JP2015082186A - System and program for calculating investment trust application unacceptable date - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a technique to automatically calculate a date when an investment trust application cannot be accepted.SOLUTION: A system 10 for calculating investment trust application unacceptable date comprises: a basic fund information storage section 16 which stores attribute information of investment trusts in association with fund codes; a holiday calendar information storage section 18 which stores holidays of a plurality of overseas financial instrument exchanges in association with calendar IDs allocated to respective financial instrument exchanges; a reference calendar information storage section 20 where the calendar IDs to be referred to are defined for respective investment trusts; and an application unacceptable date calculation section 14 which extracts the holidays of respective overseas financial instrument exchanges as application unacceptable dates by referring to the basic fund information storage section 16, the holiday calendar information storage section 18 and the reference calendar information storage section 20 and stores the extracted holidays in an application unacceptable date master storage section 22 in association with the fund codes.

Description

  TECHNICAL FIELD The present invention relates to a system and a program for calculating a non-applicable date for investment trusts, and more particularly to a technique for automatically calculating a day when an application for setting or canceling investment trusts cannot be made due to reasons such as holidays in overseas markets.

Investment trusts (hereinafter referred to as “investment trusts”) are composed of various financial products such as stocks, bonds, futures, and foreign exchange, so if there is an application for setting (purchase) or cancellation (cash) for specific investment trusts, An investment trust management company needs to buy and sell each financial product included in the investment trust in the market.
Investment trusts often include financial products such as foreign stocks and foreign bonds. For example, if the overseas market related to these foreign financial products is not opened for reasons such as holidays during the settlement period. Even if the application date is a weekday in Japan, the investment trust will not be cancelled.

For this reason, each investment trust management company collects closed information on its own by periodically visiting websites in overseas markets, etc., and creates a list of non-application days for investment trusts operated by the company. This is provided to investment trust sales companies such as companies.
Upon receiving this, the investment trust sales company creates a list of non-applicable days for each investment trust sold by the company and announces it on a homepage or the like (see Non-Patent Document 1).
Tokai Tokyo Securities Co., Ltd./Domestic Investment Trust Order Unavailable Date Internet URL: https://www.tokaitokyo.co.jp/products/fund/calendar/ Search Date: June 25, 2013

For this reason, it is extremely important for investment trust management companies to correctly guide the dates when they cannot apply for their own investment trusts. If wrong information is given to a sales company, it may lead to major troubles and credit problems. .
However, in addition to the large number of overseas markets, the combination of financial products that make up investment trusts frequently fluctuates, so a large burden is placed on investment trust management companies to always maintain the exact date when each investment trust cannot be applied. It was.

  The present invention has been devised in order to reduce the burden on such investment trust management companies, and an object thereof is to provide a technique for automatically calculating an investment disapproval date.

  In order to achieve the above object, the investment trust non-application date calculation system according to claim 1 includes a fund basic information storage means for storing attribute information of an investment trust in association with a fund code, and a plurality of foreign investment information. Holiday calendar information storage means for storing holidays in the financial instrument exchange in association with the calendar ID assigned to each financial instrument exchange, and reference calendar information for defining a calendar ID to be referenced for each investment trust Refer to the storage means, the fund basic information storage means, the holiday calendar information storage means and the reference calendar information storage means, and extract the holidays related to foreign financial instruments exchanges as non-applicable days for investment trusts. And an unapplicable date calculating means for storing in the unapplicable date master storage means in association with

  The non-applicable date calculation system for investment trust described in claim 2 is based on the system of claim 1, and the holiday calendar information storage means also includes holiday information relating to banks in a plurality of foreign regions. The non-application date calculation means extracts the non-application date with reference to holiday information related to banks in a plurality of foreign regions. Yes.

  The non-applicable date calculation system for investment trust described in claim 3 is based on the system of claim 1 or 2, and the reference calendar information storage means indicates that the number of days applicable in Japan for each holiday is the same day or the next business day. The application unavailable date calculation means is characterized in that the application unavailable date is derived by applying the adaptive days to each holiday stored in the holiday calendar information storage means.

An investment trust non-application date calculation program according to claim 4 is a fund basic information storage means for storing a computer, attribute information of an investment trust in association with a fund code,
Holiday calendar information storage means for storing holidays in multiple foreign financial instrument exchanges in association with the calendar ID assigned to each financial instrument exchange, and calendar IDs to be referenced for each investment trust are defined With reference to the reference calendar information storage means, the fund basic information storage means, the holiday calendar information storage means and the reference calendar information storage means, a holiday relating to each foreign financial instrument exchange is extracted as an investment trust non-applicable date, It is characterized by functioning as a non-application date calculation means for storing in the non-application date master storage means in association with the fund code.

In the investment trust non-applicable date calculation system according to claim 1 and the investment trust non-applicable date calculation program according to claim 4, the holiday calendar information storage means stores holiday information of each financial product exchange in a foreign country. In addition, if the necessary calendar IDs are registered in the reference calendar information storage means according to the composition of the foreign financial products included in each investment trust, the application for each investment trust is automatically applied by the means for calculating the unavailable date. It has the advantage that impossible days are extracted across.
In addition, even when the composition of foreign financial products included in an investment trust changes, simply by correcting the calendar ID registered in the reference calendar information storage means, the non-application date for the investment trust can be easily recalculated. Has advantages.

  If the holidays of foreign financial instruments exchanges do not match the holidays of the local bank, even if the exchange is open, if the bank is on a holiday, it will not be possible to settle, and in effect the transaction will not be possible. . On the other hand, in the case of the non-application date calculation system according to claim 2, holidays related to foreign banks can be reflected in the calculation result of non-application days. It will be possible to correctly recognize that the application is not possible.

  Depending on the difference in time difference and settlement method, etc., the purchase and sale of foreign financial products accompanying the cancellation of investment trust establishment may be executed on the day of application or on the next business day. Claim 3 According to the application deadline calculation system described above, in the case of execution on the day, “applicable days = current day” is set in the reference calendar information storage means, and in the case of execution of the next business day, “applicable days = next business day” is set. This makes it possible to derive a non-application date that matches the actual transaction.

  FIG. 1 is a block diagram of a non-application date calculation system 10 for investment trusts according to the present invention. An application non-application date calculation unit 14, a fund basic information storage unit 16, a holiday calendar information storage unit 18, and a reference calendar information storage. And a non-application date master storage unit 22.

The non-application date calculation unit 14 is realized when the CPU of the computer executes a predetermined process according to the OS and a dedicated application program.
In addition, the fund basic information storage unit 16, holiday calendar information storage unit 18, reference calendar information storage unit 20, and non-application date master storage unit 22 are provided in the external storage device of the computer.

The fund basic information storage unit 16 stores attribute information of various investment trusts entrusted by each investment trust management company.
Specifically, as shown in Fig. 2, data items such as fund code, fund name, ISIN code, public / private recruitment flag, domestic / foreign national flag, unit type / additional type flag, setting date, redemption date, etc. The prepared record is stored.

The holiday calendar information storage unit 18 stores holiday information (excluding weekends) for each exchange (market) of various financial products overseas.
Specifically, as shown in FIG. 3, calendar ID, calendar name (New York Stock Exchange, etc.), holiday (2012/01/02, etc.), holiday name (New Years Day, etc.), all holiday flag (all holidays) / Records with data items such as transaction time limit) are stored.

In some countries and regions, the exchange holiday and the bank holiday may not match, and even if the exchange is open, if the bank is closed, funds cannot be settled. Since the transaction cannot be performed, the holiday calendar information storage unit 18 also stores bank holiday information for each region (city).
FIG. 4 shows an example in which holiday calendar information is listed and printed for each calendar name.

Holiday information on overseas exchanges, etc. is basically collected and updated by regularly visiting the websites of exchanges and banks in each country by the staff of the system operator.
At this time, the holiday information obtained from the information vendor is also referred to.

  In the reference calendar information storage unit 20, a holiday calendar to be referred to for each investment trust is defined. Specifically, as shown in Fig. 5, fund code, application start date (2012/01/01, etc.), application end date (2012/12/31, etc.), calendar ID, application days (current day / next business day) ), Semi-holiday / time reduction date flag (cancel / cannot be disabled), setting flag (can be set / cannot be set), cancellation flag (cancellation / cannot be canceled), etc. Has been.

In preparation for using this investment trust non-applicable date calculation system 10, the person in charge of the investment trust management company provides the system operator with an “investment trust non-applicable date calculation registration confirmation form” for each investment trust entrusted by the company. Submit to.
As shown in FIG. 6, this registration confirmation form 30 includes a “fund code” entry field 32, a “fund name” entry field 34, an “ISIN code” entry field 36, an “attribute classification” selection field 38, and a “reference calendar”. A designation column 40 and a “closed day for fund convenience” entry column 42 are provided.

In the “reference calendar” designation field 40, a necessary number of calendar names relating to the exchange or settlement bank of the financial product included in the investment trust are entered.
For example, if an investment trust includes shares traded on the New York Stock Exchange and shares traded on the London Stock Exchange, the New York Stock Exchange, New York Bank, London Stock Exchange, London Bank The four holiday calendar names are designated as reference calendars.

  Also, for each calendar, referral method (current day / next business day / other than above), half-holiday / time reduction date (unavailable / not disabled / others), applicable (application and cancellation / application only / cancellation only) ) Is selected.

  If there is a transaction suspension date unique to investment trusts, a specific date (such as October 10, 2013) and a specific method (such as the tenth day of each month) are entered in the “Fund closed days” entry field 42.

The staff of the system operator who has received the registration confirmation form 30 from the person in charge of the investment trust management company inputs data on the client terminal (not shown) based on the described information, and the fund basic information storage unit 16 and the reference calendar. Records are additionally registered in the information storage unit 20, respectively.
When registering fund basic information, public information such as securities registration forms is also referred to.

  When necessary data is stored in the fund basic information storage unit 16 and the reference calendar information storage unit 20, a command for calculating an application unavailable date is transmitted from the client terminal. In response to this, the application unavailable date calculation unit 14 generates the application impossible date information of the investment credit by referring to the newly registered fund basic information, reference calendar information, and holiday calendar information. Store in the storage unit 22.

FIG. 7 exemplifies records stored in the non-applicable date master storage unit 22 and includes a fund code, an unapplicable date (2012/01/02, etc.), a public flag (public / non-public), and a setting flag. Data items such as (can be set / cannot be set), cancellation flag (cancellation / cannot be canceled), all-holiday flag (all-holiday / transaction time is limited), and summary are provided.
In the “summary” data item, a calendar name and a holiday name, which are the basis for the non-applicable date, are described within three cases.

  For example, if the non-application date for 2012/01/02 is due to a New York Stock Exchange holiday, New York Bank holiday, London Stock Exchange holiday, London Bank holiday, New York Stock Exchange New Years Day, New York Bank Holiday (New Years Day), London Stock Exchange Holiday (New Years Day) are described.

  If “next business day” is set in “applicable days” in the reference calendar information, the application unavailable date calculation unit 14 sets the day before “holiday” set in the holiday calendar information as the application unavailable date master. Set to “Holiday”.

If a closed day for fund convenience is specified in the registration confirmation form 30, a record corresponding to this is additionally registered in the non-application date master storage unit 22.
In this case, a character string indicating “a closed day for funds” is described in the “summary” data item.

  FIG. 8 shows an example in which the application unavailable dates stored in the application unavailable date master storage unit 22 are listed in units of investment trusts and output via a printer connected to the client terminal.

If the composition of the financial products included in the investment trust changes and the holiday calendar to be referred to needs to be changed, the person in charge of the investment trust management company resubmits the registration confirmation form 30 and calculates a new non-application date. Ask the operator.
In response to this, the system operator updates the reference calendar information and then instructs the non-application date calculation unit 14 to recalculate the non-application date.

It is a block diagram which shows the structure of the investment trust impossible day calculation system which concerns on this invention. It is a figure which shows the structure of fund basic information. It is a figure which shows the structure of holiday calendar information. It is a figure which shows the example which listed and printed out holiday calendar information by the calendar name unit. It is a figure which shows the structure of reference calendar information. It is a figure which shows the structural example of investment trust application impossible day calculation registration confirmation vote. It is a figure which shows the structure of an application impossible day master. It is a figure which shows the example which listed and printed out the application impossible day by investment trust unit.

10 Non-application date calculation system
14 Application day calculation part
16 Fund basic information storage
18 Holiday calendar information storage
20 Reference calendar information storage
22 Unavailable date master storage
30 Registration confirmation form

Claims (4)

Fund basic information storage means for storing investment trust attribute information in association with a fund code;
Holiday calendar information storage means for storing holidays in a plurality of foreign financial instrument exchanges in association with a calendar ID assigned to each financial instrument exchange;
Reference calendar information storage means for defining a calendar ID to be referenced for each investment trust,
Referring to the above fund basic information storage means, holiday calendar information storage means and reference calendar information storage means, the holidays related to foreign financial instruments exchanges are extracted as non-applicable days for investment trusts, and are applied in association with fund codes. An unacceptable date calculating means to be stored in the impossible date master storage means;
An investment trust non-application date calculation system characterized by comprising In the holiday calendar information storage means, holiday information relating to banks in a plurality of foreign regions is also stored in association with the calendar ID assigned to each region,
2. The non-application date calculation unit according to claim 1, wherein the non-application date calculation means extracts the non-application date by referring to holiday information relating to banks in a plurality of foreign regions. . In the above reference calendar information storage means, the number of days applied in Japan for each holiday is defined as the current day or the next business day.
3. The investment trust date according to claim 1 or 2, wherein the non-application date calculation means derives the non-application date by applying the adaptive days to each holiday stored in the holiday calendar information storage means. Non-application date calculation system. Computer
Fund basic information storage means for storing investment trust attribute information in association with the fund code,
Holiday calendar information storage means for storing holidays in a plurality of foreign financial instrument exchanges in association with the calendar ID assigned to each financial instrument exchange,
Reference calendar information storage means for defining a calendar ID to be referenced for each investment trust,
Referring to the above fund basic information storage means, holiday calendar information storage means and reference calendar information storage means, the holidays related to foreign financial instruments exchanges are extracted as non-applicable days for investment trusts, and are applied in association with fund codes. Non-applicable date calculation means to be stored in the impossible date master storage means,
A program for calculating days when investment trusts cannot be applied.

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