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Release Notes 2019-11-04

Multi share class fund accounting​

This release introduces complete overhauling of the multi-share-class fund accounting.

FX Forward PnL calculation based on FX Forward rates​

DECAF used to calculate FX Forward PnLs based on the spot prices. This release allows PnL calculation based on FX Forward rates if such rates are available.

Optional OHLC code generation for FX Forward Contracts based on Bloomberg convention​

DECAF can now generate OHLC codes for FX Forward Contracts based on Bloomberg conventions as in <CCY MAIN>/<CCY ALTN> <DD>/<MM>/<YYYY> Curncy whereby the date is the expiry date of the contract. This is an optional feature and users can opt-in to this feature by issuing a support request.

User defined trade fields​

We have introduced an optional feature which can be activated upon user request via a support ticket. Essentially, users can attach 4 user-defined set of 3 fields:

  1. External Field (Tag)
  2. External Field (Type/Unit)
  3. External Field (Value)

See below a sample screenshot:

Add optional share count field to investments​

Originally, Investment trade type did not have share count field. System calculated the share count by dividing the notional by the subscription/redemption price. Obviously, this resulted in many decimal points due to arbitrary precision. Specifying the precision could be an option, but this would create additional burden on data management.

This caused a problem during fully redeeming a share class whereby the decimals caused excess shares in the share class.

We have now added a new field to the Investment trade type for specifying actual share count as per admin records. We strongly recommend specifying share count during Investment trade entry (aka. subscriptions/redemptions).

Improve account information on trade order/order group CSV​

We are now hiding internal account ID if the external account ID is provided.

Add trade order narrative to trade order group email content​

Trade order group email content now shows narratives of all child trade orders.

Display annualised volatility for performance​

System now shows the annualised volatility for performance reporting purposes.

Account filter on trades​

Account filter on trade listing page was used to filter by only the Main Account. Now, the given account is searched in all possible account fields for trade records.

Shorthand notation for filtering records by date range​

API uses date__range as a short hand for date range specification instead of using date__gte and date__lte separately.

Exposing API endpoint metadata on OPTIONS requests​

HTTP OPTIONS verb now shows API endpoint metadata.

Fix share class management fees calculation​

Share class management fees were calculated one day later than the schedule start date. This is now fixed.

Fix for FX forward position PnL​

FX Forward PnL calculation is fixed for cases when the price is given in the alternative currency.

Child-account holdings' link to ledger is fixed as it was inactive.