Recent changes to FinPlusComponents

FinPlusComponents modified by Fin-Plus

Fin-Plus — Thu, 25 Jun 2015 13:36:10 -0000

--- v3
+++ v4
@@ -10,9 +10,7 @@

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-[FinPlusWCFService](FinPlusWCFService)
-Loader
-Builds service from config using FinPlusFuncFactory and initialises log.
+[FinPlusWCFService](FinPlusWCFService) | Loader | Builds service from config using FinPlusFuncFactory and initialises log.

 **Connectivity**

FinPlusComponents modified by Fin-Plus

Fin-Plus — Thu, 25 Jun 2015 13:35:42 -0000

--- v2
+++ v3
@@ -19,82 +19,46 @@

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-
-[FinPlusConnectService](FinPlusConnectService)
-Connection
-Starts/Links to child service. 
-
-[FinPlusConnectDB](FinPlusConnectDB)
-Connection
-All data real-time be it a trade, book, static etc.
-
-[FinPlusConnectInterop](FinPlusConnectInterop)
-Connection 
-Interop socket. 
-
-[FinPlusMessaging](FinPlusMessaging)
-Connection
-Service component wrapper for [Messaging2](Messaging2).
+[FinPlusConnectService](FinPlusConnectService) | Connection | Starts/Links to child service. 
+[FinPlusConnectDB](FinPlusConnectDB) | Connection | All data real-time be it a trade, book, static etc.
+[FinPlusConnectInterop](FinPlusConnectInterop) | Connection  | Interop socket. 
+[FinPlusMessaging](FinPlusMessaging) | Connection | Service component wrapper for [Messaging2](Messaging2).

 **Links**

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------_
-
-FinPlusLink 
-Connection
-Mantains relationship re order of build. 
+FinPlusLink  | Connection | Mantains relationship re order of build. 

 **Feeds**

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-
-FinPlusGoogleFeed 
-Connection
-Google px feeds. 
-
-FinPlusYahooFeed 
-Connection
-Under construction 
+FinPlusGoogleFeed  | Connection | Google px feeds. 
+FinPlusYahooFeed  | Connection | Under construction 

 **Accumulators**

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-
-[FinPlusAccumulator](FinPlusAccumulator)
-Accumulator 
-Real-time function accumulator results in function format. 
-
-[FinPlusEquate](FinPlusEquate)
-Accumulator 
-Real-time combine functions with formula ability. 
-
-[FinPlusCashGap](FinPlusCashGap)
-Accumulator 
-Real-time cash gap report, docks with FinPlusData. 
+[FinPlusAccumulator](FinPlusAccumulator) | Accumulator  | Real-time function accumulator results in function format. 
+[FinPlusEquate](FinPlusEquate) | Accumulator  | Real-time combine functions with formula ability. 
+[FinPlusCashGap](FinPlusCashGap) | Accumulator | Real-time cash gap report, docks with FinPlusData. 

 **Threading**

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-
-[FinPlusSyncThrottle](FinPlusSyncThrottle)
-Threading
-Sync/cache/redirect/throttle components primary use market. 
+[FinPlusSyncThrottle](FinPlusSyncThrottle) | Threading | Sync/cache/redirect/throttle components primary use market. 

 **Errors**

 _Component_ | _Group_ | _Description_
------- | ------ | ------_
-
-FinPlusReporter 
-Report 
-Primary use report errors. 
+------ | ------ | ------
+FinPlusReporter  | Report  | Primary use report errors. 

 **Market Making**

@@ -103,42 +67,15 @@

 _Component_ | _Group_ | _Description_
 ------ | ------ | ------
-
-[FinPlusQuoteConnect](FinPlusQuoteConnect)
-Quote 
-Platform TWeb, BTec etc adaptor.
-
-[FinPlusQuoteEngine](FinPlusQuoteEngine)
-Quote 
-Parses quotes provided by [FinPlusQuoteConnect](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](FinPlusTradeRegister)
-Quote 
-Saves executions for execution checks/audit re trade parsers.
+[FinPlusQuoteConnect](FinPlusQuoteConnect) | Quote  | Platform TWeb, BTec etc adaptor.
+[FinPlusQuoteEngine](FinPlusQuoteEngine) | Quote  | Parses quotes provided by [FinPlusQuoteConnect](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](FinPlusTradeRegister)  | Quote  | Saves executions for execution checks/audit re trade parsers.

 **Analytics**

FinPlusComponents modified by Fin-Plus

Fin-Plus — Thu, 25 Jun 2015 13:31:10 -0000

--- v1
+++ v2
@@ -8,19 +8,17 @@

 **Service Loader**

-_Component_
-_Group_
-_Description_
-
+_Component_ | _Group_ | _Description_
+------ | ------ | ------
 [FinPlusWCFService](FinPlusWCFService)
 Loader
 Builds service from config using FinPlusFuncFactory and initialises log.

 **Connectivity**

-_Component_
-_Group _
-Description_ _
+
+_Component_ | _Group_ | _Description_
+------ | ------ | ------

 [FinPlusConnectService](FinPlusConnectService)
 Connection
@@ -40,9 +38,8 @@

 **Links**

-_Component_
-_Group _
-Description_ _
+_Component_ | _Group_ | _Description_
+------ | ------ | ------_

 FinPlusLink 
 Connection
@@ -50,9 +47,8 @@

 **Feeds**

-_Component_
-_Group _
-Description_ _
+_Component_ | _Group_ | _Description_
+------ | ------ | ------

 FinPlusGoogleFeed 
 Connection
@@ -64,9 +60,9 @@

 **Accumulators**

-_Component_
-_Group_
-_Description_
+
+_Component_ | _Group_ | _Description_
+------ | ------ | ------

 [FinPlusAccumulator](FinPlusAccumulator)
 Accumulator 
@@ -82,9 +78,9 @@

 **Threading**

-_Component_
-_Group_
-_Description_
+
+_Component_ | _Group_ | _Description_
+------ | ------ | ------

 [FinPlusSyncThrottle](FinPlusSyncThrottle)
 Threading
@@ -92,9 +88,9 @@

 **Errors**

-_Component_
-_Group_
-_Description_
+
+_Component_ | _Group_ | _Description_
+------ | ------ | ------_

 FinPlusReporter 
 Report 
@@ -104,9 +100,9 @@

 Market Making core components see [FinPlusMarketMaker](FinPlusMarketMaker). 

-_Component_
-_Group_
-_Description_
+
+_Component_ | _Group_ | _Description_
+------ | ------ | ------

 [FinPlusQuoteConnect](FinPlusQuoteConnect)
 Quote 
@@ -146,126 +142,47 @@

 **Analytics**

-_Component_
-_Group_
-_Description_
-
-[FinPlusCache](FinPlusCache)
-Analytics
-Generates trade cache.
-
-[FinPlusMarket](FinPlusMarket)
-Analytics
-Historic market levels.
-
-[FinPlusValuation](FinPlusValuation)
-Analytics
-Values and shocks.
+_Component_ | _Group_ | _Description_
+------ | ------ | ------
+[FinPlusCache](FinPlusCache) | Analytics | Generates trade cache.
+[FinPlusMarket](FinPlusMarket) | Analytics | Historic market levels.
+[FinPlusValuation](FinPlusValuation) | Analytics | Values and shocks.

 _Note basic [InstrumentBuild](InstrumentBuild) analytics eg bond yield, pluggable per instrument type and/or analytics._

-_Component_
-_Group_
-_Description_

-[QLAnalytics](QLAnalytics)
-Analytics
-Instance of QLProxy with ControlString market name, date, for required engine results. 
-
-[QLEngineYieldCurves](QLEngineYieldCurves)
-Analytics
-Connects to CurveAdaptor and YieldCurveBuilds to produce yield curves. 
-
-[QLDefaultCurves](QLDefaultCurves)
-Analytics
-Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves. 
-
-[QLBondCurves](QLBondCurves)
-Analytics
-Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves. 
-
-[QLEngineIndexs](QLEngineIndexs)
-Analytics
-Indexs. 
-
-[QLEngineBond](QLEngineBond)
-Analytics
-BondBuilds [QLAnalytics](QLAnalytics). 
-
-[QLEngineCDS](QLEngineCDS)
-Analytics
-CDSBuilds [QLAnalytics](QLAnalytics).
-
-[QLEngineSwap](QLEngineSwap)
-Analytics
-SwapBuilds [QLAnalytics](QLAnalytics). 
-
-[QLEngineDepo](QLEngineDepo)
-Analytics
-DepoBuilds [QLAnalytics](QLAnalytics). 
-
-[QLEngineFRA](QLEngineFRA)
-Analytics
-FRABuilds [QLAnalytics](QLAnalytics). 
-
-[QLEngineIRFut](QLEngineIRFut)
-Analytics
-IRFutBuilds [QLAnalytics](QLAnalytics). 
-
-[QLEngineFX](QLEngineFX)
-Analytics
-FXBuilds [QLAnalytics](QLAnalytics). 
+_Component_ | _Group_ | _Description_
+------ | ------ | ------
+[QLAnalytics](QLAnalytics) | Analytics | Instance of QLProxy with ControlString market name, date, for required engine results. 
+[QLEngineYieldCurves](QLEngineYieldCurves) | Analytics | Connects to CurveAdaptor and YieldCurveBuilds to produce yield curves. 
+[QLDefaultCurves](QLDefaultCurves) | Analytics | Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves. 
+[QLBondCurves](QLBondCurves) | Analytics | Connects to CurveAdaptor and DefaultCurveBuilds to produce default curves. 
+[QLEngineIndexs](QLEngineIndexs) | Analytics | Indexs. 
+[QLEngineBond](QLEngineBond) | Analytics | BondBuilds [QLAnalytics](QLAnalytics). 
+[QLEngineCDS](QLEngineCDS) | Analytics | CDSBuilds [QLAnalytics](QLAnalytics).
+[QLEngineSwap](QLEngineSwap) | Analytics | SwapBuilds [QLAnalytics](QLAnalytics). 
+[QLEngineDepo](QLEngineDepo) | Analytics | DepoBuilds [QLAnalytics](QLAnalytics). 
+[QLEngineFRA](QLEngineFRA) | Analytics | FRABuilds [QLAnalytics](QLAnalytics). 
+[QLEngineIRFut](QLEngineIRFut) | Analytics | IRFutBuilds [QLAnalytics](QLAnalytics). 
+[QLEngineFX](QLEngineFX) | Analytics | FXBuilds [QLAnalytics](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](QLParseBondTrade)
-TradeParser
-Bond quote to trade and saves to db. 
-
-[QLParseCDSTrade](QLParseCDSTrade)
-TradeParser
-CDS quote to trade and saves to db. 
-
-[QLParseSwapTrade](QLParseSwapTrade)
-TradeParser
-Swap quote to trade and saves to db. 
-
-[QLParseDepoTrade](QLParseDepoTrade)
-TradeParser
-Depo quote to trade and saves to db. 
-
-[QLParseFRATrade](QLParseFRATrade)
-TradeParser
-FRA quote to trade and saves to db. 
-
-[QLParseIRFutTrade](QLParseIRFutTrade)
-TradeParser
-IR Future quote to trade and save to db. 
-
-[QLParseBondFutTrade](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. 
+_Component_ | _Group_ | _Description_
+------ | ------ | ------
+[QLParseBondTrade](QLParseBondTrade) | TradeParser | Bond quote to trade and saves to db. 
+[QLParseCDSTrade](QLParseCDSTrade) | TradeParser | CDS quote to trade and saves to db. 
+[QLParseSwapTrade](QLParseSwapTrade) | TradeParser | Swap quote to trade and saves to db. 
+[QLParseDepoTrade](QLParseDepoTrade) | TradeParser | Depo quote to trade and saves to db. 
+[QLParseFRATrade](QLParseFRATrade) | TradeParser | FRA quote to trade and saves to db. 
+[QLParseIRFutTrade](QLParseIRFutTrade) | TradeParser | IR Future quote to trade and save to db. 
+[QLParseBondFutTrade](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](QuantLib), swaps and bonds will have similar fields across analytics libraries and trade processing systems, small adaptions to create parsers for different systems._

FinPlusComponents modified by Anonymous

Anonymous — Wed, 24 Jun 2015 06:21:54 -0000

_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.