

4. Enter the following information:

l Code: Unique code for the calendar type.

Important: Holiday calendars must start with an H, e.g. HUSA.Rollover calendars must start with an R, e.g. REOMD.

l Name: Enter a short name for the new calendar type. l Description: Enter a brief description for the calendar type.

5. Select the required base type from the drop-down list.

Creating a New Calendar Type Page | 118


Standard Calendars for calculating commodity trading calendar periods and expire.

Holiday Define which days are non-working days.

Rollover (Expiry) Used to calculate contract start and expiry dates and to convert absolute contracts to relative contracts.

Dynamic Flexible period calculations for calendars not covered by the standard calendars.

Financial Trading calendars covering the financial markets.

Manual Non-rule based calendars to handle non-regular trading calendars.

6. Click Manage Rules to define the rules for the selected base calendar type.

Note: The Manage Holiday Rules dialog box is used to build the rules for Holiday calendars. For all other calendar types, the rule is entered directly in the Manage Rule dialog box.

7. Click OK to create the new calendar type, which is then displayed in the Calendar listing.

Creating a New Calendar Type Page | 119


Defining Holiday Calendar Rules

The Manage Holiday Rules dialog box is used to build the rules for Holiday calendars.

TO DEFINE HOLIDAY CALENDAR RULES 1. Either:

l Create a new calendar type, selecting Holiday as the Base type. l Open an existing holiday calendar.

2. Select Manage Rules to display the Manage Holiday Rules dialog box.3. To add a new rule:

a. Click on the New drop-down and select the required rule type. The rule is added to the Rule listing on the left and the rule definition details are displayed.

b. Define the rule in the right hand pane.

c. If required, check the Fake flag.

d. Optionally, specify the range over which the rule is effective and any repeat.

e. Click Update to save the definition and to update the display.

4. To edit an existing rule: l Change the rule type by selecting the new type from the drop-down.

This resets the rule parameters back to their default values, which can then be re-specified. l Select the rule to amend any parameters. l Click Update to save any changes. l Click Restore to abandon any changes. l Click Reset to revert to default values.

To remove an existing rule, select it and click Delete.5. When you have finished with the rules, click OK to exit the window.

Defining Holiday Calendar Rules Page | 120


Defining Trading Calendar Rules

The Manage Rules option allows you to create variety of rules for the rollover calendar.

The following example illustrates the use of the RBOM expiry calendar.

These standard trading calendars can be incorporated in the calendar rules:

Calendar Code Description

REOM End of month.

RDOM Day of month.

RBOM Beginning of month.

REOD End of delivery.

RBOD Beginning of delivery (for period codes like HM (half month).

RLAST Last specific weekday of month.

RORD Ordinal specific weekday of month.

RDFE Calendar days from the end of the month. rollover.

REFA UK EFA trading calendar.

RSPLIT Dual calendar covering trading rule changes at a certain point in time.

Defining Trading Calendar Rules Page | 121


Defining multiple expiry calendarsBased on period code patterns, you can define multiple expiry calendars within one rollover calendar.

e g. In this rollover calendar RICEELFINQY created for ICE, the following rules are defined.

REOM,HICEOIL,-1,20[0-9][0-9]Q0[1-4]=RICEELFINQ;20[0-9][0-9]Y=RICEELFINY

The rules are interpreted as:

l TYPE is REOM and QUOTING is HICEOIL and OFFSET is -1. Rolls over one day prior to end of the month depending on the calendar HICEOIL.

l For all Absolute Quarterly contracts, RICEELFINQ calendar is applied.

l For all Absolute Yearly contracts, RICEELFINY calendar is applied.

Defining Trading Calendar Rules Page | 122


Editing an Existing Calendar Type

When editing a calendar type, you can amend the name, description and the rules that have been defined.

TO EDIT AN EXISTING CALENDAR TYPE


The Types Manager dialog box is displayed.2. In the Types list, select the Calendar Type you want to edit.

If required, you can filter the list to quickly locate the required calendar type by entering a search expression in the filter field on the toolbar.


l Click Edit on the Types Manager toolbar.

l Double-click on the calendar type.

l Right-click on the calendar type and select Edit.The Calendar Type dialog box is displayed.

4. If required, change the Name or Description5. Optionally, click on Manage Rules to make any changes to the rules that have been defined.6. Click OK to save the changes and to close the window.

.

Editing an Existing Calendar Type Page | 123


Deleting a Calendar Type

You can delete any calendar type that is no longer valid, together with any rules that are associated with it.

Important: The deleted calendar type is also removed from any curve definitions to which it has been associated.

TO DELETE A CALENDAR TYPE


The Types Manager dialog box is displayed.2. In the Types list, select the Calendar Type you want to delete.

If required, you can filter the list to quickly locate the required calendar type by entering a search expression in the filter field on the toolbar.

3. With the calendar type highlighted, do one of the following:

l Click Delete on the Types Manager toolbar.

l Press Ctrl+Del on the keyboard. l Right-click and select Delete.

4. Select Yes to confirm the deletion and to remove it from the listing.

Deleting a Calendar Type Page | 124


Period Codes

To ensure the calendars work in a consistent way, these naming conventions for contract period codes are used .

Intraday Codes

Type Format Example

Quarter hour QHnn QH01

Half hour HHnn HH01

Hour Hnn H01

Within-Month Codes

Type Format Example

Spot SPOT SPOT

Prompt PROMPT PROMPT

Dated DTD DTD

Within Day WD WD

Absolute day yyyyMMdd 20160229

Quoted day DAnn DA01

Calendar day CDAnn CDA01

Absolute WDNW WDNW_yyyyMMdd WDNW_20160220

WDNW WDNW[nn] WDNW or WDNW02

Absolute weekend yyyyWKDnn 2016WKD01

Weekend WKD[nn] WKD or WKD02

Period Codes Page | 125


Balance codes

Type Format Example

Balance of week BOW BOW

Balance of month BOM BOM

Balance of quarter BOQ BOQ

Balance of year BOY BOY

End of codes

Type Format Example

Absolute end of month yyyyEOMnn 2016EOM02

End of month EOMnn EOM01

Absolute end of quarter yyyyEOQnn 2016EOQ01

End of quarter EOQnn EOQ01

Absolute end of year yyyyEOY 2016EOY

End of year EOYnn EOY01

Financial within-month codes

Type Format Example

Overnight ON ON

Spot SPOT SPOT

Spot next SN SN

Tomorrow next TN TN

Spot week SW SW



Absolute Contract Periods

Type Format Example

Day Ahead yyyymmdd 20180220

Week yyyyWnn 2016W01

Half Month yyyyHMnn 2016HM01

Month yyyyMnn 2016M02

Quarter yyyyQnn 2016Q01

Summer season yyyySS 2016SS

Winter season yyyySW 2016 SW

Half year yyyyHYnn 2016HY01

Year yyyyY 2016Y

Gas year yyyyGY 2016GY

Year starting on a specific month yyyyYmmm 2016YMAR



Relative contract periods

Type Format Example

Saturday

SATnnwhere nn is the next relative Saturday after the onDate.

SAT01

With onDate Friday 05/06/2015, SAT01 = 06/06/2015.

Sunday

SUNnnwhere nn is the next relative Sunday after the onDate.

SUN01

With onDate Friday 05/06/2015, SUN01 = 07/06/2015.

Day Ahead DAnn DA01

Week WAnn WA01

Week (Alias) Wnn W01

Half Month HMnn HM01

Month Mnn M01

Quarter Qnn Q01

Summer season SSnn SS01

Winter season SWnn SW01

Next season Snn S01

Half year HYnn HY01

Year Ynn Y01

Gas year GYnn GY01

Year starting on a specific month Ymmnn YMAR01

Financial contract periods

Type Format Example

Week nW 1W

Month nM 1M

Year nY 1Y



Endur specific contract periods

Type Format Example

Absolute week yyyyMONnn 2016MON01

Week MONnn MON01

Absolute month yyyyLOMnn 2016LOM01

Month LOMnn LOM01

Other periods

Type Format Example

Strip yyyy_yyyy 2016_2017

Monthly swap yyyyMnn_yyyyMnn 2016M06_2016M12

Season codes

Type Format Example

SpringSPnn SP05

yyyySP 2018SP

SummerSSnn SS05

yyyySS 2018SS

AutumnSAnn SA05

yyyySA 2018SA

WinterSWnn SW05

yyyySW 2018SW



Absolute to Relative Conversion

To convert an absolute period code (e.g. 2016M08) to a relative period code (e.g. M03), the onDate and expiry calendar must be known.

The logic for calculating the relative period code is:

l Calculate the expiry for the absolute period x periods ahead, where x is the expiry period modifier (E).

Note: The default expiry period modifier is:2 for P type calendars (uses month prior to the month before the delivery month)1 for C type calendars (uses month before delivery month)0 for D type calendars (uses delivery month)0 for L type calendars (uses last month of delivery)

l The period counter starts at -1.

l If the expiry is before the onDate, the relative period is INVALID. l If the expiry is after the onDate:

o Get the previous period expiry

o Increment the period counter

Absolute to Relative Conversion Page | 130


C Type Calendars

C Calendar Example for Weeks

Example: For the calendar REOM,HENG, onDate 11th May 2016 (Week 19) and absolute period 2016W22

l Pre-pass: 2016W23 expires 03/06/2016, period counter is -1

l Pass 1: 2016W22 expires 27/05/2016, period counter = 0




l Exit as expiry is before onDate

Relative period = W + period counter = W03

C Calendar: Example for Months

Example: For the calendar REOM,HENG, onDate 11th May 2016 and absolute period 2016M08

l Pre-pass: 2016M09 expires 31/08/2016, period counter is -1

l Pass 1: 2016M08 expires 29/07/2016, period counter = 0





Relative period = M + period counter = M03



C Calendar Example for Month 0

Example: For the calendar REOM,HENG, onDate 11th May 2016 and absolute period 2016M05

l Pre-pass: 2016M06 expires 31/05/2016, period counter = -1




C Calendar Example for Quarters

Example: For the calendar REOM,HENG, onDate 11th May 2016 and absolute period 2016Q03

l Pre-pass: 2016Q04 expires 30/09/2016, period count is -1

l Pass 1: 2016Q03 expires 30/06/2016, period counter = 0



Relative period = Q + period counter = Q01

C Calendar Example for Seasons

Example: For the calendar REOM,HENG, onDate 11th May 2016 and absolute period 2017SS

l Pre-pass: 2018SS expires 30/03/2018, period count is -1

l Pass 1: 2017SS expires 31/03/2017, period counter = 0



Relative period = SS + period counter = SS01



C Calendar Example for Years

Example: For the calendar REOM,HENG, onDate 11th May 2016 and absolute period 2018Y

l Pre-pass: 2019Y expires 31/12/2018, period count is -1

l Pass 1: 2018Y expires 29/12/2017, period counter = 0




Relative period = Y + period counter = Y02

D Type Calendars

D Calendar Example for Months

Example: For the calendar REOM:D,HENG, onDate 11th May 2016 and absolute period 2016M08

l Pre-Pass: 2016M08 expires 31/08/2016, period counter = -1









D Calendar Example for Quarters

Example: For the calendar REOM:D,HENG, onDate 11th May 2016 and absolute period 2016Q03

l Pre-Pass: 2016Q03 expires 29/07/2016, period counter = -1




D Calendar Example for Seasons

Note: Seasons always assume an E1 modifier because they are not contiguous blocks.

Example: For the calendar REOM:D,HENG, onDate 11th May 2016 and absolute period 2017SS

l Pre-pass: 2018SS expires 30/04/2018, period count is -1




Relative period = SS + period counter = SS01

D Calendar Example for Years

Example: For the calendar REOM:D,HENG, onDate 11th May 2016 and absolute period 2018Y

l Pre-Pass: 2018Y expires 31/01/2018, period counter = -1







D type calendars with modifier E1

Example: For the calendar REOM:D:E1,HENG, onDate 11th May 2016 and absolute period 2016Q03






D Calendar Example for Years with modifier E1

Example: For the calendar REOM:D:E1,HENG, onDate 11th May 2016 and absolute period 2018Y

l Pre-pass: 2019Y expires 31/01/2019, period count is -1








L Type Calendars

L Calendar Example for Quarters

Example: For the calendar REOM:L,HENG, onDate 11th May 2016 and absolute period 2016Q03

l Pre-Pass: 2016Q03 expires 30/09/2016, period counter = -1





P Type Calendars

P Calendar Example for Months

Example: For the calendar REOM:P,HENG, onDate 11th May 2016 and absolute period 2016M08

l Pre-Pass - 2016M10 expires 31/08/2016, period counter = -1

l Pass 1 - 2016M09 expires 29/07/2016, period count is 0

l Pass 2 - 2016M08 expires 30/06/2016, period counter = 1







Example: For the calendar RBOM:P,HCN,9, onDate 16th Jan 2016 and absolute period 2016M03


l Pass 1: 2016M04 expires 17/02/2016, period count is 0




Example: For the calendar RBOM:P,HCN,9, onDate 16th Jan 2016 and absolute period 2016M04



l Pass 2: 2016M04 expires 17/02/2016, period count is 1




P Calendar Example for Quarters

Example: For the calendar REOM:P,HENG, onDate 11th May 2016 and absolute period 2016Q03








Finalizer Types

Configured for a single curve or for a group of curves as a Dashboard group, finalizers determine the set of processes or actions to be performed once a curve has been built. These actions can specify what is done when a curve is successfully built or when the curve build fails.

For example, you can configure finalizers to send email failure notifications or to create a data output file of the built curve and email it to specified recipients.

Note: You can monitor the status of finalizers that have been run on the Finalizer Log tab on the Dashboard.

Finalizers can be triggered when:

l A curve is successfully built for a single onDate.

l A group of curves is successfully built for a single onDate.

l An individual curve fails to build at the cut-off time.

l A group of curves fails to be built at the cut-off time.

Note: The cut-off time is the time at which a check is made to see whether the curve or group of curves has been built.

Finalizer Types Page | 138


Finalizer Profiles

Important: Once you have created the finalizer profiles, you can select and configure them for an individual curve or for a curve groups.

For both single curve and groups of curves, the finalizer profile contains one or more finalizers and is a configured set of services that contains the actions to be taken, together with the default parameters for the selected service, e.g. a fail status email alert and email addresses.

These finalizer services can be specified:

l Fail handler services for actions to be taken in the event that the curve or group of curves is not successfully built or the cut-off time is reached.

l Manual services to specify manually configured user actions.

l Output services to determine actions to be taken when the curve or group of curves is built by the cut-off time.

Note: The default values that are specified when creating a finalizer profile can be overridden when the finalizer profiles are applied to the curve or a group of curves.

Single Curve Finalizers

A single curve finalizer is executed when:

l The curve for a single onDate is successfully built, once the input data for the curve is received. In this case, the configured output services are executed, regardless of the cut-off time.

l The cut-off time is reached.

At this time, a check is made to see whether the curve has been built.Finalizer actions can be executed at this point, regardless of whether the curve has been built.

Note: If the curve has not been built, the curve status is changed from Waiting to Failed.



Group Finalizers

A group finalizer works in the same way as a single curve finalizer, except that it is triggered when all curves in the group are built or the cut-off time specified for the group is reached. Where a holiday calendar has been defined for the group finalizer, the finalizer is not triggered on non-quoting days.

Group finalizers can only be triggered once per onDate. If required, the group finalizers can be re-triggered manually.

The following process is applied for curve groups:

l If all curves are successfully built and the Trigger finalizers when ready option is enabled, the configured output services are executed, regardless of the cut-off time.

l At the cut-off time, if one or more curves have failed or do not contain data:

a. The fail handler for the failed curve is triggered, if configured.

b. If this action does not resolve the issue, any configured group fail handlers are triggered.

l If all the curves are then built, the configured output services are executed.

Otherwise, the fail handler is triggered for the group.

a. If the Always trigger output finalizers, even if curves are not built option is enabled, the output services are triggered at the cut-off time, regardless of whether some curves are not ready.

b. An email is sent to the email addresses that have been set up, in the event of a failure that cannot be resolved by the fail handlers.

If all curves in the group have not been built, the group status is changed from Waiting to Failed.

For finalizers, you can:

l Create a new finalizer profile

l Edit an existing finalizer profile

l Delete a finalizer profile



Creating a Finalizer Profile

A Finalizer Profile is used to configure a set of actions to be performed when a curve or group of curves is built or the cut-off time is reached. The profile can include:

l Fail handler services for actions to be taken in the event that the curve or group of curves is not successfully built or the cut-off time is reached.

l Manual services to specify manually configured user actions.

l Output services to determine actions to be taken when the curve or group of curves is built by the cut-off time.

Note: You can also include multiple services within a finalizer profile. For example, you can create a finalizer profile to include a build finalizer as well as email fail handler.

Note: You can set default values for each parameter here; these can be amended when assigning a finalizer profile to a curve or curve dashboard group.

Creating a Finalizer Profile Page | 141


TO CREATE A FINALIZER PROFILE


The Types Manager dialog box is displayed.

2. Under Types, select Finalizer Profiles.A list of configured finalizer profiles is displayed.

3. To create a new finalizer profile, do one of the following:

l Under Types, select Finalizer Profiles and then click New Type on the Types Manager toolbar.

l Right-click on any existing Finalizer Profile and select New.The Finalizer Profile dialog box is displayed.

4. Under Details, enter: l Code: A unique code. l Name: A unique name. l Description: Brief description for the finalizer profile.

5. Select Configure Services to display the Configure Services dialog box.6. Click Add to display the Select Service dialog box.



7. Expand the nodes to view the available services.

8. Check the boxes for one or more services that you want to include and configure.



9. Click OK to display the selected services in the Configure Services dialog box.

10. For each of the selected services, configure the required parameters.

Fail Services:

l Build

l Email fail handler

l Script runner fail handler

l Use previous data

Manual Service:

l Email action service

Output Services:



l Email output service

l Excel email output service

l ForceRebuild

l Generic output service

l StaleReport

l ValidationReport

11. Click OK to save the finalizer profile and include it the listing.

Note: Once the required finalizer profile has been configured, you can select it when configuring finalizers for a curve or for curve dashboard group.



Fail Finalizer Services

You can configure fail services to determine the actions to be taken in the event that the curve or group of curves have not successfully been built or fail to build at the cut-off time. These fail services can be triggered:

l Build: Determines the actions to be taken in the event that the curve or group of curves is not successfully built.

l Email-Fail-Handler: Sends an email to a list of recipients advising that one or more curves have failed to build.

l Script-Runner-Fail-Handler: Runs the specified script when the curve or group of curves have failed to build.

l UsePreviousData: Based on defined parameters, uses previous curve data to build the curve.

Fail Finalizer Services Page | 146


Build Fail Finalizer Service

The Build finalizer service is used to build the curve when it has not been built, for the specified date.

TO CONFIGURE THE BUILD SERVICE

1. Under All Services, expand the Fail node.2. Check the Build box and click OK.3. Click OK to complete the configuration.

Build Fail Finalizer Service Page | 147


Email Fail Handler Finalizer Service

If the curve has failed to build, the Email-Fail-Handler service can be configured to send an email to one or more specified email addresses, detailing the failed status of the curve build.

TO CONFIGURE THE EMAIL FAIL HANDLER SERVICE

1. Under All Services, expand the Fail node.2. Check the Email-Fail-Handler box and click OK.3. Enter the following parameters:

l email: One or more email addresses to whom the status email should be sent. Multiple email addresses should be comma-separated.

l subject: Email subject. l message: Brief message, detailing the reason for the email.


4. Click OK to complete the configuration.

Email Fail Handler Finalizer Service Page | 148


Script Runner Fail Handler

A Script Runner Fail Handler service can be configured to run the specified script when the curve or group of curves has failed to build.

TO CONFIGURE THE SCRIPT RUNNER FAIL HANDLER SERVICE

1. Under All Services, expand the Fail node.2. Check the Script-Runner Fail-Handler box and click OK.3. Enter the script name.


Script Runner Fail Handler Page | 149


Use Previous Data Fail Finalizer Service

When the input data is not available to build a curve, the Use Previous Data service can be configured to use previous available data from the input source to build the curve. For example, this may be useful to handle missing data due to a holiday.

In the following example, the Use Previous Data fail handler service is configured to use previous data, up to a maximum number of three days' back.

Use Previous Data Fail Finalizer Service Page | 150


TO CONFIGURE THE USE PREVIOUS DATA SERVICE

1. Under All Services, expand the Fail node.2. Check the UsePreviousData box and click OK.3. Enter the following configuration parameters:

l method: Specifies method for using previous available data. Select either: o Use previous curve: to use the data for the last successfully built curve for the

current curve.

o Build from previous inputs: to use previous available data for the inputs to build the curve.

l maxDaysBack: Integer value for the maximum number of days back to build the curve, using the selected method.

Note: Enter -1 if you do not want to specify any limit.



Use Previous Data Fail Finalizer Service Page | 151


Manual Service

The following manual service can be configured:

l Email action service: Sends an email to a list of recipients, detailing the build status.

Manual Service Page | 152


Email Action Manual Finalizer Service

The Email Action Service sends an email to one or more specified email addresses, when the curve or group of curves is successfully built or when the build has failed.

TO CONFIGURE THE MANUAL EMAIL ACTION SERVICE

1. Under All Services, expand the Manual node.2. Check the Email-Action-Service box and click OK.3. Enter the following configuration parameters:





Email Action Manual Finalizer Service Page | 153


Output Services

You can configure output services to determine the actions to be taken when the curve or group of curves is built. These output services are available:

l Email-Output-Service: Sends an email to a list of recipients.

l Excel-Email-Output-Service: Sends an Excel attachment, detailing the build status, by email to a list of recipients.

l Force Rebuild: Used mainly for live curves, regardless of failure or success of the curve, the curve is forced to build.

l Generic-Output-Service: Delivers the curve via email or SQS, outputting the data in CSV, JSON or XML format.

l Script-Runner-Output-Service: Runs the specified script.

l Stale Report: Generates a forward fill report for the curves.

Output Services Page | 154


Email Output Service

The Email Output Service finalizer sends an email to one or more recipients when the build is complete.

TO CONFIGURE EMAIL OUTPUT SERVICE

1. Under All Services, expand the Output node.2. Check the Email-Output-Service box and click OK.3. Click OK to display the Email-Output-Service details.4. Enter the following configuration parameters:





Email Output Service Page | 155


Excel Email Output Finalizer Service

The Excel Email Output Service sends an email to one or more recipients, with the build status included as an Excel attachment.

Excel Email Output Finalizer Service Page | 156


TO CONFIGURE THE EXCEL EMAIL OUTPUT SERVICE

1. Under All Services, expand the Output node.2. Check the Excel-Email-Output-Service box and click OK.3. Enter the following configuration parameters:


l subject: Email subject. l message: Brief message, detailing the reason for the email. l separator: Column separator to be used. The default is "," comma-separated. l filename: Filename, which can embed the timestamp, in the format clientReport.[yyyy-MM-

dd_HHmmss].xls l dateformat: Date format to be used. The default format is m/d/yy. l setCurveTenorsandStatus: Set the option to true to include the curve status and tenor

details in the file. By default, this is set to false. l statusSheet: Set the option to true to include a new sheet with the curve and quality status.

By default, this is set to false. l includeProduct: Set the option to true to include the product details from the curve definition.

By default, this is set to false.



Excel Email Output Finalizer Service Page | 157


ForceRebuild Output Finalizer Service

Used mainly for live curves where you always want the curve to be built, the ForceRebuild finalizer service is used to rebuild the curve for the onDate, regardless of whether the curve build has failed or completed successfully.

TO CONFIGURE THE FORCEREBUILD OUTPUT SERVICE

1. Under All Services, expand the Output node.2. Check the ForceRebuild box.3. Click OK to complete the configuration.

ForceRebuild Output Finalizer Service Page | 158


Generic Output Finalizer Service

The Generic Output Service is used to deliver the curve via email or FTP, with the data output in CSV, JSON or XML format.

In the following example, a generic output service is configured to export the curves in CSV format and deliver the exported curve details using FTP.

Note: All FTP configuration parameters are not shown.

Generic Output Finalizer Service Page | 159


TO CONFIGURE THE GENERIC OUTPUT SERVICE

1. Under All Services, expand the Output node.2. Check the Generic-Output-Service box and click OK.3. Enter the following configuration parameters:

l format: Output format, selected from the drop-down. The available formats are: CSV, XML, or JSON.

l delivery: Required delivery method, selected from the drop-down. The available delivery methods are Email or FTP.

Email Delivery


l subject: Email subject. l message: Brief message, detailing the reason for the email. l sqs.queue: If SQS delivery method is selected, enter the sqs.queue details.

FTP Delivery

l ftp.server: FTP server details. l ftp.user: User name to log on to the FTP server. l ftp.password: User password to log on to the FTP server. l ftp.dir: Directory on FTP service to which to transfer the file.

Generic Output Finalizer Service Page | 160


Script Runner Output Service

The Script Runner Output Service allows you to run a specified script.

TO CONFIGURE THE SCRIPT RUNNER OUTPUT SERVICE

1. Under All Services, expand the Output node.2. Check the Script Runner Output Service box and click OK.3. Enter the script name and click OK to complete the configuration.

Script Runner Output Service Page | 161


Stale Report Output Finalizer Service

The Stale Report finalizer service is used to generate a forward fill report for the curves, which is emailed to one or more recipients.

TO CONFIGURE THE STALE REPORT OUTPUT SERVICE

1. Under the Select Service, expand Output node.2. Check the StaleReport box and click OK.3. Enter the following configuration parameters:


l subject: Email subject.4. Click OK to complete the configuration.

Stale Report Output Finalizer Service Page | 162


Validation Report Output Service

The ValidationReport finaliser generates a report, detailing the validation checks that highlighted the issues that prevented the curve from being built.

Validation Report Output Service Page | 163


The following report shows the percentage change validation checks.

This report details the finalizers run on a group.



TO CONFIGURE THE VALIDATION REPORT OUTPUT SERVICE

1. Click Add to select one or more services.2. Under All Services, expand the Output node.3. Check the ValidationReport box and click OK.4. Enter the following configuration parameters:


l subject: Email subject. l includeValidStatus: Set to true to include curves with valid quality status in the report. This is

the default setting.

l includeUncheckedStatus: Set to true to include curves with unchecked quality status in the report. This is the default setting.

l includeFailedStatus: Set to true to include curves with failed quality status in the report. This is the default setting.

l includePlausibleStatus: Set to true to include curves with plausible quality status in the report. This is the default setting.




Editing a Finalizer Profile

When editing a finalizer profile, the name, description, finalizer services and configured parameters can be modified. However, you cannot change the profile code.

TO EDIT A FINALIZER PROFILE

1. On the GCB main menu, select Tools > Types Manager.The Types Manager dialog box is displayed.

2. Under Types, select Finalizer Profiles. The list of configured finalizer profiles is displayed.

3. Select the Finalizer Profile you want to edit.4. Do one of the following:

l On the Types Manager toolbar, click the Edit icon.

l Right-click on the selected finalizer profile and click Edit.The Finalizer Profile dialog box is displayed.

5. To amend the services, select Configure ServicesThe Configure Services dialog box is displayed, detailing the services.

l To add a new finalizer service, click on Add. l To change the parameters for an existing service, edit the details in the required field.

l To remove an existing service, select it and click Remove and then Yes to confirm the deletion.

6. Click OK twice to save the changes.

Editing a Finalizer Profile Page | 166


Deleting a Finalizer Profile

You can delete any finalizer profile that is no longer required. It is also removed from any curves or curve groups for which it has been configured.

TO DELETE A FINALIZER PROFILE

1. On the GCB main menu, select Tools > Types Manager to display the Types Manager dialog box .

2. Under Types, select Finalizer Profiles. A list of configured finalizer profiles is displayed in the main pane.

3. Select the Finalizer Profile to be deleted.4. Do one of the following:

l On the Types Manager toolbar, click the Delete icon.

l Right-click on the selected finalizer profile and select Delete.5. Click Yes to confirm the deletion.

Deleting a Finalizer Profile Page | 167


Unit Types

The Unit types option is used to define and maintain unit types, which can then be associated with products and curves to enable unit conversion.

From time to time, Enverus may add additional unit types. Additionally, you can create and maintain your own custom unit types.

For Unit Types, you can:

l Create a new unit type

l Edit and update existing unit types

l Delete existing unit types

Unit Types Page | 168


Creating a New Unit Type

When you create a new unit type, you need to ensure that you are aware of the standard unit conventions. Unit types can be created for one of these dimensions:

l Angle

l Energy

l Frequency

l Length

l Mass

l Power

l Pressure

l Speed

l Temperature

l Volume

In the following example, a Degree unit type has been specified, with Angle as the dimension.

Creating a New Unit Type Page | 169


TO CREATE A NEW UNIT TYPE


The Types Manager dialog box is displayed.2. In the Types tree, select Unit Types to display the list of existing calendar Unit Types.3. To create a new unit type, do one of the following:

l On the toolbar, click New Type. l Right-click on any of the existing Unit Types and select New.

The Unit Type dialog box is displayed.

4. Under Details, enter the following information:a. Code: A unique code for the unit type.

b. Name: Unique name for the unit type.

c. Dimension: The dimension for the unit, from the drop-down list.

d. Attributes: Tick the appropriate attributes for the new unit type.

Note: For more information, see Unit Types Attributes.

e. Factor: Enter a value, if required.

f. Time factor: Enter the time factor value, if appropriate.

5. Click OK to create the new unit type and include it in the listing.

Creating a New Unit Type Page | 170


Unit Types Attributes

The attributes describe the features of a unit.

All units are associated with a unit dimension. The following dimensions are defined in GCB:

l Angle

l Energy

l Frequency

l Length

l Mass

l Power

l Pressure

l Speed

l Temperature

l Volume

Note: Rather than using pre-defined unit factors, custom factors can be entered and applied.

Attributes for all unit types are maintained under Tools > Types Manager > Unit Types. You can double-click on any unit to display the Unit Type window.

Unit Types Attributes Page | 171


In this example, the meter unit type (Length dimension) is shown.

l Every dimension has a base unit and its factor is set to 1. The Base Attribute is checked to indicate that the unit is the base attribute for the dimension. This base unit is referenced by all units of the same dimension, as the basis for conversion.

The factor for the base unit is set to 1.

Below are the base units for each dimension.

Dimension Base Unit Abbreviation

Angle Degree DEGREE

Energy joule J

Frequency Hertz Hz

Length meter m

Mass gram g

Power watt W

Pressure pascal PA

Speed meter m

Temperature Degree Celsius C

Volume liter ltr

l Checking the Metric box indicates that the unit is metric-based and automatically creates the dependent units, based on the dimension.

These dependent units for the unit can be viewed by clicking on View Dependent Units ....Below are the dependent units for meter (Length dimension).



l Checking the Time-based box indicates that the unit is time-based and contains time factors and automatically creates the dependent units, with the time factor.

The dependent units for the unit can be viewed by clicking on View Dependent Units ....



Below are the dependent units for meter (Speed dimension).

Example: From base unit to another unit of the same dimension:

The base unit for Mass is Gram. The unit factor of gram is defined as 1. Taking Pound as another unit of Mass, the unit factor for Pound is 453.59.

i.e. 453.59g = 1 Pound

Example: From one unit to another unit of the same dimension:

To convert 2 Pounds to Metric tonnes, the unit factors of both are considered.Unit Factor of Pound (from Unit Factor) = 453.59Unit Factor of Metric Tonne (to Unit Factor) = 1000000

The Conversion Factor is calculated as follows:

Conversion Factor = From Unit Factor/ To Unit FactorConversion Factor = 453.59 / 1000000 = 0.00045359

Result = input value * Conversion FactorResult = 2 * 0.00045359 = 0.00090718



Editing a Unit Type

When editing a unit type, the name, dimension, attributes and factor of the chosen unit can be changed. However, you cannot change the code.

TO EDIT A UNIT TYPE


The Types Manager dialog box is displayed.2. In the Types tree, select Unit Types to display the list of existing calendar types. 3. To open the unit type for editing, do one of the following:

l Highlight the unit type and click Edit on the Types Manager toolbar.

l Right-click on the unit type and select Edit.

l Press Ctrl+Enter on the keyboard.The Unit Type dialog box is displayed.

4. Make the required changes to any fields that are enabled for editing.

5. Click OK to save the changes.

Editing a Unit Type Page | 175


Deleting a Unit Type

You can delete unit types that are no longer required. When deleting a unit type, it is removed from any products or curves with which it was associated.

TO DELETE A UNIT TYPE


The Types Manager dialog box is displayed.2. In the Types tree, select Calendar Types to display the list of existing calendar types. 3. Select an Unit Type to delete.4. To delete the unit type, do one of the following:

l Right-click on the selected Unit Type and click Delete.

l Highlight the unit type and click Delete on the Types Manager toolbar.

5. Click Yes to confirm the deletion.

Deleting a Unit Type Page | 176


Reports in Types Manager

You can generate reports to for Calendar and Unit Types.

These reports can be generated:

l Entity Report: To view the entities associated with a selected type component. l History Report: To generate an audit report for the changes made to a selected type component.

Reports in Types Manager Page | 177


Viewing the Entity Report

The Entity Report provides you with a report of the selected unit and calendar types.

The following example displays the entity report for Unit Types.

TO GENERATE AN ENTITY REPORT

1. On the GCB main menu. select Tools > Types Manager.

The Types Manager dialog box is displayed.2. In the Types tree, select either Calendar Types or Unit Types.

3. Select Entity Report on the Types Manager toolbar.

The Report-selected entity dialog box is displayed with the generated report.

Viewing the Entity Report Page | 178


Viewing the History Report

The History Report provides an audit record of changes made.

The following diagram displays a sample audit history report.

TO VIEW THE HISTORY REPORT


The Types Manager dialog box is displayed.

2. Select the History Report icon.

3. The Report-Audit History dialog box is displayed with the generated audit report.

Viewing the History Report Page | 179


Server Administration

Important: Access to the Server Administration functionality is typically restricted to the super user and company administrator. Standard users would not typically have access.

Server Administration is an administrative tool for configuring the security settings, user authentication and access privileges for GCB.

Using the Server Administration, you can configure the companies, policy groups, workgroups and users who can access GCB and set the appropriate access rights to both data and functionality.

Note: The way in which security is managed for your company will depend on the implementation.GCB does not handle security relating to MarketView products, as this is done by MarketView.

Under the Security node in the left hand pane, you can click on any of the options to view the configuration for that item and right-click to access the context-menu options.

When GCB is installed and a new company is added, a super user is set up for that company, together with a generic policy group and two admin workgroups.

Note: You can select the View Relationships option to display the existing links for the selected entity.

ExampleThis example shows the creation of a new company called RHD Limited, with these default policy groups and work groups.

Server Administration Page | 180

Chapter 6

The typical work flow for setting up security is:

1. The super user creates a company administrator with the required admin privileges to access the server admin options for managing their company's security and user access. The company administrator can then:

a. Set up any additional companies.

b. Set up the required workgroups to reflect the organizational structure of the company.

c. Associate the relevant users to the workgroups.

d. Set up the required policy groups for the company.

e. Add the relevant policies to each of the policy groups.



Using Server Administration, you can:

l Create, edit and delete companies

l Create, edit and delete workgroups

l Create, edit and delete policy groups

l View relationships



Server Admin Interface

The following table provides details on each of the menu options on the Tools > Server Administration toolbar.

Toolbar Group Icon Option Description

Security management

New Company To create a new company.

New Policy Group To create a new policy group.

New Workgroup To create a new workgroup.

New User To create a new user.

SaveTo save changes made to the workgroups to which a user belongs or the policy groups associated with a workgroup.

Edit To edit the selected item.

Delete To delete the selected item.

Refresh To refresh the displayed list.

Reports

Entity Report To view the entity report for the selected item, detailing the associated entities.

History Report To view the audit history report for the selected item, providing a record of the changes made.

View Relationships

To display a visual representation of the selected item and associations, e.g. users within a company.

Results Filter results Enter search criteria to filter the displayed list.

Server Admin Interface Page | 183


About Companies

You can create one or more other companies to reflect the structure for your company. For example, you may want to set up separate companies to identify different locations or subsidiaries.

The companies node can be viewed and accessed only by an admin user.

On the Security tree, select Companies to view the list of companies that have been set up.

Note: You can right-click on the company name to copy the company URI (e.g. company://RHD) to the clipboard.

For Companies, you can:

l Create a new company

l Edit and update company details

Important: It is not possible to use the Client application to delete a company.

About Companies Page | 184


Creating a New Company

Note: The creation of the company is managed by Enverus, using the super user account.

When a new company is added, the following are also created:

l Company administrator, using the details entered in the New Company wizard. l An admin policy group using the same name as the company, with full permissions;

admin@<company>.Actual permissions are derived from the parent policy groups, which are mapped when creating the company.

l <company> admin workgroup.

For every company created, you can set up specific policy groups, workgroups and users in it.

Note: It is recommended that the company administrator creates the required policy groups, workgroups and users and not the super user.

When setting up a new company, the New Company wizard guides you through the steps to enter general company information, specify the user to hold administrator privileges and the policy groups to be assigned at the company level.

Creating a New Company Page | 185


ExampleThis example shows the creation of a new company called RHD Limited, with these default policy groups and work groups.

TO CREATE A NEW COMPANY

1. On the GCB main menu, select Tools > Server Administration.

The Server Administration dialog box is displayed.2. On the Security tree, select Companies.

The code and name of any Companies already set up are listed in the main Server Administration pane.

3. To open the New Company wizard, do one of the following:

l On the Server Administration toolbar, select New Company.

l Under Security, right-click Companies and select New Company. l Right-click on an existing company and select New Company. l Right-click on Settings and select New Company.

The Company Details dialog box is displayed.



4. Enter the required company details:

l Code: unique code to identify the company. l Name: full name for the company.

5. Optionally, enter the company address.

6. Click Next to display the User Details dialog box.

7. Select the required Login type from the drop-down:



l Select Windows Authentication to validate the user with the Windows token, for which no username / password is required.

l Select Genic Authentication to log in using user credentials provided by Enverus. l Select IP authentication to log in with just a user name, validating the user against the


8. Enter the Login name to be used to log in to GCB.Ensure that the login name includes the "@" character.

9. Click Set Password to display the Set Password dialog box.

Click here for guidance on password creation.

a. In this dialog box, enter the Password for the company administrator and Retype password to confirm the details.

b. If you want the company administrator to enter their own password when they next log on, ensure that the User must change password at next logon box is checked.

c. Click OK to exit the window and to return to the User Details dialog box.

10. Tick the Disable auditing box if you do not want any auditing to be performed on the selected user details. It is recommended that this box is left unchecked.

11. Click Next to display the Policy Group Mappings dialog box. This window lists the existing policy groups.



a. Tick the box for one or more of the policy groups that you want to associate with the new company.

Alternatively, click on Copy From to select a different workgroup from which to copy policy group mappings and then click OK to return to the Policy Group Mappings dialog box.

Note: You do not need to map any policy groups to the new company.

12. Click Finish to create the new company and add it to the company list.



Editing Company Details

When editing a company's details, you can change the name, address and other company information. However, you cannot associate any additional policy groups to the existing company details.

Note: Only super users can add or delete policy groups from a company.

TO EDIT A COMPANY

1. On the GCB main menu, select Tools > Server Administration. The Server Administration dialog box is displayed.

2. On the Security tree, select Companies. The code and name of any Companies already set up are listed in the main Server Administration pane.

3. Highlight the company that you want to edit.


l On the Server Administration toolbar, click Edit.

l Right-click on the company and select Edit.The details of the selected company are displayed.



Editing Company Details Page | 190


About Workgroups

A workgroup can be defined as a group of users, with which one or more policy groups are associated. Typically, you would set up a workgroup for users who share similar work functions or require similar access rights to functionality and data resources in GCB.

Generally, the workgroup naming reflects the organisation's functional activities, e.g. Back office, Risk, Accounts, etc., so that it is easy to manage the users within the group and assign the required policy groups. However, there is no restriction on the workgroup naming that can be used.

Note: There is no restriction on the number of users that can be included in a workgroup nor on the number of policy groups that are mapped to the workgroup.

On the Security tree, select Workgroups to view the list of workgroups that have been set up. You can then select an individual workgroup to view the policy groups associated with it.

Note: You can right-click on the workgroup name to copy the workgroup URI (e.g. workgroup://RHD/Back office) to the clipboard.

For Workgroups, you can:

l Create a new workgroup

l Edit and update a workgroup

l Delete a workgroup

About Workgroups Page | 191


Creating a New Workgroup

A workgroup is created to provide access to users who share common permissions to a set of mapped policy entities. When creating a workgroup, you should consider which users have common access requirements.

As part of the process, you can select any existing policy groups to be included for the workgroup. Alternatively, you can copy policy group mappings that are already set up for another workgroup.

In this example, a workgroup called Backoffice has been created, with the foreign exchange policy group included for the workgroup.

Note: Certain special characters can be used when creating new workgroups.

Creating a NewWorkgroup Page | 192


TO CREATE A NEW WORKGROUP


The Server Administration dialog box is displayed.2. On the Security tree, select Workgroups.3. To open the Workgroup wizard, do one of the following:

l On the Server Administration toolbar, click New Workgroup.

l Right-click on Workgroups and select New Workgroup. l Right-click on an existing workgroup and select New Workgroup.

The Workgroup dialog box is displayed.4. In the Workgroup details enter the following details:

l Name: Name for the workgroup. l Company: Select the company from the drop-down list.

Note: When you choose a company, the list of policies mapped for that company is displayed in the policy group mapping.

l Description: Optionally, a brief description.

5. To select the policy groups to be associated with the workgroup, do one of the following:

l In the Policy group mapping, check / uncheck the policy groups to include in the workgroup.

l To copy from another workgroup:



a. Click on Copy From to display the Workgroups dialog, listing the existing workgroups.

b. Select the workgroup from which to copy policy group mappings and click OK.

c. The relevant policy groups used in the workgroup are checked and can be amended, if required.

6. Click OK to create the new workgroup and add it to the workgroups list.



Editing a Workgroup

When editing a workgroup you can add or amend policies, or copy additional policy group mappings from a different workgroup, as required.

TO EDIT A WORKGROUP


2. On the Security tree, select Workgroups to display the list of workgroups in the main pane.3. Highlight the workgroup that you want to edit and do one of the following:

l On the Server Administration toolbar, click Edit.

l Right-click on the existing workgroup and select Edit.The Workgroup dialog box is displayed.


5. To edit the policy groups for the workgroup, check / uncheck the boxes for the required policy groups. Alternatively, click on Copy From to select a different workgroup from which to copy policy group mappings and then click OK to return to the Policy Group Mappings dialog box.


Editing a Workgroup Page | 195


Deleting a Workgroup

You can delete any workgroup that is no longer required. Any user in the workgroup will no longer have access to the resources specified by the policy groups set for the deleted workgroup.

TO DELETE A WORKGROUP


The Server Administration dialog box is displayed.2. On the Security tree, select Workgroups to display the list of workgroups.3. Highlight the workgroup that you want to delete and do one of the following:

l On the Server Administration toolbar, click Delete.

l Right-click on the existing workgroup and select Delete.4. Click Yes to confirm the deletion and to remove the workgroup from the listing.

Deleting a Workgroup Page | 196


About Users

All users are required to log in with a user ID and password to connect to the GCB server and access the resources.

When connecting to the GCB server, users are authenticated by individual sign-on, using Genic Server Authentication with the credentials set up for the user in GCB.

Note: When setting up the server registration information, you can enter and save the username / password credentials for your user. rather than manually entering the details every time you connect.

You can set up these different types of users in GCB:

l Super user: responsible for the overall security for all companies. l Company administrator: responsible for the security and server administration for own company.

This user is set up when the company is created.

l Standard users: access to resources is determined by the access rights set up for the user. Typically, standard users would not have access to the server admin functionality.

Note: Standard users are included within different workgroups; the policy groups assigned to the workgroup are applied to each user within that workgroup.

About Users Page | 197


On the Security tree, select Users to view the list of users that have been set up. The user's login, name and method of authentication is displayed. You can then select an individual user to view the workgroups associated with the user's company.

Note: You can right-click on the user name to copy the user URI (e.g. user://RHD/[email protected]) to the clipboard.

Note: The status indicator, next to the user name, shows that the user is currently connected.

For Users, you can:

l Create a new user

l View and update an existing user

l Reset a user's password

l Delete a user

About Users Page | 198


Creating a New User

Every individual who accesses GCB should be set up as a separate user. When you create a new user, you can set up the necessary permissions and rights to access the various resources within GCB.

Once a user has been created, you can associate the user with one or more workgroups and assign policy groups to the user or the user's workgroups. You can also reset the user's password.

In this example, a new user called Adam Smith has been created.

Note: Certain special characters can be used when creating new user names.

Creating a New User Page | 199


TO CREATE A NEW USER


The Server Administration dialog box is displayed.2. On the Security tree, select Users. Any existing users are displayed in the right-hand pane, with the

associated workgroups for the highlighted user displayed below.

3. To open the New User wizard, do one of the following:

l On the Server Administration toolbar, click New User.

l Right-click on any node in the left-hand pane and select New User. l Right-click on existing user and select New User.The Login Details dialog box is displayed.

4. Select the required Login type from the drop-down: l Select Genic Authentication to log in using user credentials provided by Enverus. l Select IP authentication to log in with just a user name, validating the user against the


l Select Federated Authentication to log in with single sign-on (SSO) using the user's single authentication token.

5. Enter the appropriate Username and Password for the selected authentication.



6. If you want the password to be changed when the user next logs in, check the User must change password at next logon box.

7. By default, auditing is enabled so that all actions taken by the user are recorded. If this is not required for the user, check the Disable auditing box. However, it is recommended that you have this option enabled, i.e. the box is left unchecked.

8. Click Next to display the User Details dialog box.



9. Enter the mandatory user details, including the First name and Last name and select the Company for the individual from the drop-down list.

10. Optionally, enter additional user details, such as the user's email address.

Note: This email address is used to send any notifications that have been set up for the user.



11. Click Next to display the Workgroup Mapping dialog box, listing the workgroups that have been set up for the user's company.

12. Check one or more boxes for the workgroups in which you want to include the user.

Note: Any workgroups to which the user cannot belong are greyed out. For example, it is not possible to include standard users in the company's admin workgroup (suffixed with _ADMIN and greyed out), as this workgroup is restricted to the super user / system administrator.

Note: Additional workgroups can be set up and associated with the user at a later stage.

13. Click Finish to create the new user and add it to the user list.



Editing User Details

When editing user information, you can edit all user details except for the user's login name and the company to which the user is associated. There is also the option to reset the user's password.

Additionally, you can change the workgroups to which the user belongs.

TO EDIT USER DETAILS


The Server Administration dialog box is displayed.2. On the Security tree, select Users to display the list of users in the main pane.3. Highlight the user that you want to edit and do one of the following:

l On the Server Administrator toolbar, click Edit.

l Right-click on the selected user and select Edit.4. The details of the selected user is displayed.



Editing User Details Page | 204


TO CHANGE THE USER'S WORKGROUPS


The Server Administration dialog box is displayed.2. On the Security tree, select Users to display the list of users in the main pane.3. Select the required user to display the user's workgroup list below, with checked boxes for the

groups to which the user belongs.

4. Check / uncheck the workgroups, as required and click Save.

Note: You can select View Relationships to see the updated user's workgroups.

Editing User Details Page | 205


Deleting a User

You can delete any user that is no longer part of your organization. When a user is deleted, they are removed from any workgroups to which they belonged.

TO DELETE A USER 1. On the GCB main menu, select Tools > Server Administration.

The Server Administration dialog box is displayed.2. On the Security tree, select Users to display the list of users.3. Highlight the user that you want to delete and do one of the following:


l Right-click on the selected user and select Delete.4. Click Yes to confirm the deletion and to remove the user from the listing.

Deleting a User Page | 206


Resetting a User's Password

If, at any point, you want to reset the password that is currently set for a user to a temporary password, you can do that by using the Reset Password option under Users. This is useful if a user has forgotten their existing password.

Note: Once the password has been reset, the user will be required to change their password when they next log on.

Administrators and other users with the appropriate permissions have the ability to reset user passwords. When a user's password is reset, the user is prompted to enter a new password when they next log in if this flag was set when the user was created.

TO RESET THE PASSWORD


The Server Administration dialog box is displayed.2. On the Security tree, select Users.3. In the list of users, right-click the required user and select Reset Password.

The Reset Password dialog box is displayed.

4. Enter a new password for the user.

5. Re-type the new password to confirm it. Click OK to confirm the changes.

Resetting a User's Password Page | 207


Viewing a User's Policies

A number of options exist for viewing the policies associated with a user.

My PoliciesThe My Policies option on the Tools ribbon can be selected to view the security policies set up for your user. This option is always accessible regardless of the permissions that are held.

Viewing a User's Policies Page | 208


Your User Policies ReportWith the My Policies node selected, you can click on Policy Report to obtain a report of all the policies associated with your user, together with the user details and a flag to indicate whether auditing is enabled for the user.

Note: When setting up a user, you can set the flag to enable / disable auditing for that user.

Selected User Policies ReportIf you have permission for the Users node, you can select it to view the list of users that have been set up. With a user selected, you can then click on Entity report to view the policy report for the selected user.

Viewing a User's Policies Page | 209


About Policies

An individual policy is used to reference a particular resource, such as a data set, a feature or a rule. Multiple policies can then be included within a policy group. These policy groups are assigned to workgroups to determine the resources that users in that workgroup can access.

Each policy is represented in the form of a URI, that identifies the resources in a standard format.

Example: To enable a user to view all curves, the curve://* policy must be included in the appropriate policy group for the user's workgroup. The asterisk (*) wildcard is used to represent all curves.

You can select My Policies to view the URI policies and permissions for your user.

Policy structure

You can refine a policy by specifying the URI at a lower level.

Format Example Details

Policy URI entity://* curve://* Access to all curves.

Level 1 URI entity://name/* curve://oil/* Access to all curves in the OIL category.

About Policies Page | 210


Policy Listing

Policies and PermissionsThese different policies are supported in GCB.

l Security Policies

l Feature Policies

l Meta Types Policies

l Extended Type Policies

l Group Policies

l Curve Builder Policies

l Other Policies

Policy Listing Page | 211


Security PoliciesThese policies are required to access the security in GCB.

URI Functional AreaDefault

Permission Level

policygroup://* Policy groups None

setting://* Setting Read

user://* Users None

workgroup://* Workgroups None

Feature PoliciesAccess to the feature//* policy is required to access any feature in GCB.

Important: Execute permission level is required to access any feature associated with this policy.

The feature//* policy includes the following sub-categories:

Policy Functional AreaDefault

Permission Level

feature://audithistory Audit History None

feature://auditing Auditing None

feature://batchupdates Batch Updates None

feature://deployments Workflow deployments None

feature://exporting Export None

feature://importing Import None

feature://typesmanager Types Manager None

feature://resourcemanager Resource Manager None

feature://serveradministration Server Administration None

feature://templatesmanager Templates Manager None



Meta Type PoliciesAccess to the meta type policies is required to read the meta details in GCB.

URI Functional Area Default Permission Level

accessor://* Resource Manager Read

calendartype://* Calendar types Read

dataoutputfile://* Data output files Read

datapackage://* Data packages Read

datasubscription://* Data subscriptions Read

datasupplier://* Data suppliers Read

datatype://* Data types Read

eventtype://* Event types Read

grouptype://* Group types Read

identitytype://* Identity types Read

linktype://* Link types Read

modeltype://* Model types Read

notificationalert//* Notification alerts Read

notificationevent://* Notification events Read

reasontype://* Reason types Read

template://* Templates Read

timezonetype://* Timezone types Read

transform://* Transform types Read

unit://* Unit types Read



ExtendedType PoliciesAdditional policies that are not categorised into any of the policies group, is placed under this category.


alert://* Alerts Read

datastatus://* Data statuses Read

datastatus://failed Failed data statuses Read

datastatus://ignored Ignored data statuses Read

datastatus://locked Locked data statuses Read

datastatus://plausible Plausible data statuses Read

datastatus://unchecked Unchecked data statuses Read

datastatus://valid Valid data statuses Read

derivation://* Derivations Read

integration://* Integration Read

manualcheck://* Manual checks Read

multisourcecheck://* Multisource checks Read

postupdatecheck://* Post-update checks Read

postupdatepropertycheck://* Post - update property checks Read

preupdatecheck://* Pre-update checks Read

preupdatepropertycheck://* Pre-update property checks Read

qualitytask://* Quality tasks Read

qualitytask://approve Approved quality tasks Read

qualitytask://chase Chased quality tasks Read

qualitytask://correction Corrected quality tasks Read

qualitytask://nonissue Non issue quality tasks Read

qualitytask://reassign Reassign quality tasks Read



Model PoliciesAccess to the model policies is required to work with models in GDM.


model://* Models None

Group PoliciesAccess to the group policies is required to work with groups in GCB.


group://* Groups None

CurveBuilder PoliciesAccess to the curve builder policies is required to work with the curves and the rules in GCB.

For a curve definition:

l with NONE permission, no curves are displayed. l with READ permission or higher than READ, curves are displayed. l with FULL permission, curves added to the policy group are displayed.

Example: If you specify policy curvedefinitons://ice/*, only those curves that satisfy this policy are displayed.


curvedefinition://* Curve definitions None

rule://* Rules None



Other PoliciesThese policies do not fall into any of the above categories.


curve://* Curves Read

curvegroup://* Curve group Read

formula://* Formulas Read

modellink://* Model links None

script://* Scripts Read

shape://* Shape Read

shapedefinition://* Shape definition Read

status://* Status Read

version://* Versions None



Permission Levels

These permission levels can be selected when specifying the access required for the selected policy group.

l Full Control: Provides write, execute, create and read permissions for the policy groups. l Write: To add to the policy groups, however you will be unable to delete any information. l Execute: To view and access the policy groups for which you have permission. l Create: To create and view the content of the policy groups. l Correction: To make corrections to the data. l Read: To search and view the content of policy groups for which you have permission.

Note: Where a user has read-only permissions for a particular entity, the user can open an item for editing to view the details and to copy the text from any field. Although the item can be opened, the user must have write permissions to make any changes.

Some permission levels can only be applied in conjunction with other permissions. For example, when the Write permission is selected, the Correction and Read permission levels are also automatically selected.

Permission Levels Page | 217


The following matrix details the combinations for each permission level.

Permission Full Control Write Execute Create Correction Read

Full Control

Write

Execute

Create

Correction

Read

Permission Levels Page | 218


Options for Defining Policies

Use of WildcardsThese wildcard characters can be used.

* For one or more characters across all policies.

? For a single character in curve and curve definition policies.

# For a single digit (0-9) in curve and curve definition policies.

Policy URI Examples Description Examples of Matching Curves

curve://* All curves.curve://OIL/WTIcurve://OIL_CAN/WTI_SPREADcurve://OIL_US/WTI_BENCHMARK

curve://OIL/* All curves in the OIL curve category. curve://OIL/WTIcurve://OIL/BRENT_SPREAD

curve://OIL/WTI* All curves in the OIL curve category that start with the letters WTI. curve://OIL/WTI

Note: For product URIs, use of * for specifying partial datasets is not supported, so model://datahub/alba* cannot be used. You can only use the * at the top level, e.g. model://datahub/*. Otherwise, you need to specify the full dataset, e.g. model://datahub/alba_sol.

curve://OIL*/ All curves in any category that starts with the letters OIL.

curve://OIL_US/WTI_SPREADcurve://OIL_CAN/BRT_BENCHMARK

curve://OIL*/WTI*All curves that start with the letters WTI in any category that starts with the letters OIL.

curve://OIL/WTIcurve://OIL_CAN/WTI_SPREADcurve://OIL_US/WTI_BENCHMARK

curve://OIL??##/*All curves in any category that starts with the letters OIL, followed by two characters and then two digits.

curve://OILBM20/WTIcurve://OILCM21/CURVE

Options for Defining Policies Page | 219


Applying Negative PermissionsNegative permissions can be used to restrict user access to a particular resource within a wider policy resource. You need to set up a policy group for each of the policy URIs.

Examples

1. To provide access to all curves except for curves within one curve category, e.g. OIL, set up separate policy groups for these two policies with the permissions shown.

Policy URIs Permission levels

l curve://* Full control

l curve://OIL/* None



2. To only provide access to curves within a single curve category, e.g. OIL, set up these two policies:


l curve://* None

l curve://OIL/* Full control

3. To provide read access to all DataHub data except for one dataset, e.g. ECB_FX, set up these two policies:


l model://datahub/* Read

l model://datahub/ECB_FX None

4. To provide read access to a single DataHub dataset, e.g. ECB_FX, set up these two policies:


l model://datahub/* None

l model: //datahub/ECB_FX Read



Restricting DataHub HistoryFor DataHub product data, you can include a range={date} parameter in the DataHub category policy URI to restrict the amount of history that users can access. You can either specify an absolute or relative date as part of the policy definition.

l Use an absolute date to specify a fixed date prior to which historical data cannot be viewed.

Example: model://datahub/ecb_fx?range=25-01-2021

With this policy, ECB exchange rate data can only be viewed from (and including) 25th January 2021 onwards.

l Use a relative date to specifying a rolling time period for which historical data can be viewed, such as access to a 3-month rolling history.

Example: model://datahub_ecb_fx?range=T-90

Here, the last 90 calendar days of ECB exchange rate data from the current day can be viewed.

Note: For products that are used as an input for a curve, any data history restriction is applied and the curve cannot be built for onDates where the data history is restricted and so unavailable.

Restricting Curve onDatesYou can also include a range={date} parameter in the curve policy URI to restrict the curve onDates that are displayed, i.e. curve://{category}/{code}?range=[date].

Example: curve://OIL/WTI?range=25-01-2021

With this policy, curve onDates from (and including) 25th January 2021 onwards can be viewed.



About Policy Groups

A policy group consists of list of policies that determine the resources that can be accessed. Policy groups are set up separately for individual companies and can then be assigned to one or more workgroups.

Note: Policy groups can only be assigned to workgroups; they cannot be linked to individual users.

The policy group may provide access to data resources. For example, you may set up a policy group for ICE Futures, with the policies associated with the group defining the futures contract data that can be accessed.

Alternatively, you can set up a policy group to allow access to a particular feature, e.g. rule creation.

On the Security node, select Policy groups to view the list of policy groups that have been set up. You can then select an individual policy group to view the policies associated with it.

In this example, the Foreign Exchange policy group is displayed, for which read access is defined for the Datahub models commencing "boe_" and "ecb_".

Note: You can right-click on the policy group to copy the policy group URI (e.g. policygroup://RHD/Foreign exchange) to the clipboard.

Using Policy Groups, you can:

l Create a new policy group

l Edit and update existing policy groups

l Delete a policy group

About Policy Groups Page | 223


Creating a New Policy Group

New policy groups are created to set up access to a specific data or functional resource within CurveBuilder and to specify the permission level. Once a policy group has been created, it can be assigned to one or more workgroups within a company.

When adding a policy for the new group, you can copy existing policies from another policy group, or import them from all available policies (global cache option) or from file. Alternatively, you can just enter the policy detail directly.

In the following example, a policy group called Foreign Exchange has been created, with read access only to all data from the Bank of England (boe_*) and the European Central Bank (ecb_*).

Note: You should be aware of the range of special characters can be used when creating various security elements.

Creating a New Policy Group Page | 224


TO CREATE A NEW POLICY GROUP


The Server Administration window is displayed.2. On the Security tree, select Policy Groups. Any existing policy groups are displayed in the right-

hand pane.

3. To create a New Policy Group, do one of the following:

l On the Server Administration toolbar, select New Policy Group.

l Right-click on any node in the left pane and select New Policy Group. l Right-click on an existing policy group and select New Policy Group.

The Policy Group dialog box is displayed.

4. Under Policy group details, enter a Name for the new policy group.5. Select the appropriate Company from the drop-down list.6. Enter a full description for the new policy group.



Note: You should ensure that the policy name and description provided are meaningful, so that it is clear what policy access is defined, e.g. Free data, Foreign Exchange, Read only Curves.

7. Under Permissions, select the required checkboxes to determine the access rights for the defined policy groups.

l Full Control: Provides write, execute, create, correct and read permissions. l Write: To add content. However, you will be unable to delete any information. l Execute: To view and access the content. l Create: To create and view the content. However, you will be unable to delete any information l Correction: To make corrections to the data. l Read: To search for and view the entities.

8. To add one or more policies to the new policy group:

a. Place the cursor on Click here to add a new Policy and enter the policy name directly in the format <policyname>://.

As you enter the first letters of the policy URI, any matching policies are listed.

b. Click the Add URI icon.

By default, asterisk (*) is added as a wildcard for every new policy. c. If required, you can amend the default policy to make it more specific.

Note: You can also add policies using the Copy From option to copy policies from another policy group or from the clipboard. Alternatively, the Import From option enables you to import policies from the global cache or from a file.

9. Click OK to create the new policy group and to add it to the list.



TO COPY POLICY GROUPS FROM ANOTHER POLICY GROUP

1. In the Policy Group dialog box, click the Copy From drop-down.

Note: The Clipboard option can be used to paste a policy from the clipboard.

2. Select Policy Group to display the Policy Groups dialog box.

3. Select a policy group from the list. Click OK to add the policies for the selected group to the policy list.



TO IMPORT POLICY GROUPS

1. In the Policy Group dialog box, select either Global Cache or File from the Import From drop-down.

l If you select Global Cache, the Policies dialog box is displayed.



i. To select one or more policies, expand the nodes and check the boxes for the policies to be imported. To select all policies, select the All Policies checkbox.

ii. Click OK to add the selected policies to the URI list.

l If you select File, the Open dialog box is displayed.i. Navigate to and select the required file.

ii. Select Open and then click OK to add to the policy list.



Editing a Policy Group

When editing a policy group, the description and permission levels can be changed. Additionally, you can add or amend polices, as required.

TO EDIT A POLICY GROUP


2. On the Security tree, select Policy Groups. The list of existing policy groups are listed in the main Server Administration pane.

3. Highlight the Policy Group that you want to edit and do one of the following:

l On the Server Administrator toolbar, click Edit.

l Right-click on the selected policy group and select Edit.The Policy Group dialog box is displayed.


5. Amend the policies, as required.

Note: See Creating a new Policy Group for full details.


Editing a Policy Group Page | 230


TO EDIT POLICIES IN A POLICY GROUP


The Server Administration dialog box is displayed.2. On the Security tree, select Policy Groups.

The list of existing policy groups are listed in the main Server Administration pane.

3. Select the required Policy Group to display the associated policies in the lower pane. l To copy or import policies, right-click in the Policies pane and select the required option.

l To remove one or more policies from the group:

a. Select the policies you want to delete

b. Right-click and select Delete and then select Yes to confirm the deletion.

Editing a Policy Group Page | 231


Deleting a Policy Group

You can delete a policy group that is no longer required.

TO DELETE A POLICY GROUP

1. On the GCB main menu, select Tools > Server Administration

The Server Administration dialog box is displayed.2. On the Security tree, select Policy Groups to display the existing policy groups. 3. Highlight the policy group that you want to delete and do one of the following:


l Right-click on the Policy Groups and select Delete.4. Click Yes to confirm the deletion and to remove the policy group from the listing.

Note: See Editing a Policy Group for details on deleting one or more policies from a policy group.

Deleting a Policy Group Page | 232


Viewing the Security Relationships

The View Relationships option provides a visual representation of the links between different security elements.

In the following example, the relationships for the Premium Data policy group are displayed, indicating the policies set up for the group, the workgroup associated with the policy group and the user within the workgroup.

TO VIEW THE POLICY GROUP RELATIONSHIPS

Note: These steps detail the procedure to view the relationships for the selected Policy Groups. Similar steps are used for Users, Workgroups, etc.


The Server Administration dialog box is displayed.2. Under Security, select Policy Groups to display the list of available policy groups in the top right-

hand pane.

3. Select the required policy group from the list.

4. On the toolbar, click View Relationships to display the Relationships diagram. 5. With the diagram displayed, you can use the various toolbar options or drag the boxes to change the

layout.

Viewing the Security Relationships Page | 233


Getting Help

Help Resources

If you need additional information or help with a particular task or feature, these resources are available:

l Product Documentation

Documentation for our products is available here.

l Customer Support

You can contact the support team for assistance with any technical, product or data-related queries.

Getting Help Page | 234

Chapter 7

http://docs.tr.enverus.com/

Contacting Support

To report product issues, request enhancements or to obtain technical assistance, please contact the Enverus Support team.

By email

l Send an email to [email protected].

By phone

l Call +44 203 814 8500 and select option 2.

Contacting Support Page | 235


mailto:[email protected]

PDF Resources

A compressed file containing all CurveBuilder PDF guides can be downloaded from the Client Documentation site.

Additionally, shorter section guides relating to specific features are also available, together with the release and installation documentation.

Documentation Feedback

Enverus aims to provide accurate and comprehensive documentation. Your comments, views and suggestions are important to us.

We would be pleased to know about any specific documentation requests or issues that you may have or any inaccuracies that you have found in our product documentation.

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GCB 6 Administration Guide