| Kurzbeschreibung | Check for market conform prices of backdated derivative trades |
| Finanzbereiche | Trading Department, |
| Instrumente | Bonds, |
| Marktanbindung | Thomson Reuters, |
| Finanzbereich - Produkt | Front Office - Kondor+ |
| Produktanbieter - Produkt | Asset Control Division - Asset Control, |
| Implementierungs Technologien | SQL, |
Check for market conform prices of backdated derivative trades
Implementation of a database for calculating historic yield and vola curves (from swaption prices, caps&floors, smiles)
Check for market conform prices for backdated bond trades by pricing with yield and spread curves
Implementation of a database for storing historical intraday rates, yield and vola curves (from swaptions, caps&florrs, smiles)
Trading Department,
Risk Controlling,
Market Data
Bonds,
Options,
FRAs,
Swaptions,
Caps & Floors,
Interest Rate Swaps,
Cross Currency Swaps
Thomson Reuters,
Asset Control
Front Office - Kondor+
Market Data - Asset Control
Market Data - Thomson Reuters RMDS
Asset Control Division - Asset Control,
Thomson Reuters - IDN Selectfeed,
Thomson Reuters - Kondor+,
Thomson Reuters - MCM Modul
SQL,
Shell Scripts,
C++,