Providing transparency and automation for post-trade processing of Bilateral, Cleared and Listed Derivatives

Post-Trade Processing of Swaps and Listed derivatives

temp-icon-trade-7-small-iconTrade 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

temp-icon-refrence-8-small-iconReference 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

temp-icon-cash-1-small-iconCash 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

temp-icon-market-5-small-iconMarket Data Management

  • Capture derivative prices from external sources including CCP/brokers
  • Bloomberg web service API Integration

temp-icon-reconcilal-6-small-iconReconciliation Management

  • End of Day Trade/Position/Cash data capture from CCP and/or broker for reconciliation

Margin-management-logoMargin Management

  • 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


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

  • Excel
  • Nagios XI
  • Bloomberg WS-API
  • IBM MQ
  • Apache Active MQ

Related Technologies

  • JAXB
  • Spring Web Services
  • Spring Batch
  • Spring Boot

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