CN109544345A - A kind of pre- liquidation method of option margin, device and terminal device - Google Patents
A kind of pre- liquidation method of option margin, device and terminal device Download PDFInfo
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- CN109544345A CN109544345A CN201811218694.0A CN201811218694A CN109544345A CN 109544345 A CN109544345 A CN 109544345A CN 201811218694 A CN201811218694 A CN 201811218694A CN 109544345 A CN109544345 A CN 109544345A
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
- G06Q10/063—Operations research, analysis or management
- G06Q10/0635—Risk analysis of enterprise or organisation activities
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Abstract
The application is suitable for technical field of data processing, provide a kind of pre- liquidation method of option margin, device and terminal device, the described method includes: when meeting preset trigger condition, from acquired client's same day completed transaction data of trading, the preset trigger condition includes preset clearance period, preset clearance timing node and receives the clearance of operator and one of instruct or a variety of；It is calculated according to the cash settlement amount of money of client, the spin-off margin account data file of proxima luce (prox. luc), the option fund net amount delivery instrument of proxima luce (prox. luc) and the same day completed transaction data, obtains spin-off margin account remaining sum.The application, which can solve guarantee fund in the prior art and clear function in advance, only supports guarantee fund after disk to clear in advance, easily make client that can not be divided into time fund to cause damages, simultaneously, the case where guarantee fund not considers cash settlement during clearing in advance, as a result incorrect, the problem of being unfavorable for the risk management of stock futures company.
Description
Technical field
The application belongs to technical field of data processing more particularly to a kind of pre- liquidation method of option margin, device and end
End equipment.
Background technique
Under the background of financial market globalization, with the development that deepens continuously of China's finance financial derivative, option is made
For a kind of unique financial instrument, play an important role in business scopes such as investment, risk averse and asset managements.
In option business, to the management of guarantee fund can effective specification stock futures company running, work as stock futures
The spin-off margin account of company will forbid the storehouse stock futures company Kai Xin, or even can be stepped on by China Securities when Sorry, your ticket has not enough value
Note clearing Co., Ltd forces to close a position.
Therefore, in order to help stock futures company to identify in advance and evade guarantee fund's risk that Sorry, your ticket has not enough value, stock futures
Transaction technology developer has launched guarantee fund and clears function in advance.But the software that current guarantee fund clears in advance only supports disk
Guarantee fund clears in advance afterwards, and the time for keeping for fund to be divided into is shorter, and be especially expert at Quan, and the time reserved after disk hands over than normal
Yi is shorter.
Meanwhile the software cleared in advance of current each guarantee fund the case where not considering cash settlement, cause guarantee fund pre- clear
The result of calculation is inaccurate.
It only supports guarantee fund after disk to clear in advance in conclusion current guarantee fund clears function in advance, fund is kept for be divided into
Time it is shorter, easily make client that can not be divided into time fund and cause damages, meanwhile, guarantee fund clear in advance during not consider
The case where cash settlement, the result that guarantee fund clears in advance is incorrect, is unfavorable for the risk management of stock futures company.
Summary of the invention
In view of this, the embodiment of the present application provides a kind of pre- liquidation method of option margin, device and terminal device, with
Guarantee fund in the prior art is solved to clear function in advance guarantee fund after disk is only supported to clear in advance, the time for keeping for fund to be divided into compared with
It is short, easily make client that can not be divided into time fund and causes damages, meanwhile, guarantee fund not considers cash settlement during clearing in advance
The case where, the result that guarantee fund clears in advance is incorrect, the problem of being unfavorable for the risk management of stock futures company.
The first aspect of the embodiment of the present application provides a kind of pre- liquidation method of option margin, comprising:
When meeting preset trigger condition, from completed transaction data of acquired client's same day of trading, the preset touching
Clockwork spring part include the preset clearance period, preset clearance timing node and receive operator clearance instruction one of or
It is a variety of；
According to spin-off margin account data file, the option of proxima luce (prox. luc) of the cash settlement amount of money of client, proxima luce (prox. luc)
Fund net amount delivery instrument and the same day completed transaction data are calculated, and are obtained more than spin-off margin account
Volume.
The second aspect of the embodiment of the present application provides a kind of option margin and clears device in advance, comprising:
Data acquisition module, for when meeting preset trigger condition, from acquired client's same day completed friendship of trading
Easy data, the preset trigger condition include preset clearance period, preset clearance timing node and receive operator's
One of clearance instruction is a variety of；
Remaining sum computing module, for the spin-off margin account data according to the cash settlement amount of money of client, proxima luce (prox. luc)
File, the option fund net amount delivery instrument of proxima luce (prox. luc) and the same day completed transaction data are calculated, and are spread out
Health product margin account remaining sum.
The third aspect of the embodiment of the present application provides a kind of terminal device, including memory, processor and is stored in
In the memory and the computer program that can run on the processor, when the processor executes the computer program
It realizes such as the step of the above method.
The fourth aspect of the embodiment of the present application provides a kind of computer readable storage medium, the computer-readable storage
Media storage has computer program, realizes when the computer program is executed by processor such as the step of the above method.
Existing beneficial effect is the embodiment of the present application compared with prior art:
It, can be from the acquired visitor of transaction when meeting preset trigger condition in the pre- liquidation method of the option margin of the application
The family same day completed transaction data, according to the spin-off margin account data file, previous of the cash settlement amount of money, proxima luce (prox. luc)
The completed transaction data of the option fund net amount delivery instrument and the same day of day calculates spin-off margin account remaining sum,
It supports to clear after clearance and disk in disk, operator can inquire at any time, give the enough funds of client and be divided into the time, avoid client
It causes damages because fund can not be divided into time, meanwhile, guarantee fund considers cash settlement situation during clearing in advance, improves guarantor
The accuracy of the pre- clearance result of card gold solves guarantee fund in the prior art and clears function in advance and only supports that guarantee fund after disk is pre- clear
It calculates, the time for keeping for fund to be divided into is shorter, and easily make client that can not be divided into time fund and causes damages, meanwhile, guarantee fund is pre- clear
The case where cash settlement is not considered during calculation, the result that guarantee fund clears in advance is incorrect, is unfavorable for stock futures company
Risk management the problem of.
Detailed description of the invention
It in order to more clearly explain the technical solutions in the embodiments of the present application, below will be to embodiment or description of the prior art
Needed in attached drawing be briefly described, it should be apparent that, the accompanying drawings in the following description is only some of the application
Embodiment for those of ordinary skill in the art without any creative labor, can also be according to these
Attached drawing obtains other attached drawings.
Fig. 1 is the implementation process schematic diagram of the pre- liquidation method of option margin provided by the embodiments of the present application；
Fig. 2 is the schematic diagram that option margin provided by the embodiments of the present application clears device in advance；
Fig. 3 is the schematic diagram of terminal device provided by the embodiments of the present application.
Specific embodiment
In being described below, for illustration and not for limitation, the tool of such as particular system structure, technology etc is proposed
Body details, so as to provide a thorough understanding of the present application embodiment.However, it will be clear to one skilled in the art that there is no these specific
The application also may be implemented in the other embodiments of details.In other situations, it omits to well-known system, device, electricity
The detailed description of road and method, so as not to obscure the description of the present application with unnecessary details.
In order to illustrate technical solution described herein, the following is a description of specific embodiments.
It should be appreciated that ought use in this specification and in the appended claims, term " includes " instruction is described special
Sign, entirety, step, operation, the presence of element and/or component, but be not precluded one or more of the other feature, entirety, step,
Operation, the presence or addition of element, component and/or its set.
It is also understood that mesh of the term used in this present specification merely for the sake of description specific embodiment
And be not intended to limit the application.As present specification and it is used in the attached claims, unless on
Other situations are hereafter clearly indicated, otherwise " one " of singular, "one" and "the" are intended to include plural form.
It will be further appreciated that the term "and/or" used in present specification and the appended claims is
Refer to any combination and all possible combinations of one or more of associated item listed, and including these combinations.
As used in this specification and in the appended claims, term " if " can be according to context quilt
Be construed to " when ... " or " once " or " in response to determination " or " in response to detecting ".Similarly, phrase " if it is determined that " or
" if detecting [described condition or event] " can be interpreted to mean according to context " once it is determined that " or " in response to true
It is fixed " or " once detecting [described condition or event] " or " in response to detecting [described condition or event] ".
In the specific implementation, mobile terminal described in the embodiment of the present application is including but not limited to such as with the sensitive table of touch
Mobile phone, laptop computer or the tablet computer in face (for example, touch-screen display and/or touch tablet) etc it is other
Portable device.It is to be further understood that in certain embodiments, above equipment is not portable communication device, but is had
The desktop computer of touch sensitive surface (for example, touch-screen display and/or touch tablet).
In following discussion, the mobile terminal including display and touch sensitive surface is described.However, should manage
Solution, mobile terminal may include that one or more of the other physical User of such as physical keyboard, mouse and/or control-rod connects
Jaws equipment.
Mobile terminal supports various application programs, such as one of the following or multiple: drawing application program, demonstration application
Program, word-processing application, website creation application program, disk imprinting application program, spreadsheet applications, game are answered
With program, telephony application, videoconference application, email application, instant messaging applications, forging
Refining supports application program, photo management application program, digital camera application program, digital camera application program, web-browsing to answer
With program, digital music player application and/or video frequency player application program.
At least one of such as touch sensitive surface can be used in the various application programs that can be executed on mobile terminals
Public physical user-interface device.It can be adjusted among applications and/or in corresponding application programs and/or change touch is quick
Feel the corresponding information shown in the one or more functions and terminal on surface.In this way, terminal public physical structure (for example,
Touch sensitive surface) it can support the various application programs with user interface intuitive and transparent for a user.
Embodiment one:
The pre- liquidation method of a kind of option margin provided below the embodiment of the present application one is described, and please refers to attached drawing
1, the pre- liquidation method of option margin in the embodiment of the present application one includes:
Step S101, when meeting preset trigger condition, from completed transaction data of acquired client's same day of trading, institute
State preset trigger condition include the preset clearance period, preset clearance timing node and receive operator clearance instruction in
It is one or more；
When meeting preset trigger condition, client's same day completed transaction data can be obtained from exchange to carry out
Guarantee fund clears in advance in disk.
Trigger condition can be preset clearance period (such as pre- clearance was primary every three hours), preset clearance time
Node (such as when being arranged 10,12 when and 15 when cleared in advance) and one of the clearance instruction that receives operator or more
Kind.
Step S102, according to the spin-off margin account data file, previous of the cash settlement amount of money of client, proxima luce (prox. luc)
The option fund net amount delivery instrument and the same day completed transaction data of day is calculated, and spin-off guarantee fund is obtained
Account balance.
After obtaining the same day completed transaction data, it can be registered according to the cash settlement amount of money, the China Securities of client
The spin-off margin account data file for the proxima luce (prox. luc) that clearing Co., Ltd issues and the option fund net amount acceptance of proxima luce (prox. luc)
File and the same day completed transaction data carry out the pre- clearance of spin-off margin account remaining sum, obtain spin-off guarantee fund
Account balance.
The calculation formula of spin-off margin account remaining sum can be configured according to practical Consideration, for example, derivative
Product margin account remaining sum is calculate by the following formula:
Available+at a specified future date maintenance margin of spin-off margin account remaining sum=account fund yesterday+non-depth ETF row power is assigned
Guarantee fund+depth ETF row power assigns guarantee fund+depth ETF row power to lock fund+discrepancy gold netting+premium netting+row in way security
Power acceptance answered receipt and payment-correlative charges-same day to summarize maintenance margin-cash settlement amount of money only
Wherein, account fund yesterday is available and depth ETF (Exchange Traded Funds, the open index of trade type
Fund) row power obtained in way security locking fund by the spin-off margin account data file of proxima luce (prox. luc)；Long term maintains to protect
Card gold, non-depth ETF row power assign guarantee fund, depth ETF row power to assign guarantee fund and row power acceptance that receipt and payment is answered to pass through proxima luce (prox. luc) only
Option fund net amount delivery instrument obtains；The golden netting of discrepancy, premium netting, correlative charges (such as service charge) and the same day summarize
Maintenance margin is calculated by the same day completed transaction data.
Premium netting is calculated according to the commission and conclusion of the business situation of real-time deal in the daytime, i.e. premium income and right
The difference of gold expenditure.
The same day summarizes maintenance margin according to the commission and conclusion of the business of real-time deal in the daytime, obtains the right storehouse of client, standby converts
Voluntary storehouse and the non-standby particular number for converting voluntary storehouse, liquidate, and are unidirectionally held position quantity with obtaining final client, with client's
Practical position in storehouse situation summarizes calculating.
The cash settlement amount of money can export data from air control system.
According to the difference of type of option and the difference of subject matter, different calculation formula can be taken to calculate maintenance margin,
Such as when type of option is Call option contract and subject matter is stock, calculation formula is as follows:
Call option obligation storehouse is held position maintenance margin={ clearing price+Max (21% × contract target closing price-subscription period
Weigh dummy values, 10% × contract target closing price) } * contract unit
Call option dummy values=max (row power valence-contract target closing price, 0)
When type of option is Put Option contract and subject matter is stock, calculation formula is as follows:
Hold position maintenance margin in Call option obligation storehouse=and Min { clearing price+Max [19% × contract target closing price-recognize
Buy option dummy values, 10% × row power valence], row power valence } * contract unit
Put Option dummy values=max (contract target closing price-row power valence, 0)
When type of option is Call option contract and subject matter is ETF, calculation formula is as follows:
Call option obligation storehouse is held position maintenance margin={ clearing price+Max (15% × contract target closing price-subscription period
Weigh dummy values, 7% × contract target closing price) } * contract unit
When type of option is Put Option contract and subject matter is ETF, calculation formula is as follows:
Hold position maintenance margin in Call option obligation storehouse=and Min { clearing price+Max [15% × contract target closing price-recognize
Buy option dummy values, 7% × row power valence], row power valence } * contract unit
It is further counted further, it is also possible to obtain cut-in turn disposition and pay for the data such as fund and minimum clearing Reserve Fund first
It calculates, such as minimum clearing Reserve Fund is obtained by the spin-off margin account data file that proxima luce (prox. luc) issues, calculate minimum knot
Calculate Reserve Fund and spin-off margin account remaining sum difference obtain it is minimum should mend fund, required supplementation with prompt and be divided into guarantee fund
The fund number of account.
Further, the method also includes:
A1, treatment progress is cleared by multi-threading parallel process technology performance bonding in advance.
When the guarantee fund for needing to handle multiple orders clears treatment progress in advance, can by multi-threading parallel process technology into
Multiple clients, can be divided into multiple sales departments by row processing, and a sales department or multiple sales departments use a processing line
Journey, multiple thread concurrent processing.
In addition, event-driven function can be increased for the functions of some setting class LBM, when there is new setting or right
When existing setting is adjusted, the setting of each thread can be notified to come into force immediately by event-driven function.
Further, the method also includes:
B1, the guarantee fund of client is cleared to parameter in advance shared section key is stored in shared drive key-value pair technology, it is described
It includes the cash settlement amount of money, the spin-off margin account data file of the proxima luce (prox. luc) and institute that guarantee fund clears parameter in advance
State the option fund net amount delivery instrument of proxima luce (prox. luc).
The guarantee fund of client can be cleared to parameter in advance, shared section key is stored in shared drive key-value pair technology, it is each
Process can clear parameter by the guarantee fund in shared drive key assignments technology access shared section key in advance, improve treatability
Can, while supporting real time modifying.
Guarantee fund clears the spin-off margin account data that parameter includes the cash settlement amount of money, the proxima luce (prox. luc) in advance
The option fund net amount delivery instrument of file and the proxima luce (prox. luc).
Other than guarantee fund clears parameter in advance, other some files can also be deposited with shared drive key-value pair technology
Storage is in shared section key, such as guarantee fund's policy template.
Further, the method also includes:
C1, when the spin-off margin account remaining sum is lower than preset threshold value, pass through preset communication modes and send wind
Dangerous warning notice to operator terminal.
When spin-off margin account remaining sum is lower than preset threshold value, it is alert risk can be sent by preset communication modes
The terminal of notice to operator is accused, preset threshold value can be configured according to actual needs, and preset threshold value can be one or more,
Such as settable multiple preset threshold values, different preset threshold values indicate different degrees of risk status, preset communication modes packet
One of communication modes such as short massage notice, mail notification and immediate communication tool notice or a variety of are included, such as can be alert by risk
It accuses to the communication queue of kcxp communication middleware, which can be configured by XA Resource, according to notice channel by wind
Danger warning is sent to notice distribution gateway, and notice distribution gateway includes peripheral notification, short massage notice and mail notification etc..
After operator receives risk warning notice, it can notify client that fund is divided into margin account in time, keep away
Exempt from unnecessary loss occur.
Further, the method also includes:
D1, when the margin account inquiry into balance for receiving operator instructs, return it is the last be calculated spread out
Health product margin account remaining sum to operator terminal.
When operator inquires spin-off margin account remaining sum, different operations, example can be executed according to different instruction
Such as after guarantee fund clears in advance, the spin-off margin account remaining sum after calculating can be saved in air control system database
In, when receiving margin account inquiry into balance instruction, it can establish the modes such as SQL proxy job and air control database carried out
Search, the end of the spin-off margin account remaining sum that directly the last time is calculated in return air control database to operator
End, directly corresponding table in inquiry air control data, clear operation without temporarily carrying out guarantee fund in advance.
The transmittable clearance instruction when operator thinks the current spin-off margin account remaining sum of calculating in need, then
Real-time guarantee fund, which is carried out, according to clearance instruction clears operation in advance.
In the pre- liquidation method of option margin that the present embodiment one provides, from acquired client's same day completed friendship of trading
Easy data are provided according to the cash settlement amount of money of client, the spin-off margin account data file of proxima luce (prox. luc), the option of proxima luce (prox. luc)
Spin-off margin account remaining sum is calculated in golden net amount delivery instrument and the same day completed transaction data, supports disk
It clears, can be inquired after middle clearance and disk at any time, give the enough funds of client and be divided into the time, avoid client because that can not draw in time
Enter fund to cause damages, meanwhile, guarantee fund considers cash settlement situation during clearing in advance, improves guarantee fund and clears knot in advance
The accuracy of fruit solves guarantee fund in the prior art and clears function in advance and guarantee fund after disk is only supported to clear in advance, keeps for fund
The time of cut-in is shorter, easily makes client that can not be divided into time fund and causes damages, meanwhile, guarantee fund clear in advance during not
The case where considering cash settlement, the result that guarantee fund clears in advance is incorrect, is unfavorable for asking for the risk management of stock futures company
Topic.
Meanwhile multi-threading parallel process technology performance bonding can be used and clear treatment progress in advance, and can be by client
Guarantee fund clear parameter in advance shared section key be stored in shared drive key-value pair technology, support striding course access, improve
Process performance, while supporting real time modifying.
After guarantee fund clears in advance obtains spin-off margin account remaining sum, if spin-off margin account remaining sum is lower than pre-
When setting threshold value, the terminal of risk warning notice to operator is sent by preset communication modes, operator informs client in time
Existing risk avoids unnecessary loss, optimizes the Risk Management Process of stock futures company.
When operator needs to inquire spin-off margin account remaining sum, can the margin account inquiry into balance of basis refer to
It enables, returns to the terminal of the last spin-off margin account remaining sum being calculated to operator, or instruct according to clearance
Current spin-off margin account remaining sum is calculated in real time, meets the different demands of client.
It should be understood that the size of the serial number of each step is not meant that the order of the execution order in above-described embodiment, each process
Execution sequence should be determined by its function and internal logic, the implementation process without coping with the embodiment of the present application constitutes any limit
It is fixed.
Embodiment two:
The embodiment of the present application two provides a kind of option margin and clears device in advance, for purposes of illustration only, only showing and this Shen
Please relevant part, as shown in Fig. 2, option margin clears device in advance includes,
Data acquisition module 201, for when meeting preset trigger condition, acquired client's same day to be completed from trading
Transaction data, the preset trigger condition include preset clearance period, preset clearance timing node and receive operator
Clearance instruction one of or it is a variety of；
Remaining sum computing module 202, for the spin-off margin account number according to the cash settlement amount of money of client, proxima luce (prox. luc)
It is calculated, is obtained according to file, the option fund net amount delivery instrument of proxima luce (prox. luc) and the same day completed transaction data
Spin-off margin account remaining sum.
Further, described device further include:
Parallel setup module, for clearing treatment progress in advance by multi-threading parallel process technology performance bonding.
Further, described device further include:
Shared drive module is stored in altogether for the guarantee fund of client to be cleared parameter in advance with shared drive key-value pair technology
Memory field is enjoyed, the guarantee fund clears spin-off guarantee fund's account that parameter includes the cash settlement amount of money, the proxima luce (prox. luc) in advance
The option fund net amount delivery instrument of user data file and the proxima luce (prox. luc).
Further, described device further include:
Risk notification module is used for when the spin-off margin account remaining sum is lower than preset threshold value, by preset
Communication modes send the terminal of risk warning notice to operator.
Further, described device further include:
Inquiry into balance module, for returning to nearest one when the margin account inquiry into balance for receiving operator instructs
The secondary spin-off margin account remaining sum being calculated to operator terminal.
It should be noted that the contents such as information exchange, implementation procedure between above-mentioned apparatus/unit, due to the application
Embodiment of the method is based on same design, concrete function and bring technical effect, for details, reference can be made to embodiment of the method part, this
Place repeats no more.
Embodiment three:
Fig. 3 is the schematic diagram for the terminal device that the embodiment of the present application three provides.As shown in figure 3, the terminal of the embodiment is set
Standby 3 include: processor 30, memory 31 and are stored in the meter that can be run in the memory 31 and on the processor 30
Calculation machine program 32.The processor 30 realizes that the pre- liquidation method of above-mentioned option margin is implemented when executing the computer program 32
Step in example, such as step S101 to S102 shown in FIG. 1.Alternatively, the processor 30 executes the computer program 32
The function of each module/unit in the above-mentioned each Installation practice of Shi Shixian, such as the function of module 201 to 202 shown in Fig. 2.
Illustratively, the computer program 32 can be divided into one or more module/units, it is one or
Multiple module/units are stored in the memory 31, and are executed by the processor 30, to complete the application.Described one
A or multiple module/units can be the series of computation machine program instruction section that can complete specific function, which is used for
Implementation procedure of the computer program 32 in the terminal device 3 is described.For example, the computer program 32 can be divided
It is cut into data acquisition module and remaining sum computing module, each module concrete function is as follows:
When meeting preset trigger condition, from completed transaction data of acquired client's same day of trading, the preset touching
Clockwork spring part include the preset clearance period, preset clearance timing node and receive operator clearance instruction one of or
It is a variety of；
According to spin-off margin account data file, the option of proxima luce (prox. luc) of the cash settlement amount of money of client, proxima luce (prox. luc)
Fund net amount delivery instrument and the same day completed transaction data are calculated, and are obtained more than spin-off margin account
Volume.
The terminal device 3 can be the calculating such as desktop PC, notebook, palm PC and cloud server and set
It is standby.The terminal device may include, but be not limited only to, processor 30, memory 31.It will be understood by those skilled in the art that Fig. 3
The only example of terminal device 3 does not constitute the restriction to terminal device 3, may include than illustrating more or fewer portions
Part perhaps combines certain components or different components, such as the terminal device can also include input-output equipment, net
Network access device, bus etc..
Alleged processor 30 can be central processing unit (Central Processing Unit, CPU), can also be
Other general processors, digital signal processor (Digital Signal Processor, DSP), specific integrated circuit
(Application Specific Integrated Circuit, ASIC), ready-made programmable gate array (Field-
Programmable Gate Array, FPGA) either other programmable logic device, discrete gate or transistor logic,
Discrete hardware components etc..General processor can be microprocessor or the processor is also possible to any conventional processor
Deng.
The memory 31 can be the internal storage unit of the terminal device 3, such as the hard disk or interior of terminal device 3
It deposits.The memory 31 is also possible to the External memory equipment of the terminal device 3, such as be equipped on the terminal device 3
Plug-in type hard disk, intelligent memory card (Smart Media Card, SMC), secure digital (Secure Digital, SD) card dodge
Deposit card (Flash Card) etc..Further, the memory 31 can also both include the storage inside list of the terminal device 3
Member also includes External memory equipment.The memory 31 is for storing needed for the computer program and the terminal device
Other programs and data.The memory 31 can be also used for temporarily storing the data that has exported or will export.
It is apparent to those skilled in the art that for convenience of description and succinctly, only with above-mentioned each function
Can unit, module division progress for example, in practical application, can according to need and by above-mentioned function distribution by different
Functional unit, module are completed, i.e., the internal structure of described device is divided into different functional unit or module, more than completing
The all or part of function of description.Each functional unit in embodiment, module can integrate in one processing unit, can also
To be that each unit physically exists alone, can also be integrated in one unit with two or more units, it is above-mentioned integrated
Unit both can take the form of hardware realization, can also realize in the form of software functional units.In addition, each function list
Member, the specific name of module are also only for convenience of distinguishing each other, the protection scope being not intended to limit this application.Above system
The specific work process of middle unit, module, can refer to corresponding processes in the foregoing method embodiment, and details are not described herein.
In the above-described embodiments, it all emphasizes particularly on different fields to the description of each embodiment, is not described in detail or remembers in some embodiment
The part of load may refer to the associated description of other embodiments.
Those of ordinary skill in the art may be aware that list described in conjunction with the examples disclosed in the embodiments of the present disclosure
Member and algorithm steps can be realized with the combination of electronic hardware or computer software and electronic hardware.These functions are actually
It is implemented in hardware or software, the specific application and design constraint depending on technical solution.Professional technician
Each specific application can be used different methods to achieve the described function, but this realization is it is not considered that exceed
Scope of the present application.
In embodiment provided herein, it should be understood that disclosed device/terminal device and method, it can be with
It realizes by another way.For example, device described above/terminal device embodiment is only schematical, for example, institute
The division of module or unit is stated, only a kind of logical function partition, there may be another division manner in actual implementation, such as
Multiple units or components can be combined or can be integrated into another system, or some features can be ignored or not executed.Separately
A bit, shown or discussed mutual coupling or direct-coupling or communication connection can be through some interfaces, device
Or the INDIRECT COUPLING or communication connection of unit, it can be electrical property, mechanical or other forms.
The unit as illustrated by the separation member may or may not be physically separated, aobvious as unit
The component shown may or may not be physical unit, it can and it is in one place, or may be distributed over multiple
In network unit.It can select some or all of unit therein according to the actual needs to realize the mesh of this embodiment scheme
's.
It, can also be in addition, each functional unit in each embodiment of the application can integrate in one processing unit
It is that each unit physically exists alone, can also be integrated in one unit with two or more units.Above-mentioned integrated list
Member both can take the form of hardware realization, can also realize in the form of software functional units.
If the integrated module/unit be realized in the form of SFU software functional unit and as independent product sale or
In use, can store in a computer readable storage medium.Based on this understanding, the application realizes above-mentioned implementation
All or part of the process in example method, can also instruct relevant hardware to complete, the meter by computer program
Calculation machine program can be stored in a computer readable storage medium, the computer program when being executed by processor, it can be achieved that on
The step of stating each embodiment of the method.Wherein, the computer program includes computer program code, the computer program generation
Code can be source code form, object identification code form, executable file or certain intermediate forms etc..The computer-readable medium
It may include: any entity or device, recording medium, USB flash disk, mobile hard disk, magnetic that can carry the computer program code
Dish, CD, computer storage, read-only memory (ROM, Read-Only Memory), random access memory (RAM,
Random Access Memory), electric carrier signal, telecommunication signal and software distribution medium etc..It should be noted that described
The content that computer-readable medium includes can carry out increasing appropriate according to the requirement made laws in jurisdiction with patent practice
Subtract, such as does not include electric carrier signal and electricity according to legislation and patent practice, computer-readable medium in certain jurisdictions
Believe signal.
Embodiment described above is only to illustrate the technical solution of the application, rather than its limitations；Although referring to aforementioned reality
Example is applied the application is described in detail, those skilled in the art should understand that: it still can be to aforementioned each
Technical solution documented by embodiment is modified or equivalent replacement of some of the technical features；And these are modified
Or replacement, the spirit and scope of each embodiment technical solution of the application that it does not separate the essence of the corresponding technical solution should all
Comprising within the scope of protection of this application.
Claims (10)
1. a kind of pre- liquidation method of option margin characterized by comprising
When meeting preset trigger condition, from completed transaction data of acquired client's same day of trading, the preset triggering item
Part include the preset clearance period, preset clearance timing node and receive operator clearance instruction one of or it is more
Kind；
According to the cash settlement amount of money of client, the spin-off margin account data file of proxima luce (prox. luc), the option fund of proxima luce (prox. luc)
Net amount delivery instrument and the same day completed transaction data are calculated, and spin-off margin account remaining sum is obtained.
2. the pre- liquidation method of option margin as described in claim 1, which is characterized in that the method also includes:
Treatment progress is cleared in advance by multi-threading parallel process technology performance bonding.
3. the pre- liquidation method of option margin as described in claim 1, which is characterized in that the method also includes:
The guarantee fund of client is cleared into parameter in advance, shared section key is stored in shared drive key-value pair technology, the guarantee fund is pre-
Clearing parameter includes the cash settlement amount of money, the spin-off margin account data file of the proxima luce (prox. luc) and the proxima luce (prox. luc)
Option fund net amount delivery instrument.
4. the pre- liquidation method of option margin as described in claim 1, which is characterized in that the method also includes:
When the spin-off margin account remaining sum is lower than preset threshold value, it is logical that risk warning is sent by preset communication modes
Know to the terminal of operator.
5. the pre- liquidation method of option margin as described in claim 1, which is characterized in that the method also includes:
When the margin account inquiry into balance for receiving operator instructs, returns to the last spin-off being calculated and guarantee
Golden account balance to operator terminal.
6. a kind of option margin clears device in advance characterized by comprising
Data acquisition module, for when meeting preset trigger condition, from completed number of deals of acquired client's same day of trading
According to the preset trigger condition includes preset clearance period, preset clearance timing node and the clearance for receiving operator
One of instruction is a variety of；
Remaining sum computing module, for according to the spin-off margin account data file of the cash settlement amount of money of client, proxima luce (prox. luc),
The option fund net amount delivery instrument and the same day completed transaction data of proxima luce (prox. luc) are calculated, and spin-off guarantor is obtained
Demonstrate,prove golden account balance.
7. option margin as claimed in claim 6 clears device in advance, which is characterized in that described device further include:
Parallel setup module, for clearing treatment progress in advance by multi-threading parallel process technology performance bonding.
8. option margin as claimed in claim 6 clears device in advance, which is characterized in that described device further include:
Shared drive module is stored in shared for the guarantee fund of client to be cleared parameter in advance with shared drive key-value pair technology
Area is deposited, the guarantee fund clears the spin-off margin account number that parameter includes the cash settlement amount of money, the proxima luce (prox. luc) in advance
According to the option fund net amount delivery instrument of file and the proxima luce (prox. luc).
9. a kind of terminal device, including memory, processor and storage are in the memory and can be on the processor
The computer program of operation, which is characterized in that the processor realizes such as claim 1 to 5 when executing the computer program
The step of any one the method.
10. a kind of computer readable storage medium, the computer-readable recording medium storage has computer program, and feature exists
In when the computer program is executed by processor the step of any one of such as claim 1 to 5 of realization the method.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201811218694.0A CN109544345A (en) | 2018-10-18 | 2018-10-18 | A kind of pre- liquidation method of option margin, device and terminal device |
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| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201811218694.0A CN109544345A (en) | 2018-10-18 | 2018-10-18 | A kind of pre- liquidation method of option margin, device and terminal device |
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| CN109544345A true CN109544345A (en) | 2019-03-29 |
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| Application Number | Title | Priority Date | Filing Date |
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| CN201811218694.0A Pending CN109544345A (en) | 2018-10-18 | 2018-10-18 | A kind of pre- liquidation method of option margin, device and terminal device |
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| CN113065942A (en) * | 2021-01-20 | 2021-07-02 | 上海金融期货信息技术有限公司 | Sub-account clearing system |
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Application publication date: 20190329 |