Project Description | Specification of a pricing server including a client GUI for calculating bond prices |
Financial Department | Market Data, |
Financial Instruments | Bonds, |
Market Interfaces | Thomson Reuters |
Departments - Products | Exchanges / Broker - Eurex Bonds |
Vendor - Involved Products | Thomson Reuters - RMDS |
Technologies | C++, |
Specification of a pricing server including a client GUI for calculating bond prices
Market data interface for the retrieval of basis rates
Integration of financial libraries for pricing calculations
Implementation of a GUI for administrating and displaying calculated prices
Market Data,
Financial Engineering,
Exchanges / Broker
Bonds,
Repos,
Futures
Thomson Reuters
Exchanges / Broker - Eurex Bonds
Exchanges / Broker - Eurex Futures
Exchanges / Broker - Eurex Repo
Exchanges / Broker - MTS Repo
Exchanges / Broker - BrokerTec Repo
Market Data - Thomson Reuters RMDS
Thomson Reuters - RMDS
C++,
RFA API