CN112102090A - Exchange rate position display data processing method, related module, equipment and system - Google Patents

Abstract

Embodiments of the present application provide a method, related modules, equipment and system for processing exchange rate position display data, the method includes: monitoring and registering financial product transaction data in real time; acquiring a current exchange rate position revaluation signal, Identify and filter trading position information, wherein the trading position information includes spot position information, swap position information and option position information; send the spot position information, swap position information and option position information to the display server, so that the display The server sends spot position information, swap position information and option position information to the client device for display. This application can effectively improve the efficiency of exchange rate position data processing, and can display spot position information, swap position information and option position information, etc., thereby effectively improving the efficiency requirements and requirements of financial transaction management users to update exchange rate position information. Content acquisition requirements.

Description

Exchange rate position display data processing method, related modules, equipment and systems

technical field

The present application relates to the technical field of data processing, in particular to a data processing method, related modules, devices and systems for displaying exchange rate positions.

Background technique

The core capabilities of the financial market business lie in pricing quotations, quick transactions, exposure control, risk hedging, etc., and are highly dependent on information technology systems. At present, some banks still rely on the outsourcing system for their exposure and portfolio management. This situation is far from mature foreign banks, and there is a bottleneck in independent research and development. And because the K+ version is old, the operation risk is getting bigger and bigger. Subject to the status quo of its separation from vendor support, it is not only unfavorable for managing financial product risks, but also unfavorable for hedging and transaction security guarantees based on exposure and portfolio management, and even constrains the future development of the above-mentioned businesses. In the above situation, the research on the exchange rate position display scheme has also become one of the research focuses in the financial field.

The current exchange rate position display solution takes a long time to display and update, usually takes 6s or more to display spot positions, and cannot display swap and option open positions. That is to say, the existing exchange rate position display solutions have problems such as low display efficiency and insufficient display content to meet the needs of financial transaction management users.

SUMMARY OF THE INVENTION

In view of the problems in the prior art, the present application provides an exchange rate position display data processing method, related modules, equipment and system, which can effectively improve the efficiency of exchange rate position data processing, and can provide spot position information, swap position information and Option position information and other contents are displayed, which can effectively improve the update efficiency requirements and content acquisition requirements of financial transaction management users for exchange rate position information.

In order to solve the above-mentioned technical problems, the application provides the following technical solutions:

In the first aspect, the present application provides a method for processing exchange rate position display data, including:

Real-time monitoring and registration of financial product transaction data;

Obtaining the current exchange rate position revaluation signal, and screening the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information;

sending the display data corresponding to the spot position information, swap position information and option position information to the display server, so that the display server sends the spot position information, swap position information and option position information to the client displayed on the device.

Further, the real-time monitoring and registration of financial product transaction data includes:

Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally.

Further, the obtaining the current exchange rate position revaluation signal includes:

receiving a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method;

Revaluation parameters are obtained from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal.

Further, the trigger signal includes at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information.

Further, the filtering of transaction position information according to the product identifier in the financial product transaction data includes:

Acquire incremental data in the financial product transaction data, accumulate the incremental data in preset dimensions to determine realized profit and loss data, and form spot position information corresponding to the realized profit and loss data based on the product identifier.

Further, the filtering of transaction position information according to the product identifier in the financial product transaction data includes:

Acquire incremental data in the financial product transaction data, and determine whether the incremental data contains floating-end cash flow data; if so, acquire swap cash flow; if not, accumulate the incremental data ; wherein, the present value and risk indicators of the swap cash flow are calculated according to different currencies, different interest rate curves and different dates; and, based on the product identifier, the swap position information corresponding to the swap cash flow is formed.

Further, the filtering of transaction position information according to the product identifier in the financial product transaction data includes:

The incremental data in the financial product transaction data is acquired, the risk index calculation for the option position is performed on the financial product transaction data, and the option position information corresponding to the option position is formed based on the product identifier.

Further, sending the display data corresponding to the spot position information, swap position information and option position information to the display server includes:

According to the user subscription information, the display data corresponding to the spot position information, the swap position information and the option position information is sent to the display server.

Further, the spot position information includes: the real-time position information of the spot split transaction and the real-time position information of the spot cross transaction.

Further, the swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information.

Further, the option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

In the second aspect, the present application provides a position portfolio management module, including:

A transaction data storage unit for real-time monitoring and registration of financial product transaction data;

The position information processing unit is configured to obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information;

The position information sending unit is configured to send the display data corresponding to the spot position information, the swap position information and the option position information to the display server, so that the display server can send the spot position information, the swap position information and the option position information to the display server. Option position information is sent to the client device for display.

Further, the transaction data storage unit is used to execute the following content:

Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally.

Further, the position information processing unit includes: a signal receiving subunit, the signal receiving subunit is configured to execute the following content:

receiving a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method;

Revaluation parameters are obtained from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal.

Further, the trigger signal includes at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information.

Further, the position information processing unit includes:

The spot position sub-unit is used to obtain incremental data in the transaction data of the financial product, accumulate the incremental data in a preset dimension, determine the realized profit and loss data, and form the realized profit and loss data based on the product identifier Corresponding spot position information.

Further, the position information processing unit includes:

The swap position subunit is used to obtain incremental data in the financial product transaction data, and determine whether the incremental data contains floating-end cash flow data, if so, obtain the swap cash flow, if not, then Accumulate the incremental data; wherein, according to different currencies, different interest rate curves and different dates, the current value and risk indicators of the swap cash flow are calculated; and, based on the product identifier, the swap cash flow corresponding to the swap cash flow is formed. Period position information.

Further, the position information processing unit includes:

The option position subunit is used to obtain incremental data in the transaction data of the financial product, calculate the risk index for the option position on the transaction data of the financial product, and form the option position information corresponding to the option position based on the product identifier .

Further, the position information sending unit is configured to execute the following content:

According to the user subscription information, the display data corresponding to the spot position information, the swap position information and the option position information is sent to the display server.

Further, the spot position information includes: the real-time position information of the spot split transaction and the real-time position information of the spot cross transaction.

Further, the swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information.

Further, the option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

In a third aspect, the present application provides an electronic device, comprising a memory, a processor and a computer program stored in the memory and executable on the processor, the processor implements the exchange rate position display data when the processor executes the program Approach.

In a fourth aspect, the present application provides a computer-readable storage medium on which a computer program is stored, and when the computer program is executed by a processor, implements the method for processing exchange rate position display data.

In a fifth aspect, the present application provides an exchange rate position data processing system, comprising: a transaction management module, a market data management module, an indicator processing module, and the position combination management module;

The transaction management module is configured to send the monitored financial product transaction data to the position portfolio management module in real time;

The position portfolio management module is configured to receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally;

The market data management module is configured to generate a trigger signal based on a preset threshold control method, and send the trigger signal to the position portfolio management module;

The indicator processing module is configured to obtain revaluation parameters according to the trigger signal, so as to generate a corresponding exchange rate position revaluation signal;

The position portfolio management module is also connected in communication with the display server, and the market data management module is connected in communication with the pricing platform.

As can be seen from the above technical solutions, the present application provides an exchange rate position display data processing method, related modules, equipment and system, the method includes: monitoring and registering financial product transaction data in real time; acquiring the current exchange rate position revaluation signal, according to the The product identifier in the financial product transaction data filters the transaction position information, wherein the transaction position information includes spot position information, swap position information and option position information; the spot position information, swap position information and option position information are combined The information is sent to the display server, so that the display server sends the spot position information, swap position information and option position information to the client device for display, which can effectively improve the real-time performance of financial product transaction data registration, and can effectively improve the real-time performance of financial product transaction data registration. Effectively improve the display efficiency and reliability of exchange rate positions, increase the display time of spot open position management to less than 1s, and can display spot position information, swap position information and option position information, etc., and the display process is efficient and effective. High reliability, can effectively improve the efficiency of exchange rate position data processing, and can ensure the accuracy of the displayed content on the basis of displaying more content, so as to effectively improve the update efficiency requirements and content volume of exchange rate position information for financial transaction management users Obtaining requirements can effectively improve the user experience of financial transaction management users, enhance the core capabilities of financial market business transactions and portfolio management, further enhance the market position of independent research and development of financial market transaction management systems, and enable banks to gradually get rid of the constraints of the outsourcing system. Improve the safety of business operations, and then achieve completely independent research and development, independent control of core technologies, help financial technology output, and lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

Description of drawings

In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the following briefly introduces the accompanying drawings that need to be used in the description of the embodiments or the prior art. Obviously, the drawings in the following description are For some embodiments of the present application, for those of ordinary skill in the art, other drawings can also be obtained according to these drawings without any creative effort.

FIG. 1 is a first schematic flowchart of a method for processing exchange rate position display data in an embodiment of the present application.

FIG. 2 is a schematic flowchart of a second method for processing exchange rate position display data in an embodiment of the present application.

FIG. 3 is a first specific flowchart of step 200 in the method for processing exchange rate position display data in the embodiment of the present application.

FIG. 4 is a second specific flowchart of step 200 in the method for processing exchange rate position display data in the embodiment of the present application.

FIG. 5 is a third specific flowchart of step 200 in the method for processing exchange rate position display data in the embodiment of the present application.

FIG. 6 is a fourth specific flowchart of step 200 in the method for processing exchange rate position display data in the embodiment of the present application.

FIG. 7 is a third schematic flowchart of the method for processing exchange rate position display data in the embodiment of the present application.

FIG. 8 is a schematic structural diagram of a position portfolio management module in an embodiment of the present application.

FIG. 9 is a schematic structural diagram of an exchange rate position data processing system in an application example of the present application.

FIG. 10 is a system deployment architecture diagram in an application example of the present application.

FIG. 11 is a schematic structural diagram of an electronic device in an embodiment of the present application.

Detailed ways

In order to make the purposes, technical solutions and advantages of the embodiments of the present application more clear, the technical solutions in the embodiments of the present application will be clearly and completely described below with reference to the drawings in the embodiments of the present application. Obviously, the described embodiments It is a part of the embodiments of the present application, but not all of the embodiments. Based on the embodiments in the present application, all other embodiments obtained by those of ordinary skill in the art without creative work fall within the protection scope of the present application.

For the current exchange rate position display scheme, it only supports to display spot positions once in 6s, and swap and option open positions cannot be displayed. That is to say, the existing exchange rate position display solutions have problems such as low display efficiency, and the amount of display content cannot meet the needs of financial transaction management users. The present application provides a data processing method for exchange rate position display, a position portfolio management module, electronic equipment, and An embodiment of a readable storage medium and an exchange rate position data processing system, by monitoring and registering financial product transaction data in real time; obtaining a current exchange rate position revaluation signal, and filtering transaction position information according to a product identifier in the financial product transaction data, wherein , the transaction position information includes spot position information, swap position information and option position information; the display data corresponding to the spot position information, swap position information and option position information is sent to the display server, so that the display The server sends the spot position information, swap position information and option position information to the client device for display, which can effectively improve the real-time performance of financial product transaction data registration, and can effectively improve the display efficiency and reliability of exchange rate positions. The display time of spot open position management is increased to less than 1s, and it can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve exchange rate position data processing It can ensure the accuracy of the displayed content on the basis of displaying more content, so as to effectively improve the update efficiency requirements and content acquisition requirements of financial transaction management users for exchange rate position information, which can effectively improve financial transaction management users. It can improve the core capabilities of financial market business transactions and portfolio management, further enhance the market position of independent research and development of financial market transaction management systems, and enable banks to gradually get rid of the constraints of the outsourcing system, improve the security of business operations, and achieve completely independent research and development. Independently control the core technology, facilitate the output of financial technology, and lay a solid foundation for enhancing financial engineering and quantitative capabilities in the future.

Based on the above content, the present application further provides a position portfolio management module for implementing the exchange rate position display data processing method provided in one or more embodiments of the present application. The position portfolio management module is respectively connected with the transaction management module and the market data management module. The communication connection between the module and the indicator processing module, and the position combination management module, transaction management module, market data management module and indicator processing module can all be implemented in the form of a server or a client device. form exists.

It can be understood that the client device may include a smart phone, a tablet electronic device, a network set-top box, a portable computer, a desktop computer, a personal digital assistant (PDA), a vehicle-mounted device, a smart wearable device, and the like. Wherein, the smart wearable device may include smart glasses, smart watches, smart bracelets, and the like.

In another practical application, the part of processing the exchange rate position display data may be performed on the server as described above, or all operations may be completed in the client device. Specifically, the selection can be made according to the processing capability of the client device and the limitations of the user's usage scenario. This application does not limit this. If all operations are completed in the client device, the client device may further include a processor for performing specific processing of exchange rate position display data processing.

The above-mentioned client device may have a communication module (ie, a communication unit), which may be communicatively connected with a remote server to realize data transmission with the server. For example, the communication unit may send an exchange rate position display data processing trigger instruction to the server, so that the server performs exchange rate position display data processing according to the exchange rate position display data processing trigger instruction. The communication unit may also receive the identification result returned by the server. The server may include a server on the task scheduling center side, and other implementation scenarios may also include a server on an intermediate platform, such as a server on a third-party server platform that has a communication link with the task scheduling center server. The server may include a single computer device, a server cluster composed of multiple servers, or a server structure of a distributed device.

Any suitable network protocol can be used for communication between the above-mentioned server and the client device, including a network protocol that has not been developed as of the filing date of this application. The network protocol may include, for example, the TCP/IP protocol, the UDP/IP protocol, the HTTP protocol, the HTTPS protocol, and the like. Of course, the network protocol may also include, for example, an RPC protocol (Remote Procedure Call Protocol, a remote procedure call protocol), a REST protocol (Representational State Transfer, a representational state transfer protocol) and the like used on the above-mentioned protocols.

In one or more embodiments provided in this application, a foreign exchange spot transaction (FX Spot) refers to a foreign exchange transaction delivered on the second business day after the transaction date in the agreed foreign exchange currency, amount, and exchange rate by both parties. Including RMB and foreign exchange spot transactions and foreign currency pair spot transactions. According to the policy, RMB foreign exchange transactions settled within two business days in the inter-bank foreign exchange market are also included in foreign exchange spot transactions.

In one or more embodiments provided in this application, foreign exchange forward transaction (FX Forward) means that the two parties to the transaction use the agreed currency, amount, and exchange rate to deliver on an agreed future date (non-spot value date) of foreign exchange transactions.

In one or more embodiments provided in this application, a foreign exchange swap transaction (FX Swap) refers to an agreement between two parties to a transaction to conduct two currency exchanges in opposite directions on two different value dates, one before and one after the other. In the first currency exchange, one party exchanges currency A with currency B according to the agreed exchange rate; in the second currency exchange, the party exchanges currency B with currency A according to another agreed exchange rate.

In one or more embodiments provided in this application, a currency swap transaction (CCS) refers to a transaction in which a predetermined amount of RMB and a foreign currency principal are exchanged within a predetermined period, and at the same time, the interest of the two currencies is regularly exchanged. The form of principal exchange includes: on the effective date of the agreement, the two parties exchange the principal of RMB and foreign currencies at the agreed exchange rate, and on the expiry date of the agreement, the two parties conduct a reverse exchange of principal at the same exchange rate and the same amount; interest exchange refers to the transaction Both parties regularly pay the other party the amount of interest calculated in the exchanged currency. Both parties can calculate the interest at a fixed interest rate or at a floating interest rate.

In one or more embodiments provided in this application, a foreign exchange option transaction (FX Option) refers to the right of both parties to trade RMB against foreign exchange on an agreed future date (not a spot value date) at an agreed exchange rate. The option buyer has rights by paying the option premium; the option seller receives the option premium and performs obligations when the buyer chooses to exercise the option (ordinary European option).

In one or more embodiments provided in this application, Delta refers to the absolute change value of the foreign exchange option price caused by the unit change of the foreign exchange spot price, which is an important indicator used to measure the risk status of foreign exchange options, and is usually used to measure the risk of a position. .

In one or more embodiments provided in this application, Implied Volatility refers to the degree to which the exchange rate changes over a period of time, and is an indicator for measuring the fluctuation range of option prices. of the target, expressed as a percentage. At present, the quotations of RMB foreign exchange options in the inter-bank foreign exchange market include the volatility of at-the-money options with a delta value of 50% (ATM), the volatility of call options with a delta value of 25% (25DCall), and the put options with a delta value of 25%. The volatility (25D Put) of three quotation types.

In one or more embodiments provided in this application, the standard deviation (Standard Deviation) refers to an indicator that is used to measure the degree of difference between a certain value in a set of values and the average value statistically, and is generally used to evaluate possible changes or fluctuations in prices degree. The greater the standard deviation, the greater the price volatility.

In one or more embodiments provided in this application, PV: For a single currency cash flow, the cash flow of the transaction is discounted to the valuation date summary.

In one or more embodiments provided in this application, DV01: For a single foreign exchange swap and ordinary RMB currency interest rate swap, DV01 _CCY1 reflects a single transaction currency 1 cash flow present value versus interest rate 1bp (0.01% ) is the change in the present value of cash flows in money 1 caused by a 1 basis point shift in the interest rate curve.

In one or more embodiments provided in this application, Duration: for a single foreign exchange swap and ordinary RMB currency interest rate swap, DURATION _CCY1 is the cash flow of currency 1 when the interest rate moves by 1% Percentage change in present value.

In one or more embodiments provided in this application, Convexity: measures the 1bp sensitivity of dv01 to interest rate changes, that is, the second-order sensitivity of the present value of cash flow to interest rates.

In one or more embodiments provided in this application, Phi/Rho: also measures interest rate sensitivity, and Phi/Rho measures the change in the present value of monetary cash flow when the interest rate moves by 1%.

In one or more embodiments provided in this application, Theta: For a single foreign exchange swap and an ordinary RMB currency interest rate swap, Theta reflects the time sensitivity of the net present value of the transaction.

Specifically, the following embodiments and application examples are described in detail.

In order to solve the problems of the existing exchange rate position display data processing solutions, such as low display efficiency and insufficient display content to meet the needs of financial transaction management users, the present application provides an embodiment of a method for processing exchange rate position display data. Referring to FIG. 1 , the The processing method of exchange rate position display data includes the following contents:

Step 100: Real-time monitoring and registration of financial product transaction data.

Step 200: Obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information.

It can be understood that the spot position information includes: real-time position information for spot split transactions and real-time position information for spot cross-disc transactions. The swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information. The option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

Step 300: Send the display data corresponding to the spot position information, swap position information and option position information to a display server, so that the display server sends the spot position information, swap position information and option position information to the client device for display.

Specifically, the transaction management module transaction level registers the transaction in the single transaction integration unit of the position portfolio management module. The market data management module triggers the revaluation signal based on the threshold control. The position portfolio management module filters the trading position information according to the Topic information. The spot position unit obtains incremental data, accumulates relevant dimensions, and calculates the realized profit and loss. The swap position unit obtains incremental data for analysis. If the floating-end cash flow is included in the full data, the floating-end cash flow is calculated first, and if not, it is directly accumulated. Swap cash flow is calculated based on PV and risk indicators in different currencies, different interest rate curves, and different dates. The option position unit acquires incremental data for analysis. For option positions, risk indicators are calculated for the full amount of data one by one. For spot, swap, and option position data, push it to display servers such as CEDA servers according to topic information. The display server then pushes the spot, swap, and option position data to the trader's client for display.

It can be seen from the above description that the method for processing exchange rate position display data provided by the embodiments of the present application can effectively improve the efficiency of exchange rate position data processing, and can display spot position information, swap position information, option position information, etc., and further It can effectively improve the update efficiency requirements and content acquisition requirements of financial transaction management users for exchange rate position information.

In an embodiment of the method for processing exchange rate position display data provided by the present application, referring to FIG. 2 , step 100 in the method for processing exchange rate position display data specifically includes the following content:

Step 101: Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally.

Specifically, the transaction data storage unit in the position portfolio management module receives the financial product transaction data monitored by the transaction management module in real time, and registers the financial product transaction data locally.

Among them, the position data of each product in the current section is obtained through the online service, and at the same time, the information is subscribed through CADE, and the topic is registered, and the subsequent revaluation will push the position data of each product to the front section according to the topic.

In an embodiment of the method for processing exchange rate position display data provided by the present application, referring to FIG. 3 , step 200 in the method for processing exchange rate position display data specifically includes the following contents:

Step 201: Receive a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method.

Step 202: Obtain revaluation parameters from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal.

Specifically, the position information processing unit in the position portfolio management module receives a trigger signal sent by the market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method; based on the trigger information Obtain revaluation parameters from the indicator processing module to generate corresponding exchange rate position revaluation signals.

In an embodiment of the exchange rate position display data processing method provided by the present application, the trigger signal in the exchange rate position display data processing method includes: a threshold trigger signal, a transaction addition signal, a manual refresh signal, and a day-end processing signal and at least one of timing processing information. In an embodiment of the present application, the trigger signal may simultaneously include a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information and be executed in a queue.

Based on this, the resident process of the system monitors the blocking queue. When the risk indicator is calculated, it sends a signal to process the position. The resident process will filter the data range according to each topic, and then calculate the data set according to the specific subscription position management method. For example, the position management method is grid, and it is necessary to assign the indicators/cash flow of each non-standard term to the indicators on the standard term by solving the binary linear equation system or the quaternary linear equation system.

In an embodiment of the exchange rate position display data processing method provided by the present application, referring to FIG. 4 , step 200 in the exchange rate position display data processing method further specifically includes the following content executed after step 202:

Step 203: Acquire the incremental data in the financial product transaction data, accumulate the incremental data in a preset dimension to determine the realized profit and loss data, and form a spot position corresponding to the realized profit and loss data based on the product identifier information.

Specifically, the position information processing unit in the position portfolio management module obtains the incremental data in the financial product transaction data, accumulates the incremental data in preset dimensions and determines the realized profit and loss data, and forms the data based on the product identifier. Spot position information corresponding to the realized profit and loss data.

In an embodiment of the method for processing exchange rate position display data provided by this application, referring to FIG. 5 , step 200 in the method for processing exchange rate position display data further specifically includes the following content executed after step 202:

Step 204: Acquire incremental data in the financial product transaction data, and determine whether the incremental data contains floating-end cash flow data; if so, acquire the swap cash flow; The data is accumulated; wherein, the present value and risk indicators of the swap cash flow are calculated according to different currencies, different interest rate curves and different dates; and the swap position information corresponding to the swap cash flow is formed based on the product identifier.

Specifically, the position information processing unit in the position portfolio management module obtains incremental data in the financial product transaction data, determines whether the incremental data contains floating-end cash flow data, and if so, obtains swap cash If not, the incremental data is accumulated; wherein, the current value and risk indicators of the swap cash flow are calculated according to different currencies, different interest rate curves and different dates; Swap position information corresponding to the current cash flow.

In an embodiment of the method for processing exchange rate position display data provided by the present application, referring to FIG. 6 , step 200 in the method for processing exchange rate position display data further specifically includes the following content executed after step 202:

Step 205: Acquire incremental data in the financial product transaction data, perform risk index calculation for the option position on the financial product transaction data, and form option position information corresponding to the option position based on the product identifier.

Specifically, the position information processing unit in the position portfolio management module acquires incremental data in the financial product transaction data, calculates the risk index for the option position on the financial product transaction data, and forms a risk index based on the product identifier. Option position information corresponding to the option position.

Among them, the Zookeeper server can be used for high-frequency job scheduling. This achieves high availability for the job. High-frequency batch processing monitors the revaluation signal, and after the revaluation signal is reversed, the multi-thread pool of each product line is activated, the swap obtains the summary data according to the currency + date + interest rate curve, and uses the summary data to request risk indicators; the term is based on a single transaction. , calculate the risk indicators one by one.

In an embodiment of the method for processing exchange rate position display data provided by the present application, referring to FIG. 7 , step 300 in the method for processing exchange rate position display data specifically includes the following contents:

Step 301: Send the display data corresponding to the spot position information, the swap position information and the option position information to the display server according to the user subscription information.

Specifically, the position information sending unit in the position portfolio management module sends the display data corresponding to the spot position information, swap position information and option position information to the display server according to the user subscription information.

It can be seen from the above description that the method for processing exchange rate position display data provided by the embodiments of the present application can effectively improve the real-time performance of financial product transaction data registration, effectively improve the display efficiency and reliability of exchange rate positions, and manage the display time of spot open positions. It can be increased to less than 1s, and can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve the efficiency of exchange rate position data processing, and can display more On the basis of multiple content, the accuracy of the displayed content is guaranteed, so as to effectively improve the update efficiency requirements and content acquisition requirements of financial transaction management users for exchange rate position information, which can effectively improve the user experience of financial transaction management users and improve the financial market. The core capabilities of business transactions and portfolio management will further enhance the market position of independent research and development of financial market transaction management systems, enabling banks to gradually get rid of the constraints of the outsourcing system, improve the security of business operations, and then achieve completely independent research and development, independent control of core technologies, and help financial technology. output, and can lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

From the software level, in order to solve the problems of low display efficiency and inability to meet the needs of financial transaction management users in the existing exchange rate position display data processing solutions, the present application provides a method for executing the exchange rate position display data processing. For an embodiment of the position portfolio management module of all or part of the content in the method, see FIG. 8 , the position portfolio management module specifically includes the following contents:

The transaction data storage unit 10 is used for real-time monitoring and registration of financial product transaction data.

The position information processing unit 20 is configured to obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information and swap position information and options position information.

It can be understood that the spot position information includes: real-time position information for spot split transactions and real-time position information for spot cross-disc transactions. The swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information. The option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

The position information sending unit 30 is configured to send the display data corresponding to the spot position information, swap position information and option position information to a display server, so that the display server can send the spot position information, swap position information and option position information is sent to the client device for display.

Specifically, the transaction management module transaction level registers the transaction in the single transaction integration unit of the position portfolio management module. The market data management module triggers the revaluation signal based on the threshold control. The position portfolio management module filters the trading position information according to the Topic information. The spot position unit obtains incremental data, accumulates relevant dimensions, and calculates the realized profit and loss. The swap position unit obtains incremental data for analysis. If the floating-end cash flow is included in the full data, the floating-end cash flow is calculated first, and if not, it is directly accumulated. Swap cash flow is calculated based on PV and risk indicators in different currencies, different interest rate curves, and different dates. The option position unit acquires incremental data for analysis. For option positions, risk indicators are calculated for the full amount of data one by one. For spot, swap, and option position data, push it to display servers such as CEDA servers according to topic information. The display server then pushes the spot, swap, and option position data to the trader's client for display.

The embodiment of the position portfolio management module provided by the present application can be specifically used to execute the processing flow of the embodiment of the exchange rate position display data processing method in the above embodiment, and its functions are not repeated here, and you can refer to the details of the above method embodiment. describe.

It can be seen from the above description that the position portfolio management module provided in the embodiment of the present application can effectively improve the efficiency of exchange rate position data processing, and can display spot position information, swap position information, option position information and other contents, and thus can effectively Improve the update efficiency requirements and content acquisition requirements for exchange rate position information for financial transaction management users.

In an embodiment of the position portfolio management module provided by this application, the transaction data storage unit 10 is configured to execute the following content:

Step 101: Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally.

Specifically, the transaction data storage unit 10 in the position portfolio management module receives the financial product transaction data monitored by the transaction management module in real time, and registers the financial product transaction data locally.

Among them, the position data of each product in the current section is obtained through the online service, and at the same time, the information is subscribed through CADE, and the topic is registered, and the subsequent revaluation will push the position data of each product to the front section according to the topic.

In an embodiment of the position portfolio management module provided by the present application, the position information processing unit 20 includes: a signal receiving subunit 21, and the signal receiving subunit 21 is configured to execute the following content:

Step 201: Receive a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method.

Step 202: Obtain revaluation parameters from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal.

Specifically, the signal receiving subunit 21 in the position portfolio management module receives a trigger signal sent by the market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method; based on the trigger signal The information is obtained from the indicator processing module to obtain revaluation parameters to generate the corresponding exchange rate position revaluation signals.

In an embodiment of the position portfolio management module provided in this application, the trigger signal includes at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal, and timing processing information. In an embodiment of the present application, the trigger signal may simultaneously include a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information and be executed in a queue.

Based on this, the resident process of the system monitors the blocking queue. When the risk indicator is calculated, it sends a signal to process the position. The resident process will filter the data range according to each topic, and then calculate the data set according to the specific subscription position management method. For example, the position management method is grid, and it is necessary to assign the indicators/cash flow of each non-standard term to the indicators on the standard term by solving the binary linear equation system or the quaternary linear equation system.

In an embodiment of the position portfolio management module provided by the present application, the position information processing unit 20 further includes: a spot position subunit 22, which is configured to obtain a spot position subunit 22 in the financial product transaction data. Incremental data, the incremental data is accumulated in a preset dimension to determine realized profit and loss data, and based on the product identifier, spot position information corresponding to the realized profit and loss data is formed.

Specifically, the spot position subunit 22 in the position portfolio management module acquires incremental data in the financial product transaction data, accumulates the incremental data in preset dimensions and determines the realized profit and loss data, and based on the product Identify the spot position information corresponding to the realized profit and loss data.

In an embodiment of the position portfolio management module provided in this application, the position information processing unit 20 further includes: a swap position subunit 23, configured to acquire incremental data in the financial product transaction data, and determine the Whether the incremental data contains floating-end cash flow data, if so, obtain the swap cash flow, if not, accumulate the incremental data; among them, according to different currencies, different interest rate curves and different dates Calculate the present value and risk indicators of the swap cash flow; and form the swap position information corresponding to the swap cash flow based on the product identifier.

Specifically, the swap position sub-unit 23 in the position portfolio management module obtains the incremental data in the financial product transaction data, and determines whether the incremental data includes the floating-end cash flow data, and if so, obtains the incremental data. If not, the incremental data is accumulated; wherein, the current value and risk indicators of the swap cash flow are calculated according to different currencies, different interest rate curves and different dates; and, based on product identification Swap position information corresponding to the swap cash flow is formed.

In an embodiment of the position portfolio management module provided in this application, the position information processing unit 20 further includes: an option position sub-unit 24, configured to acquire incremental data in the transaction data of the financial product, and analyze the The risk index calculation for the option position is performed on the financial product transaction data, and the option position information corresponding to the option position is formed based on the product identifier.

Specifically, the option position subunit 24 in the position portfolio management module acquires incremental data in the financial product transaction data, calculates the risk index for the option position on the financial product transaction data, and, based on the product identifier Option position information corresponding to the option position is formed.

Among them, the Zookeeper server can be used for high-frequency job scheduling. This achieves high availability for the job. High-frequency batch processing monitors the revaluation signal, and after the revaluation signal is reversed, the multi-thread pool of each product line is activated, the swap obtains the summary data according to the currency + date + interest rate curve, and uses the summary data to request risk indicators; the term is based on a single transaction. , calculate the risk indicators one by one.

In an embodiment of the position portfolio management module provided by this application, the position information sending unit is configured to execute the following content:

Step 301: Send the display data corresponding to the spot position information, the swap position information and the option position information to the display server according to the user subscription information.

Specifically, the position information sending unit in the position portfolio management module sends the display data corresponding to the spot position information, swap position information and option position information to the display server according to the user subscription information.

It can be seen from the above description that the position portfolio management module provided by the embodiment of the present application can effectively improve the real-time performance of financial product transaction data registration, and can effectively improve the display efficiency and reliability of exchange rate positions. Within 1s, and can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve the efficiency of exchange rate position data processing, and can display more content On the basis of ensuring the accuracy of the displayed content, it can effectively improve the update efficiency requirements of financial transaction management users for exchange rate position information and the content acquisition requirements, which can effectively improve the user experience of financial transaction management users and improve financial market business transactions. Combined with the core capabilities of portfolio management, it will further enhance the market position of independent research and development of financial market transaction management systems, which can enable banks to gradually get rid of the constraints of the outsourcing system, improve the safety of business operations, and then achieve completely independent research and development, independent control of core technologies, and help the export of financial technology. And can lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

Based on the above content, the present application also provides an embodiment of an exchange rate position data processing system. The exchange rate position data processing system includes: a transaction management module, a market data management module, an indicator processing module, and one or more embodiments mentioned in this application. The described position portfolio management module;

The transaction management module is configured to send the monitored financial product transaction data to the position portfolio management module in real time;

The position portfolio management module is configured to receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally;

The market data management module is configured to generate a trigger signal based on a preset threshold control method, and send the trigger signal to the position portfolio management module;

The indicator processing module is configured to obtain revaluation parameters according to the trigger signal, so as to generate a corresponding exchange rate position revaluation signal;

The position portfolio management module is also connected in communication with the display server, and the market data management module is connected in communication with the pricing platform.

It can be seen from the above description that the exchange rate position data processing system provided in the embodiment of the present application can effectively improve the real-time performance of financial product transaction data registration, effectively improve the display efficiency and reliability of exchange rate positions, and improve the display time of spot open position management. Within 1s, and can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve the efficiency of exchange rate position data processing, and can display more On the basis of the content, the accuracy of the displayed content is guaranteed, so as to effectively improve the update efficiency requirements of financial transaction management users for exchange rate position information and the content acquisition requirements, which can effectively improve the user experience of financial transaction management users and improve financial market business. The core competence of transaction and portfolio management will further enhance the market position of the independent research and development of the financial market transaction management system, which can enable banks to gradually get rid of the constraints of the outsourcing system, improve the safety of business operations, and then achieve completely independent research and development, independent control of core technologies, and help the export of financial technology. , and can lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

In order to further illustrate the solution, the present application also provides a specific application example of a method for processing exchange rate position display data implemented by applying the above exchange rate position data processing system. Referring to FIG. 9 , the exchange rate position data processing system includes: a transaction management module, a market data management module module, indicator processing module, and the position portfolio management module mentioned in one or more embodiments of this application; the transaction management module is configured to send the monitored transaction data of financial products to the position portfolio management module in real time The position portfolio management module is used to receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally; the market data management module is used to generate based on a preset threshold control method trigger signal, and send the trigger signal to the position portfolio management module; the indicator processing module is configured to obtain revaluation parameters according to the trigger signal, so as to generate a corresponding exchange rate position revaluation signal; the position portfolio management module It is also connected in communication with the display server, and the market data management module is connected in communication with the pricing platform.

The system deployment architecture diagram is shown in Figure 10. Including: N-IPFT investment portfolio and capital trading and N-DMPP derivatives model pricing platform, where N-IPFT is the system identification of investment portfolio and capital trading, and N-DMPP is the platform identification of the derivatives model pricing platform, Figure 10 Reliable coordination system for 8C32G-X86 virtual machine*3, 8C 32G OREL X86, 4C 16G ORELX86, 4C16G-X86 virtual machine*3, 16C64G-AIX physical machine*2, 56C128G-IBM, 4C16G RHEL X86 and distributed systems in Zookeeper is the model of the corresponding server or server cluster, Redhat Linuxweblogic is the software name of the corresponding server, Oracle11g-RAC and Oracle RAC are the corresponding server cluster, NAS (Network Attached Storage) storage refers to NAS network storage, 1T or 1.5 are storage Capacity ID.

The transaction management module transaction level registers the transaction in the single transaction integration unit of the position portfolio management module.

The market data management module triggers the revaluation signal based on the threshold control.

The position portfolio management module filters the trading position information according to the Topic information.

The spot position unit obtains incremental data, accumulates relevant dimensions, and calculates the realized profit and loss.

The swap position unit obtains incremental data for analysis. If the floating-end cash flow is included in the full data, the floating-end cash flow is calculated first, and if not, it is directly accumulated. Swap cash flow is calculated based on PV and risk indicators in different currencies, different interest rate curves, and different dates.

The option position unit acquires incremental data for analysis. For option positions, risk indicators are calculated for the full amount of data one by one.

For spot, swap, and option position data, push it to display servers such as CEDA servers according to topic information.

The display server then pushes the spot, swap, and option position data to the trader's client for display.

(1) The exchange rate position data processing system supports the following functions:

1. Support spot split transaction real-time position;

2. Support spot cross trading real-time positions;

3. Support swap cash flow real-time term position;

4. Support swap cash flow real-time grid positions;

5. Support swap cash flow real-time currency pair positions;

6. Support option real-time single transaction position;

7. Support real-time grid positions of options;

8. Support option real-time term position;

9. Support manual revaluation;

10. Support revaluation by product timing;

11. Support revaluation by indicator threshold breakthrough;

12. Support the calculation of swap cash flow risk indicators;

13. Support option risk index calculation.

(2) The exchange rate position data processing system supports the following non-functions:

1. Support exception handling, such as restarting the machine, or after the process is restarted, the position revaluation can continue to be performed.

2. Spot can meet the demand for almost real-time display of positions, swaps can meet the response demand within 3 seconds, and options can meet the response demand within 10 seconds.

3. High-frequency service support expansion.

(3) Interface

Provides a common interface standard for the language used by JAVA.

(4) Obtaining spot, swap and option position information

Obtain the position data of each product in the current section through the online service, and at the same time subscribe to the information through CADE and register the Topic, and the subsequent revaluation will push the position data of each product to the front section according to the Topic.

(5) High-frequency calculation of risk indicators for spot, swap and option

Through the Zookeeper server, high-frequency job scheduling is performed. This achieves high availability for the job.

High-frequency batch processing monitors the revaluation signal, and after the revaluation signal is reversed, the multi-thread pool of each product line is activated, the swap obtains the summary data according to the currency + date + interest rate curve, and uses the summary data to request risk indicators; the term is based on a single transaction. , calculate the risk indicators one by one.

(6) Blocking queue multi-threaded calculation of position management data

The resident process of the system monitors the blocking queue. When the risk indicator is calculated, it sends a signal to process the position. The resident process will filter the data range according to each topic, and then calculate the data set according to the specific subscription position management method. For example, the position management method is grid, and it is necessary to assign the indicators/cash flow of each non-standard term to the indicators on the standard term by solving the binary linear equation system or the quaternary linear equation system.

From the perspective of hardware, in order to solve the problems of low display efficiency and inability to meet the needs of financial transaction management users in the existing exchange rate position display data processing solutions, the present application provides a method for realizing the exchange rate position display data processing. An embodiment of an electronic device for all or part of the content in the method, the electronic device specifically includes the following content:

FIG. 11 is a schematic block diagram of a system configuration of an electronic device 9600 according to an embodiment of the present application. As shown in FIG. 11 , the electronic device 9600 may include a central processing unit 9100 and a memory 9140 ; the memory 9140 is coupled to the central processing unit 9100 . Notably, this Figure 11 is exemplary; other types of structures may be used in addition to or in place of this structure to implement telecommunication functions or other functions.

In one embodiment, the exchange rate position presentation data processing functionality may be integrated into the central processing unit. Among them, the central processing unit can be configured to control the following:

Step 100: Real-time monitoring and registration of financial product transaction data.

Step 200: Obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information.

It can be understood that the spot position information includes: real-time position information for spot split transactions and real-time position information for spot cross-disc transactions. The swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information. The option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

Step 300: Send the display data corresponding to the spot position information, swap position information and option position information to a display server, so that the display server sends the spot position information, swap position information and option position information to the client device for display.

Specifically, the transaction management module transaction level registers the transaction in the single transaction integration unit of the position portfolio management module. The market data management module triggers the revaluation signal based on the threshold control. The position portfolio management module filters the trading position information according to the Topic information. The spot position unit obtains incremental data, accumulates relevant dimensions, and calculates the realized profit and loss. The swap position unit obtains incremental data for analysis. If the floating-end cash flow is included in the full data, the floating-end cash flow is calculated first, and if not, it is directly accumulated. Swap cash flow is calculated based on PV and risk indicators in different currencies, different interest rate curves, and different dates. The option position unit acquires incremental data for analysis. For option positions, risk indicators are calculated for the full amount of data one by one. For spot, swap, and option position data, push it to display servers such as CEDA servers according to topic information. The display server then pushes the spot, swap, and option position data to the trader's client for display.

It can be seen from the above description that the electronic device provided by the embodiment of the present application can effectively improve the real-time performance of financial product transaction data registration, and can effectively improve the display efficiency and reliability of exchange rate positions, and the display time of spot open position management can be improved to less than 1s , and can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve the efficiency of exchange rate position data processing, and can display more content on the basis of The above guarantees the accuracy of the displayed content, so as to effectively improve the update efficiency requirements of financial transaction management users for exchange rate position information and the content acquisition requirements, which can effectively improve the user experience of financial transaction management users, and can improve financial market business transactions and combinations. Manage core capabilities and further enhance the market position of independent research and development of financial market transaction management systems, which can enable banks to gradually get rid of the constraints of the outsourcing system, improve the security of business operations, and then achieve completely independent research and development, independent control of core technologies, and help the export of financial technology. Lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

In another embodiment, the position portfolio management module can be configured separately from the central processing unit 9100. For example, the position portfolio management module can be configured as a chip connected to the central processing unit 9100, and the exchange rate position display data can be realized through the control of the central processing unit. processing function.

As shown in FIG. 11 , the electronic device 9600 may further include: a communication module 9110 , an input unit 9120 , an audio processor 9130 , a display 9160 , and a power supply 9170 . It is worth noting that the electronic device 9600 does not necessarily include all the components shown in FIG. 11 ; in addition, the electronic device 9600 may also include components not shown in FIG. 11 , and reference may be made to the prior art.

As shown in FIG. 11 , the central processing unit 9100 , sometimes also referred to as a controller or operational control, may include a microprocessor or other processor device and/or logic device, the central processing unit 9100 receives input and controls various aspects of the electronic device 9600 component operation.

The memory 9140, for example, may be one or more of a cache, a flash memory, a hard drive, a removable medium, a volatile memory, a non-volatile memory or other suitable devices. The above-mentioned information related to the failure can be stored, and a program executing the related information can also be stored. And the central processing unit 9100 can execute the program stored in the memory 9140 to realize information storage or processing.

The input unit 9120 provides input to the central processing unit 9100 . The input unit 9120 is, for example, a key or a touch input device. The power supply 9170 is used to provide power to the electronic device 9600 . The display 9160 is used for displaying display objects such as images and characters. The display can be, for example, but not limited to, an LCD display.

The memory 9140 may be solid state memory such as read only memory (ROM), random access memory (RAM), SIM card, and the like. There may also be memories that retain information even when powered off, selectively erased and provided with more data, examples of which are sometimes referred to as EPROMs or the like. Memory 9140 may also be some other type of device. Memory 9140 includes buffer memory 9141 (sometimes referred to as a buffer). The memory 9140 may include an application/function storage part 9142 for storing application programs and function programs or for performing operations of the electronic device 9600 through the central processing unit 9100 .

The memory 9140 may also include data storage 9143 for storing data such as contacts, digital data, pictures, sounds and/or any other data used by the electronic device. The driver storage section 9144 of the memory 9140 may include various drivers of the electronic device for communication functions and/or for executing other functions of the electronic device (eg, a messaging application, a contact book application, etc.).

The communication module 9110 is the transmitter/receiver 9110 that transmits and receives signals via the antenna 9111 . A communication module (transmitter/receiver) 9110 is coupled to the central processing unit 9100 to provide input signals and receive output signals, as may be the case with conventional mobile communication terminals.

Based on different communication technologies, multiple communication modules 9110 may be provided in the same electronic device, such as a cellular network module, a Bluetooth module, and/or a wireless local area network module. The communication module (transmitter/receiver) 9110 is also coupled to the speaker 9131 and the microphone 9132 via the audio processor 9130 to provide audio output via the speaker 9131 and to receive audio input from the microphone 9132 for general telecommunication functions. Audio processor 9130 may include any suitable buffers, decoders, amplifiers, and the like. In addition, the audio processor 9130 is also coupled to the central processing unit 9100, thereby enabling recording on the local unit through the microphone 9132, and enabling playback of the sound stored on the local unit through the speaker 9131.

The embodiments of the present application also provide a computer-readable storage medium capable of implementing all the steps in the exchange rate position display data processing method in the above-mentioned embodiments, where a computer program is stored on the computer-readable storage medium, and the computer program is processed When the processor executes, all the steps of the method for processing exchange rate position display data in the above-mentioned embodiment where the execution subject is the server or the client is realized. For example, when the processor executes the computer program, the following steps are realized:

Step 100: Real-time monitoring and registration of financial product transaction data.

Step 200: Obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information.

It can be understood that the spot position information includes: real-time position information for spot split transactions and real-time position information for spot cross-disc transactions. The swap position information includes: swap cash flow real-time term position information, swap cash flow real-time grid position information, and swap cash flow real-time currency pair position information. The option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time term position information.

Step 300: Send the display data corresponding to the spot position information, swap position information and option position information to a display server, so that the display server sends the spot position information, swap position information and option position information to the client device for display.

Specifically, the transaction management module transaction level registers the transaction in the single transaction integration unit of the position portfolio management module. The market data management module triggers the revaluation signal based on the threshold control. The position portfolio management module filters the trading position information according to the Topic information. The spot position unit obtains incremental data, accumulates relevant dimensions, and calculates the realized profit and loss. The swap position unit obtains incremental data for analysis. If the floating-end cash flow is included in the full data, the floating-end cash flow is calculated first, and if not, it is directly accumulated. Swap cash flow is calculated based on PV and risk indicators in different currencies, different interest rate curves, and different dates. The option position unit acquires incremental data for analysis. Option positions carry out risk index calculation on the full data one by one. For spot, swap, and option position data, push it to display servers such as CEDA servers according to topic information. The display server then pushes the spot, swap, and option position data to the trader's client for display.

It can be seen from the above description that the computer-readable storage medium provided by the embodiment of the present application can effectively improve the real-time performance of financial product transaction data registration, can effectively improve the display efficiency and reliability of exchange rate positions, and improve the display time of spot exposure position management. Within 1s, and can display spot position information, swap position information and option position information, etc., and the display process is efficient and reliable, which can effectively improve the efficiency of exchange rate position data processing, and can display more On the basis of the content, the accuracy of the displayed content is guaranteed, so as to effectively improve the update efficiency requirements of financial transaction management users for exchange rate position information and the content acquisition requirements, which can effectively improve the user experience of financial transaction management users and improve financial market business. The core competence of transaction and portfolio management will further enhance the market position of the independent research and development of the financial market transaction management system, which can enable banks to gradually get rid of the constraints of the outsourcing system, improve the safety of business operations, and then achieve completely independent research and development, independent control of core technologies, and help the export of financial technology. , and can lay a solid foundation for future enhancement of financial engineering and quantitative capabilities.

As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, apparatus, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment, or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, etc.) having computer-usable program code embodied therein.

The present invention is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (apparatus), and computer program products according to embodiments of the invention. It will be understood that each process and/or block in the flowchart illustrations and/or block diagrams, and combinations of processes and/or blocks in the flowchart illustrations and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to the processor of a general purpose computer, special purpose computer, embedded processor or other programmable data processing device to produce a machine such that the instructions executed by the processor of the computer or other programmable data processing device produce Means for implementing the functions specified in a flow or flow of a flowchart and/or a block or blocks of a block diagram.

These computer program instructions may also be stored in a computer-readable memory capable of directing a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory result in an article of manufacture comprising instruction means, the instructions The apparatus implements the functions specified in the flow or flow of the flowcharts and/or the block or blocks of the block diagrams.

These computer program instructions can also be loaded on a computer or other programmable data processing device to cause a series of operational steps to be performed on the computer or other programmable device to produce a computer-implemented process such that The instructions provide steps for implementing the functions specified in the flow or blocks of the flowcharts and/or the block or blocks of the block diagrams.

In the present invention, the principles and implementations of the present invention are described by using specific embodiments, and the descriptions of the above embodiments are only used to help understand the method and the core idea of the present invention; The idea of the invention will have changes in the specific implementation and application scope. To sum up, the content of this specification should not be construed as a limitation to the present invention.

Claims (25)

1. A method for processing exchange rate position display data, comprising: Real-time monitoring and registration of financial product transaction data; Obtaining the current exchange rate position revaluation signal, and screening the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information; sending the display data corresponding to the spot position information, swap position information and option position information to the display server, so that the display server sends the spot position information, swap position information and option position information to the client displayed on the device. 2. The method for processing exchange rate position display data according to claim 1, wherein the real-time monitoring and registration of financial product transaction data comprises: Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally. 3. The method for processing exchange rate position display data according to claim 1, wherein the acquiring the current exchange rate position revaluation signal comprises: receiving a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method; Revaluation parameters are obtained from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal. 4 . The method for processing exchange rate position display data according to claim 3 , wherein the trigger signal comprises at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information. 5 . A sort of. 5. The method for processing exchange rate position display data according to claim 1, wherein the filtering of transaction position information according to the product identifier in the financial product transaction data comprises: Acquire incremental data in the financial product transaction data, accumulate the incremental data in preset dimensions to determine realized profit and loss data, and form spot position information corresponding to the realized profit and loss data based on the product identifier. 6. The method for processing exchange rate position display data according to claim 1, wherein the filtering of transaction position information according to the product identifier in the financial product transaction data comprises: Acquire incremental data in the financial product transaction data, and determine whether the incremental data contains floating-end cash flow data; if so, acquire swap cash flow; if not, accumulate the incremental data ; wherein, the present value and risk indicators of the swap cash flow are calculated according to different currencies, different interest rate curves and different dates; and, based on the product identifier, the swap position information corresponding to the swap cash flow is formed. 7. The method for processing exchange rate position display data according to claim 1, wherein the filtering of transaction position information according to the product identifier in the financial product transaction data comprises: The incremental data in the financial product transaction data is acquired, the risk index calculation for the option position is performed on the financial product transaction data, and the option position information corresponding to the option position is formed based on the product identifier. 8. The method for processing exchange rate position display data according to claim 1, wherein the sending the display data corresponding to the spot position information, the swap position information and the option position information to the display server comprises: According to the user subscription information, the display data corresponding to the spot position information, the swap position information and the option position information is sent to the display server. 9. The method for processing exchange rate position display data according to any one of claims 1 to 8, wherein the spot position information comprises: real-time position information for spot split transactions and real-time position information for spot cross trading transactions . 10. The method for processing exchange rate position display data according to any one of claims 1 to 8, wherein the swap position information comprises: swap cash flow real-time term position information, swap cash flow real-time grid position Information and swap cash flow real-time currency pair position information. 11. The method for processing exchange rate position display data according to any one of claims 1 to 8, wherein the option position information comprises: option real-time single transaction position information, option real-time grid position information and option real-time duration position information. 12. A position portfolio management module, comprising: A transaction data storage unit for real-time monitoring and registration of financial product transaction data; The position information processing unit is configured to obtain the current exchange rate position revaluation signal, and filter the transaction position information according to the product identifier in the financial product transaction data, wherein the transaction position information includes spot position information, swap position information and option position information; The position information sending unit is configured to send the display data corresponding to the spot position information, the swap position information and the option position information to the display server, so that the display server can send the spot position information, the swap position information and the option position information to the display server. Option position information is sent to the client device for display. 13. The position portfolio management module according to claim 12, wherein the transaction data storage unit is configured to execute the following: Receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally. 14. The position portfolio management module according to claim 12, wherein the position information processing unit comprises: a signal receiving subunit, the signal receiving subunit is configured to execute the following content: receiving a trigger signal sent by a market data management module, wherein the trigger signal is generated by the market data management module based on a preset threshold control method; Revaluation parameters are obtained from the indicator processing module based on the trigger information to generate a corresponding exchange rate position revaluation signal. 15. The position portfolio management module according to claim 14, wherein the trigger signal comprises: at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, an end-of-day processing signal and timing processing information . 16. The position portfolio management module according to claim 12, wherein the position information processing unit comprises: The spot position sub-unit is used to obtain incremental data in the transaction data of the financial product, accumulate the incremental data in a preset dimension, determine the realized profit and loss data, and form the realized profit and loss data based on the product identifier Corresponding spot position information. 17. The position portfolio management module according to claim 12, wherein the position information processing unit comprises: The swap position subunit is used to obtain incremental data in the financial product transaction data, and determine whether the incremental data contains floating-end cash flow data, if so, obtain the swap cash flow, if not, then Accumulate the incremental data; wherein, according to different currencies, different interest rate curves and different dates, the current value and risk indicators of the swap cash flow are calculated; and, based on the product identifier, the swap cash flow corresponding to the swap cash flow is formed. Period position information. 18. The position portfolio management module according to claim 12, wherein the position information processing unit comprises: The option position subunit is used to obtain incremental data in the transaction data of the financial product, calculate the risk index for the option position on the transaction data of the financial product, and form the option position information corresponding to the option position based on the product identifier . 19. The position portfolio management module according to claim 12, wherein the position information sending unit is configured to execute the following: According to the user subscription information, the display data corresponding to the spot position information, the swap position information and the option position information is sent to the display server. 20. The position portfolio management module according to any one of claims 12 to 19, wherein the spot position information comprises: real-time position information of spot split transactions and real-time position information of spot cross-disc transactions. 21. The position portfolio management module according to any one of claims 12 to 19, wherein the swap position information comprises: swap cash flow real-time term position information, swap cash flow real-time grid position information and Swap cash flow real-time currency pair position information. 22. The position portfolio management module according to any one of claims 12 to 19, wherein the option position information comprises: option real-time single transaction position information, option real-time grid position information and option real-time term position information . 23. An electronic device comprising a memory, a processor and a computer program stored on the memory and running on the processor, wherein the processor implements any one of claims 1 to 11 when executing the program The exchange rate position presentation data processing method. 24. A computer-readable storage medium on which a computer program is stored, characterized in that, when the computer program is executed by a processor, the method for processing exchange rate position display data according to any one of claims 1 to 11 is implemented. 25. An exchange rate position data processing system, comprising: a transaction management module, a market data management module, an indicator processing module, and the position portfolio management module according to any one of claims 12 to 22; The transaction management module is configured to send the monitored financial product transaction data to the position portfolio management module in real time; The position portfolio management module is configured to receive the financial product transaction data monitored by the transaction management module in real time, and register the financial product transaction data locally; The market data management module is configured to generate a trigger signal based on a preset threshold control method, and send the trigger signal to the position portfolio management module; The indicator processing module is configured to obtain revaluation parameters according to the trigger signal, so as to generate a corresponding exchange rate position revaluation signal; The position portfolio management module is also connected in communication with the display server, and the market data management module is connected in communication with the pricing platform.

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