-
Top Three Posts
Free updates by email
-
Recent Posts
Categories
- Agile
- API
- Architecture
- Automation
- AWS
- Booking Practice
- Business Rules
- Cloud
- Conferences
- Connectivity
- Continuous Integration
- Data Flow
- Data Mapping
- Databases
- Derivatives Industry
- DevOps
- Docker
- Domain Model
- EMIR
- Enterprise Integration
- Enterprise Wide Data
- Eurex 13
- FpML
- High Frequency Trading
- Home Computing
- Humour
- ISDA
- Jenkins
- JMeter
- Kanban
- MariaDB
- Message Queue Software
- Messaging
- Messaging Standards
- MiFID
- Models
- MTFs
- Music Production
- Oracle
- Orchestration
- Project Management
- Rapid Application Development
- Regression
- Regulatory Reporting
- Replay
- Risk Management
- Rogue Trader
- Routing Rules
- Rule Engines
- Scrum
- Security Exchanges
- Smoke Testing
- Static Data
- STP
- Test Automation
- Test Data
- Testing
- TICK
- Time Recording
- Trade Flow
- Trade Organisations
- Travel
- Uncategorized
- Vendors
- VirtualBox
- Virtualisation
- WaveMaker
Tags
- adapter framework
- agile
- Asynchronous
- AWS
- break
- CCP
- ClearVision
- Cloud computing
- Consolidated Tape
- Continuous Deployment
- Continuous Integration
- devops
- Docker
- EC2
- edge case
- Enterprise Integration
- Enterprise Integration Patterns
- eurex 13
- family
- FFastFill
- fpml
- Google App Engine
- HTTP API
- IDX
- infrastructure
- Jenkins
- logging
- Messaging Systems
- Middle Office
- OTC
- Post-Trade
- Project Scope
- regression test packs
- rules
- Rules engine
- screen time
- SEALS
- security
- sequencing
- static data
- STP
- SunGard
- testing
- use case
- workflow
Category Archives: Derivatives Industry
ICE Collateral Balances Report – two digit years and Y2K workarounds
That pesky Y2K issue is back to haunt us … ICE are providing maturity dates in the Collateral Balances report with just two digits for the year. These maturity dates can be thirty or more years into the future. And … Continue reading
Posted in Data Mapping, Derivatives Industry, Regulatory Reporting
Tagged ICE, OLE Autoamtion, SQL Server, Y2K
Comments Off on ICE Collateral Balances Report – two digit years and Y2K workarounds
ISDA FpML Training Course – Notes
A member of the team attended one of ISDA’s London training session on FpML (the basic FpML Training Course, 26-Nov-2013). The good? + Rather natty FpML 5 User Guide + Authoritative talk on interest rate derivatives from Harry McAllister … Continue reading
Posted in Derivatives Industry, FpML, ISDA, Messaging Standards, Trade Organisations
Tagged fpml, isda
Comments Off on ISDA FpML Training Course – Notes
10 Things You Never Wanted To Know About The Eurex 13 Clearing Feed
Here’s a handy list of quirks and gotchas you won’t find in the documentation for the Eurex 13 trade confirmation stream (): (1) When a trade is posted on a G1/G2 account (automated give-up), the trade confirmation message (000) will … Continue reading
Posted in API, Derivatives Industry, Eurex 13, Trade Flow
Tagged clearing feed, eurex 13, trade confirmation, values api
Comments Off on 10 Things You Never Wanted To Know About The Eurex 13 Clearing Feed
DerivSource.com OTC Derivatives Twitterview
We have wandered into the world of the Twitter for this blog entry. We attended, if indeed “attended” is the right word for it, a Twitterview with DerivSource (The online community and information source for professionals active in derivatives processing, … Continue reading
Posted in Conferences, Derivatives Industry, Enterprise Wide Data, Uncategorized
Tagged CCH, CCP, Consolidated Tape, Enterprise Wide Data, OTC
Comments Off on DerivSource.com OTC Derivatives Twitterview
ISS-MAG.COM Post-Trade Technology Summit Conference Notes
The first ISS Post Trade Technology conference was a small but perfectly-formed occasion, down at the Hilton in Canary Wharf (sponsored by my friends at Volante amongst others). Thanks to an excellent question from one of the moderators, it seemed that the make … Continue reading
Posted in Derivatives Industry, High Frequency Trading
Tagged CCP, HF, High Frequency Trading, OTC, Penson, Post-Trade, SunGard, T2S
Comments Off on ISS-MAG.COM Post-Trade Technology Summit Conference Notes
IDX 2011 Conference Notes
We attended the second day of IDX, with the intention of focussing primarily on clearing. Some themes we picked up: Static data is a problem for everyone Everyone is aware of SunGard’s dominance in Middle and Back Office, but no-one knows … Continue reading
Posted in Derivatives Industry, Vendors
Tagged CCP, ClearVision, FFastFill, IDX, Middle Office, OTC, SEALS, SunGard
Comments Off on IDX 2011 Conference Notes