ProfileSwapMultiplier
The AccountProfileSwapMultiplier contains the swap multiplier profiles and their settings, which define how much the swap will be multiplied and applied to positions held overnight. AccountProfileSwapMultiplier has the following attributes and can be accessed via pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| id | Y | 0 | INT | The ID of the AccountProfileSwapMultiplier |
| name | Y | – | STRING | The distinctive name of the AccountProfileSwapMultiplier |
| description | N | – | STRING | Free text |
AccountProfileSwapMultiplierSetting
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| id | Y | 0 | INT | Unique numerical value for AccountProfileSwapMultiplier settings. |
| profile | Y | 0 | INT | The name of the profile. |
| by | Y | sec | CHAR | It can be either security ‘sec’ or symbol ‘sym’. |
| key | Y | * | VARCHAR | If ‘by’ is set to ‘sec’ the ‘key’ is either the security name or ‘*’ which acts as a wildcard. If ‘by’ is set to ‘sym’ the ‘key’ needs to be the specific symbol name and cannot be set to *. Note: More specific rules have priority over less specific. For example a setting for a ‘sym’ has priority over ‘sec’ with a defined security and which itself has priority over a ‘sec’ with * specified. |
| day | Y | Mon (1) | INT | The day of the week: 1 (Monday) to 7 (Sunday), or * (stored as 0) for every day. |
| factor | Y | 1 | INT | A whole-number multiplier from 0 to 20. A factor of 3 triples a swap credit or debit. A factor of 0 suppresses the swap booking and does not fall through to another matching rule. |
Day selection occurs before symbol or security matching. If the profile has any settings for the current weekday, only those settings are considered. All-days settings are used only when that weekday has no settings. Within the selected day, priority is the symbol, then its security, then all securities.
An existing selected profile with no matching setting gives factor 0 and applies no swap. No selected multiplier profile gives factor 1. The weekday follows the system timezone when settlement is processed, which can differ from the scheduled day if processing is delayed.