Specification of a Bond Pricing Engine

Project Description

Specification of a pricing server including a client GUI for calculating bond prices
Marhet data interface for retrieval of basis rates
Integration of financial libraries for pricing calculations
Implementation of a GUI for administrating and displaying calculated prices

Financial Department

Market Data,
Financial Engineering,
Exchanges / Broker

Financial Instruments

Bonds,
Repos,
Futures

Market Interfaces

Thomson Reuters

Departments - Products

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

Vendor - Involved Products

Thomson Reuters - RMDS

Technologies

C++,
RFA API

Project Description

Specification of a pricing server including a client GUI for calculating bond prices
Marhet data interface for retrieval of basis rates
Integration of financial libraries for pricing calculations
Implementation of a GUI for administrating and displaying calculated prices

Financial Department

Market Data,
Financial Engineering,
Exchanges / Broker

Financial Instruments

Bonds,
Repos,
Futures

Market Interfaces

Thomson Reuters

Departments - Products

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

Vendor - Involved Products

Thomson Reuters - RMDS

Technologies

C++,
RFA API