Refinancing of Interests for FX and Money Market Cashflows

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.

Front Office

Forex Exchange, FX,
Money Market, MM

Thomson Reuters

Front Office - Kondor+

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

MQSeries,
Java,
SQL,
Servlets,
JSP,
HTML