Refinancing of Interests for FX and Money Market Cashflows

Project Description

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.

Financial Department

Front Office

Financial Instruments

Forex Exchange, FX,
Money Market, MM

Market Interfaces

Thomson Reuters

Departments - Products

Front Office - Kondor+

Vendor - Involved Products

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

Technologies

MQSeries,
Java,
SQL,
Servlets,
JSP,
HTML

Project Description

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.

Financial Department

Front Office

Financial Instruments

Forex Exchange, FX,
Money Market, MM

Market Interfaces

Thomson Reuters

Departments - Products

Front Office - Kondor+

Vendor - Involved Products

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

Technologies

MQSeries,
Java,
SQL,
Servlets,
JSP,
HTML