FinPlusCurveManager

Manage intraday real-time and eod curves.

• Curves

Curves
DefaultCurve
BondCurve
YieldCurve
OISCurve

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Example Application

Curve linking to quotes.

• Market Maker can double as a curve manager or variant configs of if required.
• Same product to manage default, OIS and yield curves (both valuation, discount and multiple basis of).
• Curve adjustments (eg IRFutPXAdj, JumpDateAdj) setup as instruments and linked to curves, recovery rates will also be setup as instruments.
• Interim solution adjustment can be fed using FinPlusRTDMessage, example of spreadsheet driven levels see QuoteECNStub.xmls used for informal test/dev.

• Query linked context menu.

Note nature of config driven component design allows for variant products to fit a wider variety of requirements, will add configs for curve views.