CN113052702A

CN113052702A - Transaction cash flow computing system and working method thereof

Info

Publication number: CN113052702A
Application number: CN202110417426.7A
Authority: CN
Inventors: 王鹏; 徐浩; 李伟; 杨琳
Original assignee: China Construction Bank Corp
Current assignee: China Construction Bank Corp
Priority date: 2021-04-19
Filing date: 2021-04-19
Publication date: 2021-06-29

Abstract

The invention provides a transaction cash flow computing system and a working method thereof, the invention relates to automatic program design, and the system comprises: the noble metal forward trading splitting module is used for connecting a market trading system, acquiring the forward trading price information, and splitting the forward trading information into the spot trading information and the swap trading information of the noble metal; the swap cash flow opening generation module is used for determining swap cash flow opening information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining an external system; and the cash flow calculation module is used for storing the cash flow opening information of the current date into the database at the end of each transaction date, carrying out system initialization before each transaction date, extracting the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increasing and decreasing in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date. And optimizing the reading of the database and the input of cash flow data.

Description

Transaction cash flow computing system and working method thereof

Technical Field

The invention relates to the technical field of computer data processing, in particular to a trading cash flow computing system and a working method thereof.

Background

This section is intended to provide a background or context to the embodiments of the invention that are recited in the claims. The description herein is not admitted to be prior art by inclusion in this section.

The precious metal forward trade is difficult to find a proper flat-plate trade opponent in the market, and the precious metal spot trade and the exchange trade are active in the market and are easier to be flat-plate.

Aiming at the long-term transaction of the precious metals, the original scheme for preserving the open position is not to carry out splitting treatment. But the actual business development finds that the forward trade is difficult to be leveled in the market, but the spot trade and the swap trade are more active and easier to be leveled.

The data sources of cash flow comprise swap and long-term products, and the duration of the swap and the long-term products is up to 5 years according to business rules. Therefore, the data volume of the cash flow database table is very large, the timeliness requirement of the data of cash flow opening is very high, and the optimization requirement of the database reading and the transmission of cash flow data is also very high. Due to the design idea of transaction splitting, long-term settlement, balance and delivery can generate a large amount of cash flow data, a large amount of read-write operations and transactions are additionally added to the database, and certain risks exist.

Therefore, how to provide a new solution, which can solve the above technical problems, is a technical problem to be solved in the art.

Disclosure of Invention

The embodiment of the invention provides a cash flow calculation system for trading, which realizes the reading of a database and the transmission optimization of cash flow data by splitting the forward trading information of precious metals into the spot trading information of precious metals and the swap trading information of precious metals, and comprises:

the noble metal forward trading splitting module is used for connecting a market trading system, acquiring the forward trading price information, and splitting the forward trading information into the spot trading information and the swap trading information of the noble metal;

the swap cash flow opening generation module is used for determining swap cash flow opening information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining an external system;

and the cash flow calculation module is used for storing the cash flow opening information of the current date into the database at the end of each transaction date, carrying out system initialization before each transaction date, extracting the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increasing and decreasing in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date.

When the system for calculating a cash flow for a transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, the precious metal forward transaction splitting module is specifically configured to:

the noble metal forward trading splitting module is connected with a market trading system to obtain the information of the spot trading price;

according to the spot transaction price information, dividing the precious metal forward transaction information into precious metal spot transaction information;

and splitting the forward transaction information of the precious metal into swap transaction information of the precious metal according to the spot transaction information of the precious metal.

When the cash flow calculation system for trading provided by the embodiment of the present invention is implemented specifically, in an embodiment, according to the spot trading price information, the precious metal forward trading information is split into precious metal spot trading information, which includes:

determining the spot market price by taking the transaction date and the rest date as the current date according to the spot transaction price information;

determining the split spot price according to the spot market price and the point difference;

and processing the split spot price and the precious metal forward transaction information to generate the precious metal spot transaction information.

When the cash flow calculation system for transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, according to the cash flow transaction information for precious metal, the splitting of the forward transaction information for precious metal into the swap transaction information for precious metal includes:

calculating a near-end price, a far-end price and a swap transaction amount according to the precious metal spot transaction information by taking the near-end interest date as the current day and the far-end interest date as the long-term delivery date;

and splitting the noble metal forward transaction information into noble metal forward transaction information according to the end price, the remote end price and the forward transaction amount.

When the system for calculating the cash flow for trading provided by the embodiment of the present invention is implemented specifically, in an embodiment, the precious metal forward trading splitting module is further configured to:

generating reverse forward trading according to the split precious metal spot trading information and the precious metal swap trading information, and performing forward trading settlement delivery; wherein, the reverse forward transaction is split at the same time to generate reverse split spot goods and split forward transaction.

when the precious metal forward trading needs to be modified or cancelled, the precious metal spot trading information and the precious metal swap trading information which are split by the precious metal forward trading information need to be modified or cancelled at the same time.

When the system for calculating a cash flow for a transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, the swap cash flow exposure generating module is specifically configured to:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

and (4) generating the swap cash flow exposure information by combining the incoming transaction and the new generation transaction with the noble metal spot transaction information and the noble metal swap transaction information.

When the system for calculating the cash flow for transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, the swap cash flow exposure generating module is further configured to:

when the noble metal forward transaction is settled, after the settlement price is input aiming at the noble metal forward transaction information of difference delivery, three transactions are automatically generated from the input of the settlement price, which comprises the following steps: a long term, a spot and a drop.

When the cash flow calculation system for transaction provided by the embodiment of the present invention is implemented, in an embodiment, the cash flow calculation module is specifically configured to:

summarizing the information of the cash flow opening of the swap period according to the trading elements including the date of interest, the trading source, the trading variety, the currency and the trading account of the trade;

storing the cash flow opening information of the current date falling period into a database at the end of each transaction date;

before the beginning of the transaction day of the current day, carrying out system initialization, and extracting the opening information of the swap cash flow from the database to calculate the cash flow on the last day;

when the transaction occurs on the current day, the cash flow data on the current day is determined by increasing and decreasing the cash flow on the previous day in real time.

When the cash flow calculation system for transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, the cash flow calculation module is further configured to:

the transaction transmission is realized by the mode that the current day cash flow data are published and subscribed through the service, and all transaction results are transmitted to the summary data table at one time.

When the system for calculating a cash flow for a transaction provided by the embodiment of the present invention is implemented, in an embodiment, the system further includes: the precious metal swap transaction profit and loss analysis module is used for calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

and calculating the profit and loss transfer information of the noble metal swap period transaction according to the realized profit and loss information and the unrealized profit and loss information.

When the system for calculating a cash flow for a transaction provided by the embodiment of the present invention is implemented, in an embodiment, the calculating realized profit and loss information includes:

the swap transaction that has expired and the transaction that has not expired at the far end but has expired at the near end are statistically loaded, grouped by currency pair,

separating the far end and the near end to calculate when the two instantaneity are independent, and giving up statistics if the near end or the far end is not due;

if the near end or the far end is expired, judging the transaction direction of the near end or the far end;

if the transaction direction of the near end or the far end is buying, marking as multi-head opening, and calculating the multi-head average cost;

if the transaction direction of the near end or the far end is selling, marking as the empty head is open, and calculating the average cost of the empty head;

and calculating realized profit and loss information according to the multi-head exposure, the multi-head average cost, the empty-head exposure and the empty-head average cost.

When the system for calculating a cash flow for a transaction provided by the embodiment of the present invention is implemented specifically, in an embodiment, the calculating of unrealized profit and loss information includes:

counting and loading the swap transaction of which the near end is expired but the far end is not expired and the swap transaction of which both the near end and the far end are unexpired, and grouping the swap transactions according to the currency pairs;

the single transaction in each group uses the fall-off curve to paste the near end and the far end and then add the near end and the far end, and the unrealized profit and loss of each transaction are calculated;

and according to the current exchange rate, integrating the unrealized profit and loss of each transaction into the sum of the RMB money, accumulating, and calculating according to the money pair in groups to obtain unrealized profit and loss information.

When the system for calculating the transaction cash flow provided by the embodiment of the invention is implemented specifically, in an embodiment, the precious metal swap transaction profit-loss analysis module is further configured to: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

When the system for calculating the transaction cash flow provided by the embodiment of the invention is implemented specifically, in an embodiment, the precious metal swap transaction profit-loss analysis module is further configured to: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

The embodiment of the invention also provides a working method of the transaction cash flow computing system, which comprises the following steps:

the precious metal forward trading splitting module is connected with a market trading system, acquires forward trading price information, and splits the precious metal forward trading information into precious metal spot trading information and precious metal swap trading information;

the swap cash flow exposure generation module determines swap cash flow exposure information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining with an external system;

the cash flow calculation module stores the cash flow opening information of the current date during the end of each transaction date into a database, performs system initialization before the beginning of each transaction date, extracts the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increases and decreases in real time on the basis of the cash flow of the previous date when the transaction occurs in the current date to determine the cash flow data of the current date.

When the working method of the cash flow trading calculation system provided by the embodiment of the invention is specifically implemented, in one embodiment, the precious metal forward trading splitting module is connected with the market trading system to acquire the spot trading price information and split the precious metal forward trading information into the precious metal spot trading information and the precious metal swap trading information, and the method comprises the following steps:

When the working method of the cash flow transaction computing system provided by the embodiment of the present invention is implemented specifically, in an embodiment, according to the spot transaction price information, the splitting of the forward transaction information of the precious metal into the spot transaction information of the precious metal includes:

When the working method of the cash flow transaction computing system provided by the embodiment of the present invention is specifically implemented, in an embodiment, according to the cash flow transaction information of precious metals, the step of splitting the forward transaction information of precious metals into swap transaction information of precious metals comprises:

When the working method of the transaction cash flow computing system provided by the embodiment of the present invention is specifically implemented, in an embodiment, the working method further includes:

When the working method of the trading cash flow calculation system provided by the embodiment of the invention is specifically implemented, in one embodiment, the swap cash flow exposure generation module determines swap cash flow exposure information according to the precious metal cash flow transaction information and the precious metal swap transaction information which are transmitted into the trading by combining with an external system, and the swap cash flow exposure information comprises the following steps:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

In a specific implementation of the working method of the trading cash flow calculation system provided by the embodiment of the invention, in one embodiment, the cash flow calculation module stores the current date swap cash flow exposure information into the database at the end of each trading day, performs system initialization before the beginning of each trading day, extracts the swap cash flow exposure information from the database to calculate the current day cash flow, and increases and decreases in real time on the basis of the previous day cash flow when trading occurs on the day to determine the current day cash flow data, and the working method comprises the following steps:

When the working method of the transaction cash flow computing system provided by the embodiment of the present invention is specifically implemented, in an embodiment, the working method further includes: calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

When the working method of the transaction cash flow computing system provided by the embodiment of the invention is implemented specifically, in one embodiment, the computing of realized profit and loss information includes:

When the working method of the transaction cash flow computing system provided by the embodiment of the invention is implemented specifically, in one embodiment, the step of computing the unrealized profit and loss information comprises the following steps:

When the working method of the transaction cash flow computing system provided by the embodiment of the present invention is specifically implemented, in an embodiment, the working method further includes: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

When the working method of the transaction cash flow computing system provided by the embodiment of the present invention is specifically implemented, in an embodiment, the working method further includes: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

The embodiment of the invention also provides computer equipment which comprises a memory, a processor and a computer program which is stored on the memory and can run on the processor, wherein when the processor executes the computer program, the working method of the transaction cash flow computing system is realized.

An embodiment of the present invention further provides a computer-readable storage medium, where the computer-readable storage medium stores a computer program for executing the working method of the above-mentioned transaction cash flow computing system.

The embodiment of the invention provides a transaction cash flow computing system and a working method thereof, wherein the transaction cash flow computing system comprises the following steps: the noble metal forward trading splitting module is used for connecting a market trading system, acquiring the forward trading price information, and splitting the forward trading information into the spot trading information and the swap trading information of the noble metal; the swap cash flow opening generation module is used for determining swap cash flow opening information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining an external system; and the cash flow calculation module is used for storing the cash flow opening information of the current date into the database at the end of each transaction date, carrying out system initialization before each transaction date, extracting the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increasing and decreasing in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date. According to the invention, the noble metal forward transaction information is divided into the noble metal spot transaction information and the noble metal swap transaction information, so that the database reading and the cash flow data transmission optimization are realized. Valuation and profit and loss of the transaction are more easily calculated by the transaction cash flow data.

Drawings

In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly described below, it is obvious that the drawings in the following description are only some embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to the drawings without creative efforts. In the drawings:

FIG. 1 is a diagram of a cash flow calculation system for transaction according to an embodiment of the present invention.

Fig. 2 is a diagram of a forward transaction split of a transaction cash flow computing system according to an embodiment of the invention.

Fig. 3 is a view showing a small window of a monitoring interface for monitoring the opening of the lost-fund flow of the precious metal in the trading cash flow computing system according to an embodiment of the present invention.

Fig. 4 is a diagram illustrating a real-time profit-loss monitoring add-on interface of a transaction cash flow computing system according to an embodiment of the present invention.

Fig. 5 is a real-time profit-and-loss monitoring output interface of a transaction cash flow computing system according to an embodiment of the present invention.

FIG. 6 is a block diagram of a historical profit-and-loss query interface of a transaction cash flow computing system, according to an embodiment of the present invention.

FIG. 7 is a diagram illustrating a working method of a cash flow calculation system according to an embodiment of the present invention.

FIG. 8 is a schematic diagram of a computer device for operating a method of operating a transaction cash flow computing system in accordance with embodiments of the present invention.

Detailed Description

In order to make the objects, technical solutions and advantages of the embodiments of the present invention more apparent, the embodiments of the present invention are further described in detail below with reference to the accompanying drawings. The exemplary embodiments and descriptions of the present invention are provided to explain the present invention, but not to limit the present invention.

The invention relates to automatic programming. Fig. 1 is a schematic diagram of a cash flow calculation system according to an embodiment of the present invention, and as shown in fig. 1, an embodiment of the present invention provides a cash flow calculation system for a transaction, which implements database reading and cash flow data transmission optimization by splitting forward transaction information of precious metals into spot transaction information of precious metals and swap transaction information of precious metals, and the system includes:

the precious metal forward trading splitting module 101 is used for connecting a market trading system, acquiring spot trading price information, and splitting the precious metal forward trading information into precious metal spot trading information and precious metal swap trading information;

the swap cash flow exposure generation module 102 is used for determining swap cash flow exposure information according to the noble metal cash flow transaction information and the noble metal swap transaction information, and the information is transmitted into the transaction by combining an external system;

the cash flow calculation module 103 is used for storing the cash flow opening information of the current date into a database at the end of each transaction date, performing system initialization before the beginning of each transaction date, extracting the cash flow opening information of the current date from the database to calculate the cash flow of the current date, and increasing and decreasing the cash flow of the previous date in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date.

The embodiment of the invention provides a transaction cash flow computing system, which comprises: the noble metal forward trading splitting module is used for connecting a market trading system, acquiring the forward trading price information, and splitting the forward trading information into the spot trading information and the swap trading information of the noble metal; the swap cash flow opening generation module is used for determining swap cash flow opening information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining an external system; and the cash flow calculation module is used for storing the cash flow opening information of the current date into the database at the end of each transaction date, carrying out system initialization before each transaction date, extracting the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increasing and decreasing in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date. According to the invention, the noble metal forward transaction information is divided into the noble metal spot transaction information and the noble metal swap transaction information, so that the database reading and the cash flow data transmission optimization are realized. Valuation and profit and loss of the transaction are more easily calculated by the transaction cash flow data.

Fig. 2 is a diagram illustrating a forward transaction split of a transaction cash flow computing system according to an embodiment of the present invention, as shown in fig. 2, when a forward transaction is entered, the forward transaction is split to generate a spot transaction and a swap transaction, wherein the spot transaction enters into the position opening of the spot for management, and the swap transaction is collected as a swap cash flow management.

In the embodiment of the invention, the precious metal spot transaction refers to the transaction that two transaction parties deal with each other immediately or in two business days.

The precious metal forward trade refers to the responsibility and obligation of a buyer and a seller to buy and sell a certain amount of precious metals in a later period of time according to the price of precious metal varieties agreed by the buyer and the seller.

The exchange of the noble metal exchange refers to the exchange of the noble metal exchange and the synthesis of the noble metal exchange and the noble metal forward exchange, and for the lender, the selling contract of the current contract is bought into the forward contract, and for the borrower, the buying contract of the current contract is bought into the forward contract.

The noble metal forward trade splitting means that a forward trade is split into a spot trade and a swap trade, wherein the trade direction of the spot trade is consistent with the forward trade direction, the near-end direction of the swap trade is opposite to the forward trade direction, and the far-end direction is consistent with the forward trade direction.

The precious metal swap cash flow means the swap cash flow means calculating the swap near-end transaction amount and the swap far-end transaction amount according to the swap near-end price, the swap far-end price and the swap weight. The precious metal inventory and fund receipt and payment condition of a future day is monitored through cash flow exposure.

The forward trade is split, and the specific splitting method is that a forward trade is split into a spot trade and a swap trade, wherein the trade direction of the spot trade is consistent with the forward trade direction, the near-end direction of the swap trade is opposite to the forward trade, and the far-end direction is consistent with the forward trade direction. In fact, the transaction directions of the spot transaction and the near-end fall transaction are opposite, and the transaction varieties, the prices and the weights are the same; the original forward trading and the forward trading are far-end, the trading direction, the trading variety, the price and the weight are consistent. Therefore, the transaction split does not have any influence on the original transaction.

And splitting the generated swap transaction, and recording the swap cash flow into the open. The swap cash flow exposure can summarize and calculate cash flow data of all swap transactions which expire in the next 5 years, and provide year summarization, month summarization and day summarization data; providing summarized data of different transaction varieties, transaction currencies and transaction accounts; the trader may query the details of all swap trades that affect the cash flow of the trade on a single day.

Precious metal fall-phase transaction profit and loss analysis function: the profit and loss of the noble metal falling period are divided into realized profit and unrealized profit and loss. And all the expired swap transactions are marked as realized profit and all the unexpired swap transactions are marked as not realized profit.

The noble metal fall-period transaction profit-loss transfer function is as follows: at the end of every day (temporary Beijing time 17:30), the system calculates the unrealized profit and loss converted into CNY according to the price estimated at that time, and the balance profit and loss data is saved as historical data. The profit-and-loss transfer action is realized through a background batch processing mechanism without interface display.

When the system for calculating a cash flow for a transaction provided by an embodiment of the present invention is implemented, in an embodiment, the system may include:

In the embodiment, split spot transaction information is generated, wherein the transaction date and the origination date are the current day, spot price is acquired in the market, and the spot price is generated after processing; wherein, the formula is as follows: split spot price is spot market price + point difference.

In an embodiment, generating swap transaction information includes: the near-end rest date is the current day, and the far-end rest date is the long-term delivery date;

the near-end price is the transaction price of split spot transaction;

the far-end price is the near-end price + the on-demand price is the fall-period interest rate/360 is the fall-period;

the trade amount of the fall period is the trade price and the trade weight; wherein, the foregoing indicates multiplication, and the following indicates multiplication as well, which is not described in detail.

In an embodiment, a forward trade settlement delivery, comprises: generating reverse forward trade according to the split precious metal spot trade information and the precious metal swap trade information, and simultaneously splitting the reverse forward trade to generate reverse split spot and split swap trade; and then the long-term transaction settlement delivery is carried out.

In embodiments, forward trade modification and revocation require the simultaneous revocation/modification of forward split spot and swap trades

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

In the embodiment, the open source of the cash flow of the fall period consists of the following parts: first, the transaction (mark IMP, i.e. Import transaction) transmitted by the external system (CFETS and Shanghai gold trading inquiry system); second, a new generation of directly entered transaction (marked with CAP, i.e. Capture transaction); third, the transaction (symbol GEN, generation transaction) split from the forward transaction includes: the information of the spot transaction of the precious metal and the information of the swap transaction of the precious metal.

In an embodiment, a forward transaction (whether an Import transaction or a Capture transaction) can generate a spot transaction (GEN) + a swap transaction (GEN) in a new generation system. For example, if 20/1/2020 account is directly entered into a forward transaction of 50kgAUY/CNY, forward price 350, corresponding to spot price 340, which is sold by Shandong in 21/2/2020 by a division, the system will be able to search for three transactions as shown in Table 1 below, wherein the spot and forward transactions are in the same direction.

TABLE 1

Forward trade special events, including: when settlement is carried out on the long-term transaction, after the settlement price is input for the long-term transaction of difference delivery, three transactions, namely one long-term transaction, one current good and one drop-off transaction are automatically generated from the input of the settlement price, the long-term transaction of selling 50kgAUY/CNY is directly input into the account HOAUFWDCNP in the following way of 1 month and 20 months in 2020, and the long-term price 350, which corresponds to the spot price 340, is input into the settlement price 360 in a mode of changing delivery, so that the three transactions shown in the following table 2 can be inquired in the system:

TABLE 2

Wherein the spot Gen trading will be incorporated into the spot exposure for unified position management.

In an embodiment of the present invention,

the collected swap cash flow calculates the daily cash flow data in the appointed period according to the transaction elements such as the origin date (expiration date) of the transaction, the transaction source, the transaction variety, the currency and the transaction account, and meanwhile, the monthly/annual cash flow data can be generated.

For the speed requirement of real-time calculation, the system needs to store the exposure of the day in the database at the end of each day. Before each transaction day, the system calculates the exposure of Folder dimension of the previous day when the system is initialized, and increases and decreases in real time on the basis of the exposure of the previous day when the transaction occurs on the day. The transaction transmission is realized through a service publishing and subscribing mode, and all transaction results are transmitted at one time.

The trader may select multiple folders to form a Folder Group. If the noble metal varieties corresponding to the folders in the same Folder Group are the same, the noble metal varieties need to be accumulated and displayed. No matter the trial-calculation transaction or the formal transaction flows, when the value of the exposure is changed, the font color of the corresponding monitoring small window is changed.

The fields displayed by the noble metal drop period open monitoring interface are shown in the following table 3:

TABLE 3

Each small monitoring window can only monitor one noble metal variety, and if a plurality of varieties need to be monitored, a plurality of small windows need to be opened. A small window illustration of the monitoring interface is shown in fig. 3.

The trader may filter the fields that need to be presented by "set up" and may release the Folder's exposure monitoring by closing the small window. Each column of net openings corresponds to a precious metal variety.

The trader clicks on the "+" sign, and a single transaction of information may be presented that the line is open to aggregate.

The single transaction information presentation includes the fields shown in table 4 below:

TABLE 4

Name of field	Description of the invention
		Folder	Folder name
Transaction number	Transaction unique number
		Currency pair	Money pair of transaction, CCY1/CCY2
Transaction direction	Buy and sell
		Date of transaction	Date of transaction occurrence
Expiration date	Transaction due date
		Amount1 CCY1	Currency 1 amount of money on demand
Amount1 CCY2	Currency 2 instant sum
		Amount2 CCY1	Currency 1 Long term end amount
Amount2 CCY2	Currency 2 remote end amount

In an embodiment, calculating realized profit and loss requires statistics of two types of transactions: one is a swap transaction that has expired (i.e., the far-end delivery date < ═ the current date), and one is a transaction that has not expired at the far-end but has expired at the near-end (i.e., the near-end delivery date < ═ the current date).

Both ends of the two types of swap transactions are treated as spot transactions, namely:

the first step is as follows: all swap transactions are loaded, grouped by currency. Separating the far end and the near end to calculate when the two instantaneity are independent, if the end (the near end or the far end) is not expired, giving up statistics, otherwise, entering the second step;

the second step is that: if the transaction direction at the near end or the far end is buying (i.e. buying CCY1 and selling CCY2), it is marked as multi-head opening, i.e. summary of multi-head opening equal to amuunt 1, summary of multi-head average cost equal to amuunt 2/summary of amuunt 1;

if the transaction direction at the near end or the far end is sold (i.e. selling CCY1 buying CCY2), the transaction direction is marked as an open head, i.e. the summary of open head is amount1, and the summary of open head average cost is amount 2/summary of amount 1. And entering a third step.

The third step: the realized profit and loss are calculated.

The losses (average cost of empty head-average cost of multiple heads) × (multiple open heads-empty open heads) have been achieved.

In an embodiment, calculating the failure only requires counting the unexpired precious metal swap transactions, one is the swap transaction in which the near end is expired but the far end is unexpired (i.e., the delivery date at the near end is less than the current date and the delivery date at the far end is greater than the current date), and the other is the transaction in which both the near end and the far end are unexpired (i.e., the delivery date at the near end is greater than the current date).

The calculation steps are as follows:

the first step is as follows: loading the two types of transactions, and grouping the transactions according to currency pairs;

the second step is that: the single transaction in each group uses a Swap cut Curve (Swap cut) to map the near end and the far end and then add, thus calculating the unrealized profit of each transaction;

the second step is that: according to the current exchange rate, combining the unfinished profit and loss into the amount of the RMB;

the third step: the unrealized profit and loss of each transaction are accumulated and grouped by currency.

Calculating profit and loss of the swap trade, comprising:

the profit and loss conversion process comprises:

the first step is as follows: calculating the realized profit and loss CCY2, the unrealized profit and loss CCY2 and the unrealized profit and loss CNY of each Folder at the end of each day;

the second step is that: the daily profit and loss are then saved in the database, with the saved fields as shown in table 5 below:

TABLE 5

Name of field	Description of the invention
		Folder	Folder name
Currency pair	Pair of currencies for swap transactions
		Date of conversion	Date of profit-and-loss transfer, namely: the day
Realized profit-and-loss CCY2	Calculating the realized profit and loss by the balance date, and metering by the original coin
		Gain and loss of CCY2	Calculating balance without realizing profit and loss, and metering by original coin
Not realizing profit and loss CNY	The balance date converts the CCY2 which does not realize the profit and the loss into the amount of the RMB

The trader may add Folders that need to be monitored for profit by selecting Folders, the interface for adding Folders being shown in FIG. 4.

After completing the Folder settings to be monitored, the system generates a small window for each setting, which is used to subscribe and show the profit and loss corresponding to each currency in the Folder, as shown in fig. 5. For the exchange rate of RMB which is not reduced by profit and loss, the intermediate price of the exchange rate of 17:10 on the day is used.

In an embodiment, the historical profit-and-loss queries include: the trader may select the historical time period and Folder to look up the historical profit or loss for any time period in the history, as shown in fig. 6.

The splitting processing of the precious metal forward transaction of the embodiment of the invention comprises transaction entry, modification, revocation and settlement delivery processing. Calculating and summarizing the swap-period cash flow, analyzing the swap-period transaction profit and loss and transfer. And through transaction splitting, the positions of forward transactions are exposed and respectively displayed in the spot position exposure and the swap cash flow exposure. By opening the swap cash flow, the summarized cash flow data within 5 years of the swap transaction can be displayed, including profit-and-loss analysis and profit-and-loss transfer of the swap transaction.

The embodiment of the invention also provides a working method of the transaction cash flow computing system, which is described in the following embodiment. Because the principle of the working method for solving the problems is similar to that of a trading cash flow computing system, the implementation of the working method can be referred to that of the trading cash flow computing system, and repeated parts are not repeated.

Fig. 7 is a schematic diagram of a working method of a cash flow transaction system according to an embodiment of the present invention, and as shown in fig. 7, the embodiment of the present invention further provides a working method of a cash flow transaction system, which may include:

step 701: the precious metal forward trading splitting module is connected with a market trading system, acquires forward trading price information, and splits the precious metal forward trading information into precious metal spot trading information and precious metal swap trading information;

step 702: the swap cash flow exposure generation module determines swap cash flow exposure information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining with an external system;

step 703: the cash flow calculation module stores the cash flow opening information of the current date during the end of each transaction date into a database, performs system initialization before the beginning of each transaction date, extracts the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increases and decreases in real time on the basis of the cash flow of the previous date when the transaction occurs in the current date to determine the cash flow data of the current date.

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

Fig. 8 is a schematic diagram of a computer device for executing a working method of a transaction cash flow computing system implemented by the present invention, and as shown in fig. 8, an embodiment of the present invention further provides a computer device including a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein the processor implements the working method of the transaction cash flow computing system when executing the computer program.

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in an embodiment, the working method may include:

In one embodiment, when the processor executes the computer program to implement the working method of the cash flow trading computing system, the precious metal forward trading splitting module is connected to a market trading system to obtain the forward trading price information and split the forward trading information into the precious metal spot trading information and the precious metal swap trading information, and the method includes:

In an embodiment, when the processor executes the computer program to implement the working method of the cash flow transaction computing system, the method for splitting the forward transaction information of the precious metal into the spot transaction information of the precious metal according to the spot transaction price information includes:

In an embodiment, when the processor executes the computer program to implement the working method of the cash flow transaction system, the splitting the forward transaction information of the precious metal into the swap transaction information according to the stock transaction information of the precious metal includes:

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in one embodiment, the method further includes:

In an embodiment, when the processor executes the computer program to implement the working method of the cash flow transaction system, the swap cash flow exposure generating module determines the swap cash flow exposure information according to the cash flow transaction information of the precious metal and the swap transaction information of the precious metal and the external system, and the determining includes:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

In one embodiment, when the processor executes the computer program to implement the above-mentioned method for operating a cash flow calculation system for trading, the cash flow calculation module stores the cash flow exposure information of the current date into the database at the end of each trading day, performs system initialization before the beginning of each trading day, extracts the cash flow exposure information of the current date from the database to calculate a cash flow of the previous date, and increases or decreases the cash flow of the current date in real time on the basis of the cash flow of the previous date when trading occurs on the day to determine the cash flow data of the current date, including:

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in one embodiment, the method further includes: calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in one embodiment, the computing of the implemented profit and loss information includes:

In an embodiment, when the processor executes the computer program to implement the working method of the trading cash flow computing system, the computing of the unproductive profit and loss information includes:

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in one embodiment, the method further includes: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

When the processor executes the computer program to implement the working method of the trading cash flow computing system, in one embodiment, the method further includes: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

An embodiment of the present invention further provides a computer-readable storage medium, where the computer-readable storage medium stores a computer program for executing a working method of implementing the above-mentioned transaction cash flow computing system.

When the computer program for implementing the method of the present invention is stored in a computer readable storage medium, in an embodiment, the method may include:

In one embodiment, when a computer program for implementing the working method of the cash flow transaction system is stored in the computer readable storage medium, the precious metal forward transaction splitting module is connected to a market transaction system, acquires forward transaction price information, and splits the precious metal forward transaction information into precious metal spot transaction information and precious metal swap transaction information, and the method includes:

When a computer program for implementing the method for operating the trading cash flow computing system is stored in the computer readable storage medium, in an embodiment, the method for splitting the forward trading information of the precious metal into the spot trading information according to the spot trading price information includes:

In one embodiment, when a computer program for implementing the working method of the cash flow transaction system is stored in the computer readable storage medium, the splitting the forward transaction information of the precious metal into the swap transaction information according to the stock transaction information of the precious metal includes:

When a computer program for implementing the method of the present invention is stored in a computer-readable storage medium, in an embodiment, the method further includes:

In one embodiment, when a computer program for implementing the working method of the above-mentioned transaction cash flow computing system is stored in the computer readable storage medium, the determining, by the swap cash flow exposure generating module, the swap cash flow exposure information according to the incoming transaction of the precious metal cash flow transaction information and the precious metal swap transaction information in combination with an external system, includes:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

When the computer readable storage medium stores a computer program for implementing the working method of the trading cash flow computing system, in one embodiment, the cash flow computing module stores the current date swap cash flow exposure information into the database at the end of each trading day, performs system initialization before the beginning of each trading day, extracts the swap cash flow exposure information from the database to compute a last cash flow, and increases or decreases the swap cash flow exposure information on the basis of the last cash flow in real time when a trade occurs on the day to determine the current day cash flow data, the method includes:

When a computer program for implementing the method of the present invention is stored in a computer-readable storage medium, in an embodiment, the method further includes: calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

When the computer program for implementing the method for operating the transaction cash flow computing system is stored in the computer readable storage medium, in one embodiment, the computing of the realized profit and loss information includes:

When the computer program for implementing the method for operating the transaction cash flow computing system is stored in the computer readable storage medium, in one embodiment, the computing of the unrealized profit-and-loss information includes:

When a computer program for implementing the method of the present invention is stored in a computer-readable storage medium, in an embodiment, the method further includes: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

When a computer program for implementing the method of the present invention is stored in a computer-readable storage medium, in an embodiment, the method further includes: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

To sum up, the embodiment of the invention provides a trading cash flow computing system and a working method thereof, which comprises the following steps: the noble metal forward trading splitting module is used for connecting a market trading system, acquiring the forward trading price information, and splitting the forward trading information into the spot trading information and the swap trading information of the noble metal; the swap cash flow opening generation module is used for determining swap cash flow opening information according to the noble metal cash flow transaction information and the noble metal swap transaction information which are transmitted into the transaction by combining an external system; and the cash flow calculation module is used for storing the cash flow opening information of the current date into the database at the end of each transaction date, carrying out system initialization before each transaction date, extracting the cash flow opening information of the date from the database to calculate the cash flow of the current date, and increasing and decreasing in real time on the basis of the cash flow of the previous date when the transaction occurs on the current date to determine the cash flow data of the current date. According to the invention, the noble metal forward transaction information is divided into the noble metal spot transaction information and the noble metal swap transaction information, so that the database reading and the cash flow data transmission optimization are realized. Valuation and profit and loss of the transaction are more easily calculated by the transaction cash flow data.

As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, system, 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 (systems), 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 above-mentioned embodiments are intended to illustrate the objects, technical solutions and advantages of the present invention in further detail, and it should be understood that the above-mentioned embodiments are only exemplary embodiments of the present invention, and are not intended to limit the scope of the present invention, and any modifications, equivalent substitutions, improvements and the like made within the spirit and principle of the present invention should be included in the scope of the present invention.

Claims

1. A transactional cash flow computing system, comprising:

2. The system of claim 1, wherein the precious metal forward trade splitting module is specifically configured to:

3. The system of claim 2, wherein splitting the precious metal forward trade information into precious metal spot trade information based on the spot trade price information comprises:

4. The system of claim 3, wherein the splitting of the precious metal forward trade information into precious metal swap trade information based on the precious metal spot trade information comprises:

5. The system of claim 1, wherein the precious metal forward trade splitting module is further configured to:

6. The system of claim 1, wherein the precious metal forward trade splitting module is further configured to:

7. The system of claim 1, wherein the swap cash flow exposure generation module is specifically configured to:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

8. The system of claim 1, wherein the swap cash flow exposure generation module is further configured to:

9. The system of claim 1, wherein the cash flow calculation module is specifically configured to:

10. The system of claim 9, wherein the cash flow calculation module is further to:

11. The system of claim 1, further comprising: the precious metal swap transaction profit and loss analysis module is used for calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

12. The system of claim 11, wherein calculating realized profit-and-loss information comprises:

13. The system of claim 11, wherein computing unrealized profit-and-loss information comprises:

14. The system of claim 11, wherein the precious metal swap transaction profit-and-loss analysis module is further configured to: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

15. The system of claim 11, wherein the precious metal swap transaction profit-and-loss analysis module is further configured to: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

16. A method of operating a transactional cash flow computing system, comprising:

17. The method of claim 16, wherein the precious metal forward trading splitting module is connected to a market trading system, obtains spot trading price information, and splits the precious metal forward trading information into precious metal spot trading information and precious metal swap trading information, and the method comprises:

18. The method of operating the system of claim 17, wherein splitting the precious metal forward trade information into precious metal spot trade information based on spot trade price information comprises:

19. The method of operating the system of claim 18, wherein splitting the precious metal forward trade information into precious metal swap trade information based on the precious metal spot trade information comprises:

20. The method of operating a system of claim 16, further comprising:

21. The method of operating a system of claim 16, further comprising:

22. The method of claim 16, wherein the swap cash flow exposure generation module determines the swap cash flow exposure information according to the precious metal spot transaction information and the precious metal swap transaction information in combination with an external system incoming transaction, comprising:

connecting an external system to acquire an incoming transaction;

inputting a new generation of transaction through a new generation of system;

23. The method of operating a system of claim 16, further comprising:

24. The method of operation of the system according to claim 16 wherein the cash flow calculation module stores the cash flow exposure information as of date falls into the database at the end of each trading day, performs system initialization before the beginning of each trading day, extracts the cash flow exposure information as of date falls into the database to calculate the cash flow as of the last day, and increases or decreases in real time based on the cash flow as of the last day when trading occurs as of the day to determine the cash flow data as of the day, comprising:

25. The method of operating a system of claim 24, further comprising:

26. The method of operating a system of claim 16, further comprising: calculating realized profit and loss information and unrealized profit and loss information according to the precious metal spot transaction information and the precious metal swap transaction information and by combining cash flow data;

27. The method of operating a system of claim 26, wherein calculating realized benefit information comprises:

28. The method of operating a system of claim 26, wherein computing unrealized profit-and-loss information comprises:

29. The method of operating a system of claim 26, further comprising: and the loss and the benefit of the noble metal swap trade are monitored in real time by selecting the folder corresponding to the noble metal swap trade and adding monitoring configuration.

30. The method of operating a system of claim 26, further comprising: and selecting a folder corresponding to the historical time period and the precious metal swap transaction, and inquiring the precious metal swap transaction profit and loss historical data.

31. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, wherein the processor when executing the computer program implements a method of operation of the system of any one of claims 16 to 30.

32. A computer-readable storage medium, characterized in that it stores a computer program for executing a method for implementing the working of the system according to any one of claims 16 to 30.