CN112102090A

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

Info

Publication number: CN112102090A
Application number: CN202011034878.9A
Authority: CN
Inventors: 徐浩; 王冲; 张康; 王丹; 杜文明; 郑亮亮; 张亮; 沈笺; 孙思骏; 曹阳; 王云南; 王嘉琦; 张万华; 龚凌; 胡彦
Original assignee: China Construction Bank Corp
Current assignee: China Construction Bank Corp
Priority date: 2020-09-27
Filing date: 2020-09-27
Publication date: 2020-12-18

Abstract

The embodiment of the application provides a data processing method, a relevant module, equipment and a system for exchange rate position display, wherein the method comprises the following steps: monitoring and registering financial product transaction data in real time; acquiring a current exchange rate position reassessment signal, and screening trading position information according to product identification in financial product trading data, wherein the trading position information comprises spot position information, swap position information and option position information; and sending the on-demand position information, the swap position information and the option position information to a display server so that the display server sends the on-demand position information, the swap position information and the option position information to the client equipment for display. The method and the device can effectively improve the efficiency of data processing of the exchange rate position, can display the contents such as the spot position information, the swap position information and the option position information, and can effectively improve the updating efficiency requirement and the content amount acquisition requirement of the financial transaction management user on the exchange rate position information.

Description

Exchange rate position display data processing method, related module, equipment and system

Technical Field

The application relates to the technical field of data processing, in particular to a method, a related module, equipment and a system for processing exchange rate position display data.

Background

The core capability of the financial market business lies in pricing and quotation, quick transaction, open control, risk hedging and the like, and the dependence degree on an information technology system is high. At present, the open and combination management of some banks still depends on outsourcing systems, and the situation has a big gap with mature outsourcing banks and a bottleneck in autonomous research and development. And the running risk is higher and higher due to the old K + version. The method is not only not beneficial to managing the financial product risk, but also not beneficial to ensuring the hedge and transaction safety based on the open and combined management due to the problem of being out of the support of manufacturers, and even generating constraint on the future development of the business, and the research of the exchange rate position display scheme also becomes one of the research focuses in the financial field in order to improve the situation.

The current exchange rate position display scheme has long display updating time, generally needs 6s or more display of the position in time, and cannot display the position in time of losing the date and having the option open. That is to say, the existing exchange rate position display scheme has the problems of low display efficiency, incapability of meeting the requirements of financial transaction management users by the display content amount and the like.

Disclosure of Invention

Aiming at the problems in the prior art, the application provides a data processing method, a related module, equipment and a system for displaying the exchange rate position, which can effectively improve the efficiency of data processing of the exchange rate position, can display the contents such as spot position information, swap position information, option position information and the like, and further can effectively improve the requirements of updating efficiency and content quantity acquisition of financial transaction management users on the exchange rate position information.

In order to solve the technical problem, the application provides the following technical scheme:

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

monitoring and registering financial product transaction data in real time;

acquiring a current exchange rate position reassessment signal, and screening transaction position information according to a product identifier in the financial product transaction data, wherein the transaction position information comprises spot position information, swap position information and option position information;

and sending the display data corresponding to the on-line position information, the swap position information and the option position information to a display server so that the display server sends the on-line position information, the swap position information and the option position information to client equipment for display.

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

and receiving the financial product transaction data monitored by the transaction management module in real time, and registering the financial product transaction data to the local.

Further, the acquiring a current exchange rate position reassessment 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 mode;

and acquiring a re-estimation parameter from the index processing module based on the trigger information so as to generate a corresponding exchange rate position re-estimation signal.

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

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

and acquiring incremental data in the financial product transaction data, performing preset dimension accumulation on the incremental data, determining realized profit and loss data, and forming spot position information corresponding to the realized profit and loss data based on product identification.

acquiring incremental data in the financial product transaction data, and judging whether the incremental data contains floating-end cash flow data or not, if so, acquiring out-of-date cash flow, and if not, accumulating the incremental data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

and acquiring incremental data in the financial product transaction data, calculating risk indexes of the financial product transaction data aiming at the option positions, and forming option position information corresponding to the option positions based on product identification.

Further, will show data transmission that spot position information, swap position information and option position information correspond to show server includes:

and sending the display data corresponding to the on-line position information, the off-line position information and the option position information to a display server according to the user subscription information.

Further, the spot position information includes: the spot split trading real-time position information and the spot cross-disk trading real-time position information.

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

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

In a second aspect, the present application provides a position combination management module, comprising:

the transaction data storage unit is used for monitoring and registering financial product transaction data in real time;

the position information processing unit is used for acquiring a current exchange rate position reassessment signal and screening trading position information according to the product identification in the financial product trading data, wherein the trading position information comprises spot position information, swap position information and option position information;

and the position information sending unit is used for sending the display data corresponding to the on-line position information, the swap position information and the option position information to a display server so that the display server sends the on-line position information, the swap position information and the option position information to the client equipment for display.

Further, the transaction data saving unit is configured to execute the following:

Further, the position information processing unit includes: a signal receiving subunit for performing the following:

Further, the position information processing unit includes:

and the spot position subunit is used for acquiring incremental data in the financial product transaction data, performing preset dimension accumulation on the incremental data, determining realized profit and loss data, and forming spot position information corresponding to the realized profit and loss data based on the product identification.

Further, the position information processing unit includes:

the swap position subunit is used for acquiring incremental data in the financial product transaction data and judging whether the incremental data contains floating end cash flow data or not, if so, acquiring swap cash flow, and if not, accumulating the incremental data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

Further, the position information processing unit includes:

and the option position subunit is used for acquiring incremental data in the financial product trading data, calculating risk indexes of the financial product trading data aiming at the option positions and forming option position information corresponding to the option positions on the basis of product identification.

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

In a third aspect, the present application provides an electronic device, including a memory, a processor, and a computer program stored in the memory and executable on the processor, where the processor implements the exchange rate position display data processing method when executing the program.

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

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

the transaction management module is used for sending the monitored financial product transaction data to the position combination management module in real time;

the position combination management module is used for receiving financial product transaction data monitored by the transaction management module in real time and registering the financial product transaction data to the local;

the market data management module is used for generating a trigger signal based on a preset threshold control mode and sending the trigger signal to the position combination management module;

the index processing module is used for acquiring a reestimation parameter according to the trigger signal so as to generate a corresponding exchange rate position reestimation signal;

the position combination management module is also in communication connection with the display server, and the market data management module is in communication connection with the price deciding and quoting platform.

According to the technical scheme, the exchange rate position display data processing method, the relevant modules, the equipment and the system provided by the application comprise the following steps: monitoring and registering financial product transaction data in real time; acquiring a current exchange rate position reassessment signal, and screening transaction position information according to a product identifier in the financial product transaction data, wherein the transaction position information comprises spot position information, swap position information and option position information; the spot position information, the swap position information and the option position information are all sent to a display server, so that the display server sends the spot position information, the swap position information and the option position information to client equipment for display, the real-time performance of financial product transaction data registration can be effectively improved, the display efficiency and the reliability of the exchange rate position can be effectively improved, the spot open position management display time is prolonged to be within 1s, the contents such as the spot position information, the swap position information and the option position information can be displayed, the display process is efficient and highly reliable, the efficiency of the data processing of the exchange rate position can be effectively improved, the accuracy of the displayed contents can be ensured on the basis of displaying more contents, and the requirements of the financial transaction management user on the update efficiency of the exchange rate position information and the content acquisition requirement can be effectively improved, and then can effectively improve financial transaction management user's user experience, can promote financial market business transaction and combination management core ability, further promote the market status that financial market transaction management system independently researched and developed, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independently research and development, independently control core technique, helping hand financial science and technology output to can strengthen financial engineering and quantification ability in the future and lay solid foundation.

Drawings

In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings needed to be used in the description of the embodiments or the prior art will be briefly introduced below, and it is obvious that the drawings in the following description are some embodiments of the present application, and it is obvious for those skilled in the art to obtain other drawings based on these drawings without creative efforts.

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

Fig. 2 is a second flowchart of the exchange rate position display data processing method in the embodiment of the present application.

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

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

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

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

Fig. 7 is a third flowchart of a data processing method for displaying an exchange rate position in the embodiment of the present application.

Fig. 8 is a schematic structural diagram of a position combination management module in the embodiment of the present application.

Fig. 9 is a schematic diagram of a data processing system for rate position in an application example of the present application.

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

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

Detailed Description

In order to make the objects, technical solutions and advantages of the embodiments of the present application clearer, 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, and it is obvious that the described embodiments are some embodiments of the present application, but not all embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present application.

Aiming at the current exchange rate position display scheme, the position is displayed for 6s only once, and the position of the lost period and the open option cannot be displayed. That is, the existing exchange rate position display scheme has the problems of low display efficiency, incapability of meeting the requirements of financial transaction management users due to the display content, and the like, and the embodiment of the exchange rate position display data processing method, the position combination management module, the electronic equipment, the computer readable storage medium and the exchange rate position data processing system provided by the application monitors and registers financial product transaction data in real time; acquiring a current exchange rate position reassessment signal, and screening transaction position information according to a product identifier in the financial product transaction data, wherein the transaction position information comprises spot position information, swap position information and option position information; the display data corresponding to the spot position information, the swap position information and the option position information are sent to a display server, so that the display server sends the spot position information, the swap position information and the option position information to client equipment for display, the real-time performance of financial product transaction data registration can be effectively improved, the display efficiency and the reliability of the exchange rate position can be effectively improved, the spot open position management display time is improved to be within 1s, the contents such as the spot position information, the swap position information and the option position information can be displayed, the display process is efficient and highly reliable, the efficiency of exchange rate position data processing can be effectively improved, the accuracy of the displayed contents can be ensured on the basis of displaying more contents, and the requirements of a financial transaction management user on the update efficiency of the exchange rate position information and the content acquisition requirement can be effectively improved, and then can effectively improve financial transaction management user's user experience, can promote financial market business transaction and combination management core ability, further promote the market status that financial market transaction management system independently researched and developed, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independently research and development, independently control core technique, helping hand financial science and technology output to can strengthen financial engineering and quantification ability in the future and lay solid foundation.

Based on the above, the present application further provides a position combination management module for implementing the exchange rate position display data processing method provided in one or more embodiments of the present application, where the position combination management module is respectively in communication connection with the trade management module, the market data management module, and the index processing module, and the position combination management module, the trade management module, the market data management module, and the index processing module may all be implemented in the form of a server or a client device, and preferably exist in the form of a server in the present application.

It is understood that the client devices may include smart phones, tablet electronic devices, network set-top boxes, portable computers, desktop computers, Personal Digital Assistants (PDAs), in-vehicle devices, smart wearable devices, and the like. Wherein, intelligence wearing equipment can include intelligent glasses, intelligent wrist-watch, intelligent bracelet etc..

In another practical application scenario, part of the processing of the exchange rate position exhibition data may be performed in the server as described above, or all operations may be performed in the client device. The selection may be specifically performed according to the processing capability of the client device, the limitation of the user usage scenario, and the like. This is not a limitation of the present application. If all the operations are completed in the client device, the client device may further include a processor for performing specific processing of the exchange rate position display data processing.

The client device may have a communication module (i.e., a communication unit), and may be communicatively connected to a remote server to implement data transmission with the server. For example, the communication unit may send the exchange rate position presentation data processing trigger instruction to the server, so that the server performs the exchange rate position presentation data processing according to the exchange rate position presentation 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 in other implementation scenarios, the server may also include a server on an intermediate platform, for example, a server on a third-party server platform that is communicatively linked to the task scheduling center server. The server may include a single computer device, or may include a server cluster formed by a plurality of servers, or a server structure of a distributed apparatus.

The server and the client device may communicate using any suitable network protocol, including network protocols not yet developed at the filing date of this application. The network protocol may include, for example, a TCP/IP protocol, a UDP/IP protocol, an HTTP protocol, an HTTPS protocol, or the like. Of course, the network Protocol may also include, for example, an RPC Protocol (Remote Procedure Call Protocol), a REST Protocol (Representational State Transfer Protocol), and the like used above the above Protocol.

In one or more embodiments provided herein, a foreign exchange Spot trade (FXSpot) refers to a foreign exchange trade where both parties trade at a contracted currency, amount, rate of foreign exchange, and are delivered on a second business day after the business day. Including the exchange spot transaction of the Renminbi and the foreign currency to the spot transaction. According to policy regulations, the Renminbi foreign exchange transaction of the interbank foreign exchange market which is delivered within two business days is also included in the foreign exchange on-demand transaction.

In one or more embodiments provided herein, foreign exchange Forward trade (FX Forward) refers to a foreign exchange trade where two parties to the trade meet at an agreed currency, amount, exchange rate, on an agreed future date (non-spot rest date).

In one or more embodiments provided herein, a foreign exchange Swap trade (FXSwap) refers to a trade pair that engages in two opposite currency exchanges on two different, leading and trailing, origination days. In the first currency exchange, one party exchanges currency A for currency B at an agreed-upon exchange rate; in the second currency exchange, the party again exchanges currency A with currency B at another agreed upon exchange rate.

In one or more embodiments provided herein, a currency swap transaction (CCS) refers to a transaction in which a contracted amount of RMB and foreign currency principal are exchanged during a contracted term, while two monetary interests are exchanged periodically. The form of principal exchange includes: exchanging the principal of the RMB and the foreign currency by both parties according to the agreed exchange rate on the agreement effective date, and performing reverse exchange of the principal by both parties at the same exchange rate and the same amount on the agreement due date; the interest exchange refers to the interest amount calculated by the two transaction parties regularly paying the other parties in exchange for money, and the two transaction parties can calculate the interest according to a fixed interest rate or a floating interest rate.

In one or more embodiments provided herein, FX Option trading (FX Option) refers to the exchange's right to trade in renminbi at an agreed rate on a certain future date (non spot rest date) in the agreement. The option buyer owns the rights in a manner to pay the option fee; the option seller charges an option fee and fulfills obligations (normal euro options) when the buyer selects the option.

In one or more embodiments provided in the present application, Delta refers to an absolute variation value of the option price of the forex, i.e. the variation of the unit of the term price of the forex, and is an important index for measuring the risk condition of the option of the forex, and is generally used for measuring the risk of the position.

In one or more embodiments provided herein, the Implied Volatility (imposed Volatility) refers to the degree to which the exchange rate varies over a period of time, is an index that measures the fluctuation range of the option price, and is generally calculated using standard deviation and is an index of the foreign exchange option quote, expressed as a percentage. At present, the price of the Renminbi foreign exchange option trading price label of the inter-bank foreign exchange market comprises three price types, namely the fluctuation rate (ATM) of flat-price options with the Delta value of 50%, the fluctuation rate (25D Call) of rising options with the Delta value of 25% and the fluctuation rate (25D Put) of falling options with the Delta value of 25%.

In one or more embodiments provided herein, Standard Deviation (Standard development) refers to an index that is statistically used to measure how different a value in a set of values differs from its mean, and is typically used to assess how likely a price may change or fluctuate. The larger the standard deviation, the larger the price fluctuation.

In one or more embodiments provided herein, the PV: for currency cash flow, the cash flow of the transaction is folded to the valuation date for collection.

In one or more embodiments provided herein, the DV 01: DV01 for exchanging single foreign exchange period and common RMB currency interest rate_CCY1The total sensitivity of the currency cash liquidity of the single transaction currency 1 to the movement of the interest rate 1bp (0.01%) is reflected, and is the change of the currency cash liquidity of the currency 1 caused by the translation of the interest rate curve by 1 base point.

In one or more embodiments provided herein, the Duration (Duration): DURATION for exchange of single foreign exchange fall and common RMB currency interest rate_CCY1Is the percentage change in cash flow value for a currency of 1 in the case of a rate shift of 1%.

In one or more embodiments provided herein, Convexity (Convexity): the sensitivity of dv01 to an interest rate shift of 1bp, i.e. the second order sensitivity of cash flow to interest rate, is measured.

In one or more embodiments provided herein, Phi/Rho: again, the sensitivity of interest rate is measured, and Phi/Rho measures the change in cash flow value for currency when the interest rate moves by 1%.

In one or more embodiments provided herein, Theta: theta reflects the sensitivity of the net present value of the transaction to time for the exchange of single foreign exchange falls and the common Renminbi currency interest rate.

The following embodiments and application examples are specifically and individually described in detail.

In order to solve the problems that the existing exchange rate position display data processing scheme is low in display efficiency, the display content cannot meet the requirements of financial transaction management users and the like, the application provides an embodiment of an exchange rate position display data processing method, and referring to fig. 1, the exchange rate position display data processing method specifically comprises the following contents:

step 100: financial product transaction data is monitored and registered in real time.

Step 200: and acquiring a current exchange rate position reassessment signal, and screening transaction position information according to the product identification in the financial product transaction data, wherein the transaction position information comprises spot position information, swap position information and option position information.

It is understood that the spot position information includes: the spot split trading real-time position information and the spot cross-disk trading real-time position information. The swap position information includes: the real-time deadline position information of the swap cash flow, the real-time grid position information of the swap cash flow and the real-time currency pair position information of the swap cash flow. The option position information includes: option real-time single transaction position information, option real-time grid position information and option real-time deadline position information.

Step 300: and sending the display data corresponding to the on-line position information, the swap position information and the option position information to a display server so that the display server sends the on-line position information, the swap position information and the option position information to client equipment for display.

Specifically, the transaction management module registers the transaction in a single transaction integration unit of the position combination management module at the transaction level. The market data management module triggers a reevaluation signal according to threshold control. And the position combination management module screens trading position information according to the Topic information. And the on-demand position unit acquires incremental data to perform relevant dimension accumulation and calculate realized profit and loss. And the slip-phase position unit acquires incremental data for analysis, if the total data contains floating-end cash flow, the floating-end cash flow is calculated first, and if the total data does not contain floating-end cash flow, the floating-end cash flow is directly accumulated. And performing PV and risk index calculation on the swap-period cash flow according to different currencies, different interest rate curves and different dates. The option position unit acquires incremental data for analysis. And calculating risk indexes of the total data stroke by stroke in the option position. And pushing the data of the on-demand, off-demand and option positions to a display server such as a CEDA server according to the Topic information. And the display server pushes the on-demand, off-line and option position data to the client of the trader for display.

As can be seen from the above description, the data processing method for displaying the exchange rate position, provided by the embodiment of the application, can effectively improve the efficiency of data processing of the exchange rate position, and can display the content such as the spot position information, the swap position information, the option position information, and the like, so as to effectively improve the requirement of the financial transaction management user on the update efficiency of the exchange rate position information and the requirement of obtaining the content amount.

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

step 101: and receiving the financial product transaction data monitored by the transaction management module in real time, and registering the financial product transaction data to the local.

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

The position data of each product in the current section is obtained through online service, the Topic is registered through CADE subscription information, and the position data of each product is pushed to the foreground section according to the Topic by subsequent reestimation.

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

step 201: and 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 mode.

Step 202: and acquiring a re-estimation parameter from the index processing module based on the trigger information so as to generate a corresponding exchange rate position re-estimation signal.

Specifically, a position information processing unit in a position combination management module receives 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 mode; and acquiring a re-estimation parameter from the index processing module based on the trigger information so as to generate a corresponding exchange rate position re-estimation signal.

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

Based on this, the system resident process monitors the blocking queue, and sends out a position processing signal after the risk indicator is calculated, and the resident process calculates a data set according to the screening data range of each Topic and the specific subscribed position management mode. For example: the position management mode is a grid, and the indexes/cash flow of each non-standard time limit are required to be distributed to the indexes on the standard time limit by solving a binary linear equation set or a quaternary linear equation set.

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

step 203: and acquiring incremental data in the financial product transaction data, performing preset dimension accumulation on the incremental data, determining realized profit and loss data, and forming spot position information corresponding to the realized profit and loss data based on product identification.

Specifically, a position information processing unit in the position combination management module acquires incremental data in the financial product transaction data, performs preset dimension accumulation on the incremental data, determines realized profit and loss data, and forms on the basis of product identification, on-demand position information corresponding to the realized profit and loss data.

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

step 204: acquiring incremental data in the financial product transaction data, and judging whether the incremental data contains floating-end cash flow data or not, if so, acquiring out-of-date cash flow, and if not, accumulating the incremental data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

Specifically, a position information processing unit in the position combination management module acquires incremental data in the financial product transaction data, judges whether the incremental data contains floating-end cash flow data or not, acquires swap cash flow if the incremental data contains floating-end cash flow data, and accumulates the incremental data if the incremental data does not contain floating-end cash flow data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

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

step 205: and acquiring incremental data in the financial product transaction data, calculating risk indexes of the financial product transaction data aiming at the option positions, and forming option position information corresponding to the option positions based on product identification.

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

Wherein, the Zookeeper server can be applied to carry out high-frequency job scheduling. Thereby achieving high availability of the job. Monitoring the reestimation signals in a high-frequency batch mode, starting a multithreading pool of each product line after the reestimation signals are displayed reversely, obtaining summarized data according to a currency + date + interest rate curve after the product line falls off, and requesting risk indexes by using the summarized data; the deadline calculates the risk indexes one by one according to the single transaction.

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

step 301: and sending the display data corresponding to the on-line position information, the off-line position information and the option position information to a display server according to the user subscription information.

Specifically, the position information sending unit in the position combination management module sends the display data corresponding to the on-line position information, the swap position information and the option position information to the display server according to the user subscription information.

From the above description, the method for processing the exchange rate position display data provided by the embodiment of the application can effectively improve the real-time property of financial product transaction data registration, can effectively improve the display efficiency and reliability of the exchange rate position, the on-demand open position management display time is improved to be within 1s, the contents such as the on-demand position information, the swap position information, the option position information and the like can be displayed, the display process is efficient and highly reliable, the efficiency of the exchange rate position data processing can be effectively improved, the accuracy of the displayed contents can be ensured on the basis of displaying more contents, the updating efficiency requirement and the content acquisition requirement of the financial transaction management user on the exchange rate position information can be effectively improved, the user experience of the financial transaction management user can be effectively improved, and the core capacity of financial market business transaction and combination management can be improved, further promote the market position of financial market transaction management system independent research and development, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independent research and development, independently control core technique, helping hand financial science and technology output to can build solid foundation for strengthening financial engineering and quantification ability in the future.

In terms of software, in order to solve the problems that the existing exchange rate position display data processing scheme has low display efficiency and the display content cannot meet the requirements of financial transaction management users, the application provides an embodiment of a position combination management module for executing all or part of the contents in the exchange rate position display data processing method, and referring to fig. 8, the position combination management module specifically includes the following contents:

and a transaction data saving unit 10 for monitoring and registering financial product transaction data in real time.

And the position information processing unit 20 is configured to acquire a current exchange rate position reassessment signal, and filter trading position information according to the product identifier in the financial product trading data, where the trading position information includes spot position information, swap position information, and option position information.

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

The embodiment of the position combination management module provided in the present application may be specifically configured to execute the processing procedure of the embodiment of the exchange rate position display data processing method in the foregoing embodiment, and the functions of the embodiment are not described herein again, and refer to the detailed description of the embodiment of the method.

As can be seen from the above description, the position combination management module provided in the embodiment of the present application can effectively improve the efficiency of processing the exchange rate position data, and can display the content such as the spot position information, the swap position information, and the option position information, so as to effectively improve the requirement of the financial transaction management user on the update efficiency of the exchange rate position information and the requirement of obtaining the content amount.

In one embodiment of the position combination management module provided in the present application, the transaction data saving unit 10 is configured to perform the following:

Specifically, the transaction data holding unit 10 in the position combination management module receives financial product transaction data monitored by the transaction management module in real time and registers the financial product transaction data to the local.

In one embodiment of the position combination management module provided in the present application, the position information processing unit 20 includes: a signal receiving subunit 21, the signal receiving subunit 21 being configured to perform the following:

Specifically, the signal receiving subunit 21 in the position combination management module receives a trigger signal sent by the market data management module, where the trigger signal is generated by the market data management module based on a preset threshold control manner; and acquiring a re-estimation parameter from the index processing module based on the trigger information so as to generate a corresponding exchange rate position re-estimation signal.

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

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

Specifically, the spot position subunit 22 in the position combination management module acquires incremental data in the financial product transaction data, performs preset dimension accumulation on the incremental data, determines realized profit and loss data, and forms spot position information corresponding to the realized profit and loss data based on a product identifier.

In an embodiment of the position combination management module provided in the present application, the position information processing unit 20 further includes: a swap position subunit 23, configured to obtain incremental data in the financial product transaction data, and determine whether the incremental data includes floating-end cash flow data, if yes, obtain a swap cash flow, and if not, accumulate the incremental data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

Specifically, the swap position subunit 23 in the position combination management module acquires incremental data in the financial product transaction data, and determines whether the incremental data includes floating-end cash flow data, if so, acquires swap cash flow, and if not, accumulates the incremental data; calculating the present value and risk index of the swap-period cash flow according to different currencies, different interest rate curves and different dates; and forming the swap position information corresponding to the swap cash flow based on the product identification.

In an embodiment of the position combination management module provided in the present application, the position information processing unit 20 further includes: and an option position subunit 24, configured to obtain incremental data in the financial product trading data, perform risk indicator calculation for the option position on the financial product trading data, and form option position information corresponding to the option position based on the product identifier.

Specifically, the option position subunit 24 in the position combination management module acquires incremental data in the financial product trading data, performs risk indicator calculation for the option position on the financial product trading data, and forms option position information corresponding to the option position based on the product identifier.

In an embodiment of the position combination management module provided in the present application, the position information sending unit is configured to perform the following:

From the above description, the position combination management module provided in 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 the exchange position, the on-demand open position management display time is increased to within 1s, and the contents such as the on-demand position information, the swap position information, and the option position information can be displayed, and the display process is efficient and highly reliable, and can effectively improve the efficiency of exchange position data processing, and can ensure the accuracy of the displayed contents on the basis of displaying more contents, so as to effectively improve the update efficiency requirement and the content acquisition requirement of the financial transaction management user on the exchange position information, and further effectively improve the user experience of the financial transaction management user, and improve the financial market business transaction and combination management core capability, further promote the market position of financial market transaction management system independent research and development, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independent research and development, independently control core technique, helping hand financial science and technology output to can build solid foundation for strengthening financial engineering and quantification ability in the future.

Based on the above, the present application further provides an embodiment of a data processing system for exchange rate position, where the data processing system for exchange rate position includes: the system comprises a transaction management module, a market data management module, an index processing module and the position combination management module mentioned in one or more embodiments of the application;

From the above description, the exchange rate position data processing system provided in the embodiment of the present application can effectively improve the real-time property of financial product transaction data registration, can effectively improve the display efficiency and reliability of the exchange rate position, increase the display time of the spot open position management to within 1s, and can display the contents such as spot position information, swap position information, option position information, and the like, and the display process is efficient and highly reliable, can effectively improve the efficiency of exchange rate position data processing, and can ensure the accuracy of the displayed contents on the basis of displaying more contents, so as to effectively improve the update efficiency requirement and the content acquisition requirement of the financial transaction management user on the exchange rate position information, thereby effectively improving the user experience of the financial transaction management user, and improving the core capacity of financial market business transaction and combination management, further promote the market position of financial market transaction management system independent research and development, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independent research and development, independently control core technique, helping hand financial science and technology output to can build solid foundation for strengthening financial engineering and quantification ability in the future.

To further explain the solution, the present application further provides a specific application example of the exchange rate position display data processing method implemented by applying the above-mentioned exchange rate position data processing system, and referring to fig. 9, the exchange rate position data processing system includes: the system comprises a transaction management module, a market data management module, an index processing module and the position combination management module mentioned in one or more embodiments of the application; the transaction management module is used for sending the monitored financial product transaction data to the position combination management module in real time; the position combination management module is used for receiving financial product transaction data monitored by the transaction management module in real time and registering the financial product transaction data to the local; the market data management module is used for generating a trigger signal based on a preset threshold control mode and sending the trigger signal to the position combination management module; the index processing module is used for acquiring a reestimation parameter according to the trigger signal so as to generate a corresponding exchange rate position reestimation signal; the position combination management module is also in communication connection with the display server, and the market data management module is in communication connection with the price deciding and quoting platform.

A system deployment architecture diagram of which is shown in fig. 10. The method comprises the following steps: the method comprises the steps that an N-IPFT investment portfolio and a fund transaction and N-DMPP derivative model pricing platform, wherein the N-IPFT is a system identification of the investment portfolio and the fund transaction, the N-DMPP is a platform identification of the derivative model pricing platform, 8C32G-X86 virtual machines 3, 8C32G OREL X86, 4C16G OREL X86, 4C16G-X86 virtual machines 3, 16C64G-AIX physical machines 2, 56C128G-IBM, 4C16G RHEL X86 and a reliable coordination system Zkeooper of a distributed system are models of corresponding servers or server clusters, RedhLinux weblogic is a software name of the corresponding servers, Oracle11G-RAC and Oracle RAC are corresponding server clusters, NAS (network Attached storage) storage refers to NAS network storage, and NAS (1.5) storage capacity is 1.5.

The transaction management module registers the transaction in a single transaction integration unit of the position combination management module at the transaction level.

The market data management module triggers a reevaluation signal according to threshold control.

And the position combination management module screens trading position information according to the Topic information.

And the on-demand position unit acquires incremental data to perform relevant dimension accumulation and calculate realized profit and loss.

And the slip-phase position unit acquires incremental data for analysis, if the total data contains floating-end cash flow, the floating-end cash flow is calculated first, and if the total data does not contain floating-end cash flow, the floating-end cash flow is directly accumulated. And performing PV and risk index calculation on the swap-period cash flow according to different currencies, different interest rate curves and different dates.

The option position unit acquires incremental data for analysis. And calculating risk indexes of the total data stroke by stroke in the option position.

And pushing the data of the on-demand, off-demand and option positions to a display server such as a CEDA server according to the Topic information.

And the display server pushes the on-demand, off-line and option position data to the client of the trader for display.

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

1. supporting an on-demand split transaction real-time position;

2. supporting real-time position of the spot-time cross-board transaction;

3. supporting the real-time deadline position of the cash flow in the fall period;

4. supporting the real-time grid position of the cash flow in the fall period;

5. supporting the position of the slip-phase cash flow real-time currency pair;

6. supporting real-time single-transaction options;

7. supporting option real-time grid positions;

8. supporting option real-time deadline position;

9. manual reevaluation is supported;

10. support the timing reevaluation by product;

11. support breakthrough reevaluation according to an index threshold;

12. supporting calculation of risk indexes of cash flow in a fall period;

13. option risk indicator calculation is supported.

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

1. exception handling is supported, such as a machine restart, or a process restart, and the position reassessment can continue to be performed.

2. The requirement of position is displayed almost in real time on schedule, the response requirement within 3s is achieved in a drop period, and the response requirement within 10s is achieved in options.

3. High frequency services support extensions.

(III) interface

And providing a common interface standard of JAVA using language.

(IV) obtaining the information of the current, lost and option positions

And acquiring position data of each product of the current section through online service, registering the Topic through CADE subscription information, and pushing the position data of each product to the foreground section according to the Topic by subsequent reestimation.

(V) high-frequency calculation of risk indexes of on-demand period, off-demand period and option

And performing high-frequency job scheduling through the Zookeeper server. Thereby achieving high availability of the job.

Monitoring the reestimation signals in a high-frequency batch mode, starting a multithreading pool of each product line after the reestimation signals are displayed reversely, obtaining summarized data according to a currency + date + interest rate curve after the product line falls off, and requesting risk indexes by using the summarized data; the deadline calculates the risk indexes one by one according to the single transaction.

(VI) blocking queue multithread calculation position management data

And the system resident process monitors the blocking queue, sends a position processing signal after the risk index is calculated, and calculates a data set according to the screening data range of each Topic and the specific subscribed position management mode. For example: the position management mode is a grid, and the indexes/cash flow of each non-standard time limit are required to be distributed to the indexes on the standard time limit by solving a binary linear equation set or a quaternary linear equation set.

In order to solve the problems that the existing exchange rate position display data processing scheme has low display efficiency and the display content cannot meet the requirements of financial transaction management users, the application provides an embodiment of electronic equipment for realizing all or part of contents in the exchange rate position display data processing method, and the electronic equipment specifically comprises the following contents:

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 can include a central processor 9100 and a memory 9140; the memory 9140 is coupled to the central processor 9100. Notably, this FIG. 11 is exemplary; other types of structures may also be used in addition to or in place of the structure to implement telecommunications or other functions.

In one embodiment, the exchange rate position presentation data processing function may be integrated into the central processor. Wherein the central processor may be configured to control:

From the above description, it can be known that the electronic device provided in the embodiments of the present application can effectively improve the real-time property of financial product transaction data registration, can effectively improve the display efficiency and reliability of the exchange rate position, the display time of the on-demand open position management is improved to within 1s, and can display the contents such as the on-demand position information, the off-demand position information, and the option position information, and the like, and the display process is efficient and highly reliable, and can effectively improve the efficiency of exchange rate position data processing, and can ensure the accuracy of the displayed contents on the basis of displaying more contents, so as to effectively improve the update efficiency requirement and the content acquisition requirement of the financial transaction management user on the exchange rate position information, and further improve the user experience of the financial market transaction management user, and improve the core capability of financial market transaction and combination management, and further improve the market position of the financial market transaction management system independently developed, the bank can gradually get rid of outsourcing system elbow, business operation safety is improved, complete independent research and development are further achieved, core technologies are independently controlled, financial science and technology output is assisted, and a solid foundation can be laid for enhancing financial engineering and quantification capacity in the future.

In another embodiment, the position combination management module may be configured separately from the central processor 9100, for example, the position combination management module may be configured as a chip connected to the central processor 9100, and the exchange rate position display data processing function is realized by the control of the central processor.

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 noted that the electronic device 9600 also does not necessarily include all of the components shown in fig. 11; in addition, the electronic device 9600 may further include components not shown in fig. 11, which may be referred to in the prior art.

As shown in fig. 11, a central processor 9100, sometimes referred to as a controller or operational control, can include a microprocessor or other processor device and/or logic device, which central processor 9100 receives input and controls the operation of the various components of the electronic device 9600.

The memory 9140 can be, for example, one or more of a buffer, a flash memory, a hard drive, a removable media, a volatile memory, a non-volatile memory, or other suitable device. The information relating to the failure may be stored, and a program for executing the information may be stored. And the central processing unit 9100 can execute the program stored in the memory 9140 to realize information storage or processing, or the like.

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

The memory 9140 can be a solid state memory, e.g., Read Only Memory (ROM), Random Access Memory (RAM), a SIM card, or the like. There may also be a memory that holds information even when power is off, can be selectively erased, and is provided with more data, an example of which is sometimes called an EPROM or the like. The memory 9140 could also be some other type of device. Memory 9140 includes a buffer memory 9141 (sometimes referred to as a buffer). The memory 9140 may include an application/function storage portion 9142, the application/function storage portion 9142 being used for storing application programs and function programs or for executing a flow of operations of the electronic device 9600 by the central processor 9100.

The memory 9140 can also include a data store 9143, the data store 9143 being used to store data, such as contacts, digital data, pictures, sounds, and/or any other data used by an electronic device. The driver storage portion 9144 of the memory 9140 may include various drivers for the electronic device for communication functions and/or for performing other functions of the electronic device (e.g., messaging applications, contact book applications, etc.).

The communication module 9110 is a transmitter/receiver 9110 that transmits and receives signals via an antenna 9111. The communication module (transmitter/receiver) 9110 is coupled to the central processor 9100 to provide input signals and receive output signals, which may be the same as in the case of a conventional mobile communication terminal.

Based on different communication technologies, a plurality of communication modules 9110, such as a cellular network module, a bluetooth module, and/or a wireless local area network module, may be provided in the same electronic device. The communication module (transmitter/receiver) 9110 is also coupled to a speaker 9131 and a microphone 9132 via an audio processor 9130 to provide audio output via the speaker 9131 and receive audio input from the microphone 9132, thereby implementing ordinary telecommunications functions. The audio processor 9130 may include any suitable buffers, decoders, amplifiers and so forth. In addition, the audio processor 9130 is also coupled to the central processor 9100, thereby enabling recording locally through the microphone 9132 and enabling locally stored sounds to be played through the speaker 9131.

An embodiment of the present application further provides a computer-readable storage medium capable of implementing all the steps in the method for processing the data for displaying the exchange rate position in the foregoing embodiment, where the computer-readable storage medium stores a computer program, and when the computer program is executed by a processor, the computer program implements all the steps of the method for processing the data for displaying the exchange rate position, where an execution subject of the method is a server or a client, for example, when the processor executes the computer program, the processor implements the following steps:

As can be seen from the above description, the computer-readable storage medium provided in the embodiments 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 the exchange position, increase the display time of the spot open position management to within 1s, and can display the contents such as the spot position information, the swap position information, and the option position information, and the like, and the display process is efficient and highly reliable, and can effectively improve the efficiency of exchange position data processing, and can ensure the accuracy of the displayed contents on the basis of displaying more contents, so as to effectively improve the update efficiency requirement and the content acquisition requirement of the exchange position information by the financial transaction management user, thereby effectively improving the user experience of the financial transaction management user, and improving the financial market business transaction and combination management core capability, further promote the market position of financial market transaction management system independent research and development, can make the bank gradually break away from outsourcing system elbow, promote the business operation safety, and then realize complete independent research and development, independently control core technique, helping hand financial science and technology output to can build solid foundation for strengthening financial engineering and quantification ability in the future.

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, and the like) having computer-usable program code embodied therein.

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

These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including instruction means which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.

These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.

The principle and the implementation mode of the invention are explained by applying specific embodiments in the invention, and the description of the embodiments is only used for helping to understand the method and the core idea of the invention; meanwhile, for a person skilled in the art, according to the idea of the present invention, there may be variations in the specific embodiments and the application scope, and in summary, the content of the present specification should not be construed as a limitation to the present invention.

Claims

1. A method for processing exchange rate position display data is characterized by comprising the following steps:

monitoring and registering financial product transaction data in real time;

2. The exchange rate position exhibition data processing method of claim 1, wherein said real-time monitoring and registering financial product transaction data comprises:

3. The method of claim 1, wherein the obtaining the current estimate signal of the exchange rate position comprises:

4. The method of processing exchange rate position exhibition 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, a day end processing signal and timing processing information.

5. The method of claim 1, wherein the filtering of the transaction position information according to the product identifier in the financial product transaction data comprises:

6. The method of claim 1, wherein the filtering of the transaction position information according to the product identifier in the financial product transaction data comprises:

7. The method of claim 1, wherein the filtering of the transaction position information according to the product identifier in the financial product transaction data comprises:

8. The method for processing the 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 a display server comprises:

9. The method for processing exchange rate position display data according to any one of claims 1 to 8, wherein the spot position information includes: the spot split trading real-time position information and the spot cross-disk trading real-time position information.

10. The exchange rate position display data processing method according to any one of claims 1 to 8, wherein the swap position information includes: the real-time deadline position information of the swap cash flow, the real-time grid position information of the swap cash flow and the real-time currency pair position information of the swap cash flow.

11. The method 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 deadline position information.

12. A position combination management module, comprising:

13. The position combination management module of claim 12, wherein the transaction data holding unit is configured to perform the following:

14. The position combination management module according to claim 12, wherein the position information processing unit includes: a signal receiving subunit for performing the following:

15. The position combination management module of claim 14, wherein the trigger signal comprises: at least one of a threshold trigger signal, a transaction addition signal, a manual refresh signal, a day end processing signal and timing processing information.

16. The position combination management module according to claim 12, wherein the position information processing unit includes:

17. The position combination management module according to claim 12, wherein the position information processing unit includes:

18. The position combination management module according to claim 12, wherein the position information processing unit includes:

19. The position combination management module according to claim 12, wherein the position information sending unit is configured to perform the following:

20. The position portfolio management module of any one of claims 12-19, wherein the spot position information comprises: the spot split trading real-time position information and the spot cross-disk trading real-time position information.

21. A position combination management module according to any one of claims 12 to 19, wherein the swap position information includes: the real-time deadline position information of the swap cash flow, the real-time grid position information of the swap cash flow and the real-time currency pair position information of the swap cash flow.

22. A position portfolio management module as claimed in 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 deadline position information.

23. An electronic device comprising a memory, a processor, and a computer program stored on the memory and executable on the processor, wherein the processor implements the method of processing exchange rate position presentation data according to any one of claims 1 to 11 when executing the program.

24. A computer-readable storage medium, on which a computer program is stored, which, when being executed by a processor, carries out the exchange rate position presentation data processing method according to any one of claims 1 to 11.

25. A rate position data processing system, comprising: a trading management module, a market data management module, an index processing module and a position combination management module as claimed in any one of claims 12 to 22;