CN110634075A - Profit and loss calculation method for realizing different foreign exchange products based on custom formula - Google Patents
Profit and loss calculation method for realizing different foreign exchange products based on custom formula Download PDFInfo
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- CN110634075A CN110634075A CN201910923823.4A CN201910923823A CN110634075A CN 110634075 A CN110634075 A CN 110634075A CN 201910923823 A CN201910923823 A CN 201910923823A CN 110634075 A CN110634075 A CN 110634075A
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- 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 invention discloses a profit and loss calculation method for realizing different foreign exchange products based on a custom formula, which comprises the following steps of 1: inputting a designed custom formula into a profit and loss calculation system of the foreign exchange product through programming, and associating the custom formula with element variables, system variables and calculation access logic required for calculating the profit and loss of the foreign exchange product; step 2: the computer acquires element variables and system variables required by calculation and input by a user, and verifies the element variables and the system variables in combination with the formula, and if the element variables and the system variables pass the verification, the formula is stored in corresponding foreign exchange product information; if the verification fails, returning to the user to allow the user to input again; and step 3: when the foreign exchange product is traded, the value of an element used by the product is input into the trading information through a trading application, the profit and loss of the foreign exchange product are calculated by combining the data information in the steps 1 and 2, and the product can be automatically calculated and fed back when the foreign exchange product is traded through the method.
Description
Technical Field
The invention relates to the technical field of computer software, in particular to a profit-and-loss calculation method for realizing different foreign exchange products based on a custom formula.
Background
A foreign exchange product is a financial contract whose value depends on one or more underlying assets or indices, with the basic categories of the contract including forward, futures, swaps (interchanges) and options. The fx derivative also includes a structured financial instrument having one or more of forward, futures, swaps (swaps) and options. The profit and loss calculation methods of each financial foreign exchange product are different, and relate to the problem of exchange rate, the exchange rate changes in real time, the profit and loss of the current financial foreign exchange product is calculated according to the current exchange rate by manpower, or each financial foreign exchange product has a proprietary profit and loss calculation method, if every financial foreign exchange product is added in the market, the corresponding proprietary calculation method needs to be carried out on the profit and loss of the product, and the method is not flexible. Therefore, there is a need for an automatic calculation method for solving and realizing the profit and loss of different financial foreign exchange products through flexible configuration of a custom formula.
Disclosure of Invention
The invention aims to provide a profit and loss calculation method for realizing different foreign exchange products based on a custom formula, which is used for solving the problems that in the prior art, the profit and loss calculation of various financial foreign exchange products has a unique calculation method and the conversion is not flexible when the profit and loss calculation of various financial foreign exchange products is carried out.
The invention solves the problems through the following technical scheme:
a profit-and-loss calculation method for realizing different foreign exchange products based on a custom formula comprises the following steps:
step 1: inputting a designed custom formula into a profit and loss calculation system of the foreign exchange product through programming, and associating the custom formula with element variables, system variables and calculation access logic required for calculating the profit and loss of the foreign exchange product;
step 2: the computer acquires element variables and system variables required by calculation and input by a user, and verifies the element variables and the system variables in combination with the formula, and if the element variables and the system variables pass the verification, the formula is stored in corresponding foreign exchange product information; if the verification fails, returning to the user to allow the user to input again;
and step 3: when the foreign exchange product is traded, the value of the element used by the product is input into the trading information through a trading application, and the profit and loss of the foreign exchange product are calculated by combining the data information in the steps 1 and 2.
Preferably, the profit-and-loss calculation includes an assessment profit-and-loss calculation and a delivery profit-and-loss calculation.
Preferably, the self-defined formula is obtained by formulating the calculation methods of the assessment profit and the delivery profit and the loss according to the calculation methods of the assessment profit and the delivery profit and the loss of the financial foreign exchange products in a self-defined formula mode.
Preferably, the element variables, the system variables and the calculation and access logic are recorded into the system through element management and system variable management.
Preferably, in step 3, when the foreign exchange product transaction is performed and the transaction needs to be delivered, the value of the element variable is input, and the system automatically calculates the delivery profit and loss of the transaction according to a custom formula through the transaction application and the element value input by the transaction delivery.
Preferably, the verification in step 2 includes verification of element variables, system variables and judgment expressions in the transaction formula.
Compared with the prior art, the invention has the following advantages and beneficial effects:
the invention carries out self-defining of the calculation formula by the evaluation and delivery of each foreign exchange product and then leads the calculation formula into an evaluation calculation system, then the system verifies the formula according to factors such as element variables, system variables and the like, stores the formula into a corresponding product information center after the verification is successful, and finally automatically calculates the delivery profit and loss of the product and feeds back the product when the transaction occurs.
Drawings
FIG. 1 is a schematic flow chart of a profit-and-loss calculation method for realizing different foreign exchange products based on a custom formula according to the present invention.
Detailed Description
The present invention will be described in further detail with reference to examples, but the embodiments of the present invention are not limited thereto.
Example 1:
with reference to fig. 1, the method for implementing profit-loss calculation of different foreign exchange products based on the custom formula includes the following steps:
step 1: inputting a designed custom formula into a profit and loss calculation system of the foreign exchange product through programming, and associating the custom formula with element variables, system variables and calculation access logic required for calculating the profit and loss of the foreign exchange product; the profit and loss calculation comprises evaluation profit and loss calculation and delivery profit and loss calculation, and the custom formula is obtained by formulating the calculation methods of the evaluation profit and loss and delivery profit and loss according to the calculation methods of the evaluation profit and loss and delivery profit of the financial foreign exchange products in the mode of the custom formula;
step 2: the computer obtains element variables and system variables required by calculation and input by a user, then the element variables and the system variables are input into the system through element management and system variable management, the access logic in the step 1 is input through the management system, then verification is carried out by combining a formula, and the formula is stored into corresponding foreign exchange product information if the verification is passed; if the verification fails, returning to the user to allow the user to input again;
and step 3: when the foreign exchange product is traded, the value of the element used by the product is input into the trading information through a trading application, and the profit and loss of the foreign exchange product are calculated by combining the data information in the steps 1 and 2. When the foreign exchange product is transacted and the transaction needs to be delivered, the value of the element variable is input, and the system automatically calculates the delivery profit and loss of the transaction according to a custom formula through the transaction application and the element value input by the transaction delivery.
The method is implemented, a user designs a delivery profit and loss calculation formula of the product according to the delivery profit and loss calculation logic of the product and the formula supported by the system and stores the formula in the modified product information, the system checks whether the formula meets the system specification, the user adds a transaction to the product, inputs transaction information, inputs delivery information at the time of delivery, and the system automatically calculates the delivery profit and loss according to a self-defined delivery formula and displays the delivery profit and loss to the user.
For example, the system needs to add a new common forecourt foreign exchange product, the delivery profit and the delivery profit of the product are related to the elements and system variables such as the transaction direction, the locked exchange rate, the delivery mode, the rolled difference exchange rate, the principal, the bookkeeping exchange rate and the like, and the principal is added: 50000, currency pair: USDCNY, at locked exchange rate: 8.1234, making trade of common forward contract, the concrete steps are:
firstly, a user designs a delivery profit and loss self-defined formula through a formula supported by a system, wherein the formula can be correspondingly adjusted according to different foreign exchange products: if ($ { transaction direction } ═ 1) then (($ { locked exchange rate } - $ { rolled difference exchange rate }) $ { rolled difference amount } + ($ { locked exchange rate } - $ { accounted rate }) $ ($ { principal } - $ { rolled difference amount })) else (($ { locked exchange rate } - $ { rolled difference amount })) $ ($ rolled difference amount }) $ ($ locked exchange rate }) $ rolled difference amount } + ($ { locked exchange rate } - $ { accounted rate }) $ ($ principal }) $ ($ rolled difference amount }))) end, and element variables are sorted out: $ { trade direction }, $ { locked exchange rate }, $ { rolling difference amount }, $ { accounting exchange rate }, and other element variables, system variables: $ principal };
secondly, inputting element variables $ { transaction direction }, $ { locked exchange rate }, $ { rolling difference amount }, $ { accounting exchange rate } and the like and access logic into a system element variable module, and inputting system variables $ { principal } into a system variable module of the system;
thirdly, the system checks the delivery profit and loss self-defined formula, and the delivery profit and loss self-defined formula is stored in the information of the common long-term foreign exchange products after the transaction is passed;
step four, the user initiates a common forward transaction, the transaction direction is to buy money, buy currency USD, sell currency CNY, buy amount 50000, lock exchange rate 8.1234, system variable: the principal is 50000, the transaction direction is 1, and the accounting rate is 8.6235;
and fifthly, the user carries out full amount delivery on the transaction, wherein the delivery amount is 50000, the rolling difference exchange rate is 0, the rolling difference amount is 0, and the system automatically calculates the delivery profit of the transaction to be 25000.
Although the present invention has been described herein with reference to the illustrated embodiments thereof, which are intended to be preferred embodiments of the present invention, it is to be understood that the invention is not limited thereto, and that numerous other modifications and embodiments can be devised by those skilled in the art that will fall within the spirit and scope of the principles of this disclosure.
Claims (6)
1. A profit-and-loss calculation method for realizing different foreign exchange products based on a custom formula is characterized by comprising the following steps:
step 1: inputting a designed custom formula into a profit and loss calculation system of the foreign exchange product through programming, and associating the custom formula with element variables, system variables and calculation access logic required for calculating the profit and loss of the foreign exchange product;
step 2: the computer acquires element variables and system variables required by calculation and input by a user, and verifies the element variables and the system variables in combination with the formula, and if the element variables and the system variables pass the verification, the formula is stored in corresponding foreign exchange product information; if the verification fails, returning to the user to allow the user to input again;
and step 3: when the foreign exchange product is traded, the value of the element used by the product is input into the trading information through a trading application, and the profit and loss of the foreign exchange product are calculated by combining the data information in the steps 1 and 2.
2. The method of claim 1, wherein the profit-and-loss calculation comprises an assessment profit-and-loss calculation and a delivery profit-and-loss calculation.
3. The method of claim 2, wherein the custom formula is obtained by formulating the calculation methods of the estimated profit and loss and the delivery profit and loss according to the custom formula based on the calculation methods of the estimated profit and loss and the delivery profit and loss of the financial foreign exchange products.
4. The method for calculating profits for realizing different foreign exchange products based on a custom formula according to claim 1, wherein the element variables, the system variables and the calculation access logic are recorded into the system through element management and system variable management.
5. The method for calculating the profit or loss of different foreign exchange products based on the customized formula as claimed in claim 1, wherein in step 3, when the foreign exchange product is traded and the trade needs to be delivered, the value of the element variable is inputted, and the system automatically calculates the delivery profit or loss of the trade according to the customized formula by the trading application and the element value inputted by the trading delivery.
6. The method for calculating the profit or loss of different foreign exchange products based on the custom formula as claimed in claim 1, wherein the verification in step 2 comprises the verification of element variables, system variables and judgment expressions in the transaction formula.
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