Refinancing of Interests for FX and Money Market Cashflows

Kurzbeschreibung

FX and money market cashflows are aggregated according to their currency and folder.
They will be refinanced in the money market folders.
To achieve this, the application generates interest at maturity overnight trades and imports them into Kondor+.
A web GUI was developped for fixing O/N, T/N, S/N interest rates, which are used for the generated trades
For verification uf the generated MM trades, a reconciliation engine was implemented.

Finanzbereiche

Front Office

Instrumente

Forex Exchange, FX,
Money Market, MM

Marktanbindung

Thomson Reuters

Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Triarch,
Thomson Reuters - Kondor+,
Sybase - Sybase ASE,
BEA - WebLogic Server,
Apache - Tomcat

Implementierungs Technologien

MQSeries,
Java,
SQL,
Servlets,
JSP,
HTML

Kurzbeschreibung

FX and money market cashflows are aggregated according to their currency and folder.
They will be refinanced in the money market folders.
To achieve this, the application generates interest at maturity overnight trades and imports them into Kondor+.
A web GUI was developped for fixing O/N, T/N, S/N interest rates, which are used for the generated trades
For verification uf the generated MM trades, a reconciliation engine was implemented.

Finanzbereiche

Front Office

Instrumente

Forex Exchange, FX,
Money Market, MM

Marktanbindung

Thomson Reuters

Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Triarch,
Thomson Reuters - Kondor+,
Sybase - Sybase ASE,
BEA - WebLogic Server,
Apache - Tomcat

Implementierungs Technologien

MQSeries,
Java,
SQL,
Servlets,
JSP,
HTML