Solutions
Providing transparency and automation for post-trade processing of Bilateral, Cleared and Listed DerivativesPost-Trade Processing of Swaps and Listed derivatives
Trade and Position Management
- Capture Bilateral/Cleared swaps and Listed(Futures/Options) derivative trades
- Multiple trade data format support – FpML, FiXML and CSV
- Trade Reporting to multiple repositories – DTCC and CME SDR
- Real-time Position Calculation
- Position Valuation using externally sourced process for held instruments
Reference Data Management
- Swap Product Expertise – IRS,CDS,Equity,FX
- Listed Derivatives Support – Futures and Options
- Currency Support – All major currencies
- MarkIt Integration for all CDS RED Details
- LEI Integration with GMEI Utility
- Yield Curve Configuration
- Holiday Calendar Configuration
Cash Management
- Calculate Accruals, Variation Margin, Price Aligned Interest(PAI) and Net Cash Settlement Amounts
- Perform Cashflow Projections for Bilateral/Cleared swap positions
- Integration with external calculation engines – Excel/MATLAB
Market Data Management
- Capture derivative prices from external sources including CCP/brokers
- Bloomberg web service API Integration
Reconciliation Management
- End of Day Trade/Position/Cash data capture from CCP and/or broker for reconciliation
- Initial Margin(IM) calculation framework for both Cleared and Bilateral swaps
- What-If and Real-time IM calculations at both Position and Portfolio level
- Real-time Integration with CME Margin Services API
Other Portfolio Management Solutions
External Derivative Libraries
Solutions for integrating and using FINCAD F3 and MATLAB-Production Server
Tools
FINCAD F3 Excel Convertor Provides for transparency of risk models by converting FINCAD F3 function files to F3-Excel for clients that use FINCAD F3 SDK
Technology Competency
Core Technologies
- JAVA 8
- Oracle/PostgreSQL
- Spring framework
- Jasper Reports
- Pivotal RabbitMQ
- Pivotal Gemfire
- Google Web ToolKit(GWT)
- SQL Server
- Activiti – For BPM
Tools Integration
- MATLAB
- FINCAD-F3
- Excel
- Nagios XI
- Bloomberg WS-API
- IBM MQ
- Apache Active MQ
Related Technologies
- JAXB
- Spring Web Services
- Spring Batch
- Spring Boot