Labels

_fuxi (75) _IV (146) _misc (5) {610610 (30) algo (1) automatedTrading (8) banking/economy (3) book (14) c++misc (125) c++real (15) c++STL/java_container (7) cppTemplate (1) db (13) DB_tuning (4) deepUnder (1) dotnet (69) eTip (17) excelVBA (12) finance+sys (34) financeMisc (24) financeRisk (2) financeTechMisc (4) financeVol (21) finmath (17) fixedIncome (25) forex (16) IDE (24) invest (1) java (43) latency (4) LinearAlgebra (3) math (30) matlab (24) memoryMgmt (11) metaPrograming (2) MOM (15) msfm (1) murex (4) nofx (11) nosql (3) OO_Design (1) original_content (4) scriptUnixAutosys (19) SOA (7) socket/stream (15) sticky (1) subquery+join (2) swing (32) sybase (6) tech_orphan (12) tech+fin_career (30) telco (11) thread (21) timeSaver (13) tune (10) US_imm (2) US_misc (2) windoz (20) z_algo+dataStructure (4) z_arch (2) z_c#GUI (30) z_career (10) z_career]US^Asia (2) z_careerBig20 (1) z_careerFinanceTech (11) z_FIX (6) z_forex (31) z_hib (2) z_ikm (7) z_inMemDB (3) z_j2ee (10) z_oq (14) z_php (1) z_py (26) z_quant (4) z_skillist (3) z_spr (5)

Monday, August 6, 2007

Currency tables

To my surprise, there's actually a CurrencyHoliday table in the FX trading system. Traders/dealers are alerted to holidays that impact their trade's settlement.

Forward traders get a calendar automatically adjusted based on this table, to show the value dates of T/N, S/N, 1m, 2m etc

The related TblCurrencyPair table holds standard lot size and settlement convension (like T+1 for CAD)