Provides Master / Sub portfolio Cash Deposit / Cash Withdrawal

Review cycle (daily, weekly, monthly, quarterly, semi-annual and annual)

Trade holidays & Settlement holidays

Review date holidays

Addition of the new database function fnGetSettlementDate @instrumentID

Manage watch list of stocks,

Filter and display IOIs on watch list members

Create block order from holdings

Create block order from algorithmic rebalancing run

Create basket order from algorithmic rebalancing run

Preparation for creating a basket order from multiple algorithmic rebalancing runs (matrix order - N stocks for each of M portfolios - pre-allocated basket order for multiple instruments spread over many portfolios)

Static hedging for equities with derivatives

Delta hedging  for equities with derivatives

Preparation for Gamma hedging for equities with derivatives

Fixed Income hedging based on pvBP/pvBP*yield beta calculations

Generate - run compliance - authorise - transmit workflow model employed

Removal of underused and unused indexes

Addition of new indexes

Changes of index type (clustered<>non-clustered)

VB Data Access Code refactoring for performance improvements

Move to present unified Data Access Layer to enhance reusability

-->Overall ~40% improvement in Data Access timings for benchmark performance test set.

Addition of enhanced timeout functionality to time out connection rather than maintaining 1:1 connection and immediately closing (intelligent user of client/server architecture)

Run time determination of UI widget availability.

Datamodel changes

Provision of extensibility for third party application support.

User Interface Presentation Layer manager - allow simple modification to the presentation layer with logging and audit.

Datamodel changes

Database tuning - new indexes

Capability to remove "Alignment Systems" from UI by a single database update

Portfolio Holdings Viewer

Compliance Status Viewer

Compliance Rule Viewer

(new in beta 6) Algorithm Immediate component

Proposed Order Viewer

(new in beta 7) Proposed Basket Order Viewer

(new in beta 7) Proposed Basket Order Member Viewer

(new in beta 7) CRM data viewer

(new in beta 7) Cash Ladder viewer

Improvements to Excel error handling code.

Improvements in passing data to Excel

General refactoring

Enhanced amount of data exported to Excel

Display portfolio expected cash flows in flow currency and portfolio base currency

-->Moved to BOP Viewer

1.    Added in code to pick up and log if the algorithm has a return value (function vs. sub)

2.    Added in code to log the number of parameters for the Algorithm

Support Logging

Create Job Manager Data Model

Create Job Manager Tool

Alignment Grid

Sector Level Model

Stock Level Model

Presentation Manager

Real Time Data Feed - Overview

Real Time Data Feed Browser

Real Time Data Feeds

Algorithm Editor

Cash Ladder

Review Calendar

Trade / Settlement Calendar

General Troubleshooting

Removed the immediate test job from the user interface due to overlap with immediate functionality.

Addition of CRM data to exposed datamodel (vs. internal data model)

No.

March

2004

{FIXED}

April

2004

{FIXED}

and

pro_sp_get_job_from_queue

Some overlap => rewrite

pro_sp_get_jobs_from_queue

and remove

pro_sp_get_job_from_queue

Holding (dot) proposedorders (dot) AddproposedOrder(...) as Boolean

with

Holding (dot) proposedorders (dot) Add(...) as ProposedOrder

(use of FlexGrid.TextMatrix(a,b))

Added code to pick up the cursor location when click event fires to allow the user to pinpoint where a problem is.

Fixed problem with changes in object names not being propagated to ScriptEngine module.

Modified bop (dot) holdings (item) (dot) proposedorders (dot) TotalProposedAmount

to always calculate this on "property get" to fix problem with incorrect values.

Replaced variant datatypes in Real time provider class with string.

Fixed problem with BOP property

miCreate_PersistSectorAlgorithms not being displayed

Fixed problem with BOP property

miBOP_ExternalSystemName

not being displayed

Fixed problem with BOP property

miBOP_ExternalSystemID

not being displayed

Removed redundant Class_initialise on BOPAlgorithm class

Retyped datacolumn.realtimeprovider to long from variant

Retyped realtime provider from variant to long

Added "property Get" alongside "property let"

Removed redundant

UserControl_Terminate

Added HandleError(strmethodname) on all user responsive code

Replaced in line code with function call to clean up Excel state.

Replaced inline code with HandleError(strMethodName)

Modified usercontrol_resize event code to clear user interface

Modified usercontrol_resize event code to clear user interface

Modified Job to allow for changes in object model and database to synchronise

Altered product name to "AlignmentManager.Management"

Altered product title to "ASManager" to fit in Windows Task Manager better.

Modified Delete Log Files code to also delete files at one level below runtimelog directory (specifically, diagnostic directory)

Altered logger to include log file message sequence numbers [Feedback]

Modified status bar to display the command line

Modified SysTray to show application caption just after start up (either default OR white label name)

AlignmentAlgoDesign

User interface redesign for useability following beta test client feedback.

Amended pro_sp_get_data_* to use the

dbo (dot) fnGetSettlementDate (held_data_1.held_security_id)

Amended pro_sp_GET_instrument to use the

dbo (dot) fnGetSettlementDate (held_data_1.held_security_id).

Amended

pro_sp_GET_jobs_from_queue

pro_sp_GET_UI_presentation_set_data_by_set_id

Modified to bring in presentation_column_IsActive to ensure database is kept in sync.

pro_sp_GET_UI_rtd_schemes

Modified to bring in scheme_name

Modified to ensure that Algorithm return values are stored in the log file

pro_sp_PUT_UI_rebalance_parameter_data

Added in to give per create job algorithm input persistence in the database

Fixed problem with FlexGrid being enabled even after it should be disabled

Removed redundant UserControl_Terminate() event

Added two new oubound events

Public Event AlgorithmSuccess(strAlgorithmName As String)
Public Event AlgorithmFailure(strAlgorithmName As String)
 

Modified to ensure that AlgorithmEngine instance will be allowed to have a user interface...

Modified resize event code to allow for smoother resizing

Modified resize code to remove "flashing".

Moved to HandleError(strMethodName) to prevent losing error details

Modified resizing code for better performance (remove flashing)

Modified data access code to reduce number of events raised.

Modified license code to ensure that application is disabled once the license has expired.

Modified license code to ensure that application is disabled once the license has expired.

Modified UI to display application version and license expiry details (post feedback)

Modified translation to handle the case of more than one ExecInst.

Modified translation to handle the HandInst of 1, 2 , 3 or nothing.

Fixed problem with HandInst and ExecInst display

Fixed problem with Max Floor and Max Show transposition

Fixed problem  with algorithm environment not being correctly persisted

Fixed problem with terminology - replaced "Excel run time" with "Run time"

Added sample algorithm for generation of a FIX 4.4 format single order to the database

Added sample algorithm for generation of a FIX 4.4 format basket order to the database

Modified Add Method of ProposedOrders collection object to remove Key parameter

Modified Add Method of BasketOrders collection object to remove Key Parameter.

Modified mHelper object to be a global (module-wide)  variable to allow the BasketOrders collection class to access the GetGUID functionality

modified code to prevent real-time compliance run re-showing the results of the previous compliance run

Modified basket orders collection to auto-create basket order object when creating basket order.

Modified basket code to calculate the number of orders in the basket from the collection dynamically

Modified bop viewer to show all FIX 4.4 order repeating groups when double-clicking on the repeating group count in the GUI.

Ease of use modification - modified code to automatically generate FIX basket order member GUIDSs and automatically pass through basket GUID to member orders.

Modified basket order member viewer to fix bug with orders being shown twice after re-running an order generation algorithm.  Presentational only - internal BOP representation not affected.

Modified to show column names more in line with FIX 4.4 syntax

Modify code to bring

AlignmentExport.dll

AlignmentImport.dll

AlignmentLookThrough.dll and

AlignmentMerge.dll

Into one new Library

AlignmentBOPLibrary.dll

Modify code to bring:

AlignmentFlatModeller.ocx

AlignmentHierarchyModeller.ocx

AlignmentSchemeManager.ocx

AlignmentAlgoDesign.ocx

into one new library

AlignmentAMObjLib.ocx

Modify code to bring:

AlignmentBasketViewer.ocx

AlignmentBMemberList.ocx

AlignmentBlockMemberList.ocx

AlignmentBlockPicker.ocx

AlignmentBlockSelector.ocx

AlignmentOrderTypeSelector.ocx

AlignmentOrderEntry.ocx

AlignmentOrderList.ocx

AlignmentOrderDetailViewer.ocx

AlignmentOrderViewer.ocx

into one new library

AlignmentOrderObjLib.ocx

Corrected typo -"basetk"-->"basket"

Procedure type of NewEnum for Basket orders not set to -4 --> RTE 438 when accessing collection

Modify this to -4.

Note - breaks all interfaces

Bring these four ActiveX controls

AlignmentCashLadder.ocx

AlignmentAlgoBrowser.ocx

AlignmentRTDbrowser.ocx

AlignmentPortfolioViewer.ocx

into one library

AlignmentGUILibrary.ocx

Modified code to handle the case when a column colour is regarded as invalid by Excel.

Modified code to hide user ids of 0 and timestamps of  00:00:00 from display

Resolved issue with some underlying instruments not being shown in the search box.

Fixed problem with RTE 9 - subscript out of range - due to string array being incorrectly dimensioned as (0 to 5) rather than (0 to 10)

Fixed problem whereby no visual notification was given when the SQL Server was paused/offline/unavailable and the algorithm editor was invoked.

Removed redundant "form_initialise" on the Algorithm Scheme design code

Repeated same correction to all forms that require database access - ensure that an offline database or other initialisation failure is reported to the GUI user and is logged in the logfile.

Modified code to ensure that build number is always displayed in the Support Tab.

Pulled all data access code from out of the AlignmentImmediate.ocx into the AlignmentDataAccessLayer.dll.

Re-use the BOPLibrary.router and Algogin.Engine for the COM Add-in (bringing COMAddin and vb.exe in line)

Moved collection of orders within a basket from a collection class to within the basket class.

ie set newBasketMember =basket44.Add()

replaces

set newBasketMember = basket44.BasketMembers44.Add()

Re-write AlignmentWhatIfCompliance to pull all logic out and back into the DAL, COM Addin and Management.exe

Re-write AlignmentWhatIfTrading  to pull all logic out and back into the DAL, COM Addin and Management.exe

Dropped and re-created  the algorithm_storage table to include a new field "algorithm_description_text" with a datatype of ntext

Modified to pull the algorithm_description_text upon right click event on the flexgrid.

Modified user interface to clear the algorithnm description window by default

Modified to show many addresses rather than only one (as per the database 1 client <-->many addresses relationship)

Modified to show documentation links for client.

Modified to show contact information for client.

Modified to ensure that allow user interface access is always validated before running each and every algorithm.  This to prevent gettting unwanted RTE 70 messages when running a UI using algorithm after a non-UI using algorithm

Removed redundant Form_initialise event on Management form encapsulationg SM .ocx

Modified ipopulate_init for Algorithm Scheme Manager form.  This ensures a genuine true/false is returned

Modified to show many contact details rather than only one (as per the database 1 client <-->many contact details relationship)

Modified to fire unload event when form closed down outside control buttons

Modified fire unload event when create job manager form is closed outside of the command buttons

Removed redundant form_initialise event when management report form is opened

Modified fire unload event when order generation wizard form is closed outside of the command buttons

Modified default tab shown on the address/contact details/documents tabstrip

Modified resize code to tidy the edges of the screen.

Removed the Cash Ladder code now this functionality has been integrated into the BOP Viewer

Disabled the Algorithm description text viewer, as this was not editable from this user interface.

Removed redundant Usercontrol_terminate event from RTD browser

Modified StaticData to use the userdefined attribute tag rather than the user defined attribute display tag in the tag-value pair set.

Removed unused reference to data access layer from code and removed declaration from Cash ladder.

Reversed order of autogenerated date based folder name - from dd_mm_yyyy to yyyy_mm_dd - to allow for more meaningful sorting within windows explorer.  Applies for XML, Excel and HTML format output files

Update Access database to reflect changes in SQL Server database

Added new script ("ClearCreateJobQueue.cmd") to fast clear create_job_queue for immediate regeneration.

Reset missing primary key on security_yb_data (on yb_id column)

Modifed pro_sp_GET_bop_static_data  to return empty strings when manager email addresses or names are null

1.Modified flexgrids to fire double click events rather than single click events

2. Modified event handler code to allow the user to dump out arrays of varying size (based on the selection made in the flexgrid) into the windows clipboard

3. Modified code to include a header column to allow  the user to take all data and the row name onto the clipboard

Modified stored procedures that store basket and single order data to improve throughput and performance

Modified Proposed Orders collection to return nothing when a non-existent order is requested from the collection rather than RTE5

Modified to include popup audit trail viewer.

Modified Basket orders collection to return nothing when a non-existent basket is requested from the collection rather than rte5

[Usability feedback]

Alignment BOP Viewer

Added reference to FIX Library

Alignment Order Manager

Modified code to ensure that a transmitted order is notified back to the user without database connection

[Usability feedback]

Alignment Order Manager

Modified code to ensure that an authorised order is notified back to the user without database connection

[Usability feedback]

Alignment FIX Library

Modified code to ensure that a call to the collection with a non-existent member id is set to nothing rather than generating RTE5

[Usability feedback]

Alignment Order Object Library

Modified code to remove all existing members of the grid when a basket is displayed

[Usability feedback]

Alignment Basket Viewer

Modified to ensure that a newly authorised order is displayed with the extra details from the authorisation.

[Usability feedback]

Alignment Basket Viewer

Modified to ensure that a newly transmitted order is displayed with the extra details from the transmission.

[Usability feedback]

Alignment Basket Viewer

Modified to ensure that the mouse pointer turns to an hourglass when an order is being transmitted.

[Usability feedback]

Alignment Basket Viewer

Modified to ensure that the mouse pointer turns to an hourglass when an order is being authorised

[Usability feedback]

Alignment Basket Viewer

Modified to ensure that a newly authorised order is displayed with the extra details from the authorisation.

[Usability feedback]

Modified pro_sp_PUT_order_basket_transmission to catch more error conditions.

Modified pro_sp_PUT_order_basket_authorisation to catch more error conditions.

Modified pro_sp_PUT_order_basket_authorisation to update each member order within a single transaction.

Reenabled "Excel" export capability.

[Usability feedback]

Modified export code for an Immediate job to start up Excel as a minimised window, so the Management application is not obscured.

[Usability feedback]

Modified to include Reference to BOPLibrary to allow for re-use of Export code rather than recreation each time required.

Modified user interface to prevent accidental use of an algorithm (safety mechanism of right click followed by left click now implemented)

[Usability feedback]

Modified code to ensure that each web browser opened following request from BOP Viewer is closed when that BOP viewer is closed ie if a request is made to view  CRM document "A" and CRM document "B" from a bop viewer instance "X" then if "X" is closed "A" and "B" will be closed as well. This simplifies tracking which document came from where. [Usability feedback]

Modified code to ensure that each web browser opened following request from BOP Viewer is closed when that BOP viewer is closed ie if a request is made to view  CRM document "A" and CRM document "B" from a bop viewer instance "X" then if "X" is closed "A" and "B" will be closed as well. This simplifies tracking which document came from where. [Usability feedback]

Modified to ensure that a view html page request is not made if the document referred to has a zero length string address.

[Usability feedback]

Modified problem where string concatenation of ocx root name, portfolio name and source was building a massive string each time an algorithm was fired.  Changed to return to root, portfolio name and source.

Modified to ensure that column headers were not picked up as algorithm names

Modified associate extension command to ensure that the user receives positive feedback (this has worked) rather than only negative feedback or silence upon success

Modified to ensure that the business logic fired by the associate extension command always returns a genuine true/false

Modified to ensure that algorithm creation of the StockPicker component is not repeated each time an algorithm is created.

Modified to ensure that the dual nature (true .ocx - event communication AND input box methodology) control returns a zero if the form is cancelled using the "X" or the cancel button.

Modified to ensure that the actual row under consideration is used rather than the flexgrid.mouserow or flexgrid.row.

Added new method to allow Excel run time to show cancel button which is not required for VB app run time.