FinPlusComponents

_Note this has been split into three assemblies. _

Service components (see Component Base/Component Model), for UI components see FinPlusWPFControls.

Base Class

FinPlusComponent: Base class for all service components, UI component equivalent FinPlusControl.

Service Loader

Component	Group	Description
FinPlusWCFService	Loader	Builds service from config using FinPlusFuncFactory and initialises log.

Connectivity

Component	Group	Description
FinPlusConnectService	Connection	Starts/Links to child service.
FinPlusConnectDB	Connection	All data real-time be it a trade, book, static etc.
FinPlusConnectInterop	Connection	Interop socket.
FinPlusMessaging	Connection	Service component wrapper for Messaging2.

Links

Component | Group | Description
------ | ------ | ------_
FinPlusLink | Connection | Mantains relationship re order of build.

Feeds

Component	Group	Description
FinPlusGoogleFeed	Connection	Google px feeds.
FinPlusYahooFeed	Connection	Under construction

Accumulators

Component	Group	Description
FinPlusAccumulator	Accumulator	Real-time function accumulator results in function format.
FinPlusEquate	Accumulator	Real-time combine functions with formula ability.
FinPlusCashGap	Accumulator	Real-time cash gap report, docks with FinPlusData.

Threading

Component	Group	Description
FinPlusSyncThrottle	Threading	Sync/cache/redirect/throttle components primary use market.

Errors

Component	Group	Description
FinPlusReporter	Report	Primary use report errors.

Market Making

Market Making core components see FinPlusMarketMaker.

Component	Group	Description
FinPlusQuoteConnect	Quote	Platform TWeb, BTec etc adaptor.
FinPlusQuoteEngine	Quote	Parses quotes provided by FinPlusQuoteConnect.
FinPlusQuoteSource	Quote	Wraps quote source Function.
FinPlusQuoteInstrument	Quote	Wraps instrument Function.
FinPlusQuoteWrapper	Quote	Wraps quote Function.
FinPlusQuoteSpread	Quote	Wraps spread Function.
FinPlusQuoteBuySell	Quote	Quote buy sell.
FinPlusLevel	Quote	Market level.
FinPlusTradeRegister	Quote	Saves executions for execution checks/audit re trade parsers.

Analytics

Component	Group	Description
FinPlusCache	Analytics	Generates trade cache.
FinPlusMarket	Analytics	Historic market levels.
FinPlusValuation	Analytics	Values and shocks.

Note basic InstrumentBuild analytics eg bond yield, pluggable per instrument type and/or analytics.

Component	Group	Description
QLAnalytics	Analytics	Instance of QLProxy with ControlString market name, date, for required engine results.
QLEngineYieldCurves	Analytics	Connects to CurveAdaptor and YieldCurveBuilds to produce yield curves.
QLDefaultCurves	Analytics	Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves.
QLBondCurves	Analytics	Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves.
QLEngineIndexs	Analytics	Indexs.
QLEngineBond	Analytics	BondBuilds QLAnalytics.
QLEngineCDS	Analytics	CDSBuilds QLAnalytics.
QLEngineSwap	Analytics	SwapBuilds QLAnalytics.
QLEngineDepo	Analytics	DepoBuilds QLAnalytics.
QLEngineFRA	Analytics	FRABuilds QLAnalytics.
QLEngineIRFut	Analytics	IRFutBuilds QLAnalytics.
QLEngineFX	Analytics	FXBuilds QLAnalytics.

Quote to Trade Parsers

Accepted quote execution Function parses to trade Function, supports multiple parsers for one trade type to feed to multiple systems eg Bloomberg and inhouse for bonds or same system re mirroring/shadowing.

Component	Group	Description
QLParseBondTrade	TradeParser	Bond quote to trade and saves to db.
QLParseCDSTrade	TradeParser	CDS quote to trade and saves to db.
QLParseSwapTrade	TradeParser	Swap quote to trade and saves to db.
QLParseDepoTrade	TradeParser	Depo quote to trade and saves to db.
QLParseFRATrade	TradeParser	FRA quote to trade and saves to db.
QLParseIRFutTrade	TradeParser	IR Future quote to trade and save to db.
QLParseBondFutTrade	TradeParser	Bond Future quote to trade and save to db.
OGParseSwapTrade	TradeParser	Open gamma suggestion.
BBParseBondTrade	TradeParser	Bloomberg suggestion.
BBParseIRFutTrade	TradeParser	Bloomberg suggestion.
BBParseBondFutTrade	TradeParser	Bloomberg suggestion.

Note these parsers are specific to QuantLib, swaps and bonds will have similar fields across analytics libraries and trade processing systems, small adaptions to create parsers for different systems.