Find below the list of common variables used in subroutines. They’re accessible as long as you include “$INSERT I_COMMON” in
Author: Marc
JBase / T24 Administration
The section of T24 OPERATIONS is as much important as the rest of the T24 Modules. During the COB/EOD -which
Accumulators / Decumulators
Accumulator, decumulator, target, pivot are all structured products based on complex derivatives. This post is explaining how they work and
DEBUGGER
2 ways to invoke the debugger: launching debugger once a program is called and reaching a specific line number:
FX Options pricing – Plain Vanilla European model (Part II)
Part II: End of day and online FX options pricing processes This article is the continuation of the part I.
Implied and historical volatility
Volatility is one of the parameters needed to calculate the price of a currency option between its trade date and
FX Options pricing (Exotic) – European Single Barrier options
Definition Barrier options are part of exotic options. They differ from standard (or vanilla) options by having extra criteria to
Introduction to Delta
Delta is one of many indicators that option pricing models are providing (Greeks). It represents the practical level for exercising
La notion de Delta
Le Delta fait partie des nombreuses variables (que l’on appelle les “Grecs”) qu’un outil de pricing d’option va retourner. Il représente
Update a record in live & history file during EOD/COB
Just an example of elements to include in a routine that update a record during the COB (end of day
FX Options: relation between premium prices in percentage vs in pips
FX options can be negotiated either in percentage or in pips (price interest points). This illustrates the various equivalences to
Number(s) Formatting
First thing to note: native data is string in Jbase. So if you start with multiplying your data by 1,
Core Accounting
CORE ACCOUNTING Main table: CONSOLIDATE.COND Audit Track Focus on DX module CORE ACCOUNTING MAIN TABLE: CONSOLIDATE.COND The financial
Get Call stack history
In a routine, when you need to get information about the calling subroutine / program, or the routine which called
DX files updated
When a new DX.TRADE is input, here’s the list of files updated(*): FCUS.LIMIT FCUS.LIMIT.ACT FCUS.LIMIT.TXNS FFIN.ACCOUNT FFIN.DX.ACCT.ENTRIES FFIN.DX.COB.WORKFILE FFIN.DX.COB.WORKFILE.HISTORY FFIN.DX.COMMISSION.DIAGS
Charges and Commissions on SEC.TRADE
Accounting Setup fields available Field No Field Name Post to Post ccy Category defined on Source Broker 87 BR.BROKER.COMM
DX update prices for FX Exotic options: European Single Barrier options
All basic rules to update DX prices for FX options are already described in these two posts : FX options
Volatilité historique et volatilité implicite
La volatilité est un des paramètres nécessaires pour calculer le prix d’une option de change entre sa date de valeur
Utilisation pratique du Delta : la Gestion en Delta neutre
Utilisation pratique du Delta : la Gestion en Delta neutre Une position optionnelle induit un risque de change, au même
How to set-up Guaranties using the MD.DEAL application
Global parameters MD.PARAMETER contains all the types of guarantees issued and received (asset / Liability), with their corresponding product category
Function usage
JBase-Basic allows the definition of functions, like in any standard programing language. Benefit is that programs calling functions are much easier to read
Interest Day Basis
Main regulatory organizations: ICMA(2005): International Capital Market Association. Merger of ISMA(1991, ex-AIBD) and IPMA) ISDA(1985): International Swaps and Derivatives Association
LOCATE and FINDSTR functions
LOCATE Function When searching for a value in an array, you can use the common “LOCATE” function. You need to
Practical use of the Delta: Delta neutral management
An FX option position induces a risk, just as a spot or a forward position. A “delta neutral” management consists
Date Time Stamp
Various commands to manipulate date and time DATE() returns the system date, compared to TODAY which returns T24 date (banking date).
LD Functional table model
This picture illustrate the main tables available for the loans and depostits application.
Fiduciary Loans Application
The banking utilization of Fiduciary Loans consists into providing a loan facility to a bank’s customer through a client lender
Fiduciary deposit: Add an extra pooling criteria
In order to be able to group the fiduciary order according a preferential interest rate, we could do the following
Fiduciary – Module Set-up
This document describes different tables used to setup the Fiduciaires within T24/Globus. Commissions Calculations Conditions applicable for commissions, fees,
Debugging the handoff mapping / formatting
Note: this applies to releases before R6 Mapping The mapping process is launched in phantom mode using DE.PHANTOM DE.O.MAP.MESSAGES If you
BALANCE MISMATCH
INTRODUCTION Un « Balance.Mismatch » est une détection par le système d’un décalage entre les écritures relatives aux opérations et
INPUT OF UNBALANCED DATA CAPTURE
INPUT OF UNBALANCED DATA CAPTURE INPUT OF UNBALANCED DATA CAPTURE Sometimes, because Globus always try to balance any unbalanced entries,
BALANCE MISMATCH
BALANCE MISMATCH BALANCE MISMATCH A balance mismatch consists in a detection by the system of some differences in the
Interest Rate Options Strategies
Specific strategies for interest rate options Cap and floor Although they are not, strictly speaking, options, caps and floors are
Les Instruments de Gestion du Risque de Taux d’intérêt
Les Instruments de Gestion du Risque de Taux d’intérêt Introduction au risque de taux Les instruments de gré à gré
Position Management Overview
This document describes present functionality’s of the PM module. This « horizontal » application gives a set of tools to
Write trace in a log file
Sometimes you need to add some program traces in a log file to understand more clearly what is going on.
“black belt” LIST command under Jbase
SQL: select left(value_date,6), count(*) from security_transfer where broker_no = ‘595701’and transaction_type like ‘F%’ and value_date like ‘2010%’ group by left(value_date,6)
Une approche des risques
RISK MANAGEMENT / Gestion des Risques : Une approche des risques Table des matières Chapitre 1 – INTRODUCTION A propos
Produits Dérivés: les Options
Introduction Les Options – Définitions Les différents types d’options Objectifs poursuivis Stratégies d’options Stratégies spécifiques aux options de taux Introduction
FX Options Products
Introduction Options – Definition Options strategies ————————————————————————————- Introduction Derivatives markets or products are named ”Derivatives” because they are “derived”
Marché des Changes
MARCHE DES CHANGE Notions de base Certain / incertain Dans la plupart des pays, on cote les devises étrangères contre
Produits de taux d’intérêts
Le Marché Monétaire Notions et principes de base Les Prêts et Emprunts Introduction amortissables pension fiduciaires Le Marché des Capitaux
Marchés de Capitaux
En introduction à ces chapitres plutôt techniques sur différents aspects de la Finance des marchés, je vous propose la lecture
Mise en place du module Swap
Ce document présente : Overview de SWAP.TYPE (paramètres) Overview de SWAP.PARAMETER (paramètres) Saisie d’un contrat type IRS (fixed/floating) Marked to
Swap module setup
Swap module documentation SWAP Data Model SWAP.TYPE Overview (parameters) SWAP.PARAMETER Overview (parameters) Example of IRS deal capture (fixed/floating) Detailed Marked
Securities Concat Files
List of Securities Concat Files Starting with a client code from CUSTOMER.SECURITY, we have all portfolios declared in SEC.ACC.MASTER. All
Module Repo
1.Introduction Ce module permet de saisir des contrats de REPO et Reverse REPO, avec des contreparties bancaires, des intermédiaires (banques
Position Management
Ce document présente les principales fonctionnalités liées au module PM. Cette application « horizontale » a pour but de mettre
Past Due Payments
This document describes the general steps for Past Due Payments module implementation. Example of PD.PARAMETER record
Relevé de compte Nostro
OBTENTION D’UN EXTRAIT DE COMPTE (PAPIER) ET D’UN MT950 T24/Globus offre la possibilité de produire un extrait papier et un
Netting Payment
Module NETTING : Présentation sommaire NETTING.AGREEMENT : Déclaration des banques pour lesquelles il existe des accords de netting, incluant Code
Money Market
MONEY MARKET This module is designed for the multicurrency assets and liabilities transactions of a commercial bank. The main deal
MIS
Présentation des fonctionnalités Processus type de paramétrage Opérations clientèles Opérations banque Exemple de paramétrage Batch EOD Présentation des fonctionnalités L’objectif
Garanties
PARAMETRAGE DU MODULE – GARANTIES– Ce document présente différents éléments de paramétrage du module MD.DEAL – GARANTIES – 1.Table de
Multi-company
SET UP MULTI COMPANY ENVIRONMENT The steps to set up a multi company environment are given below. The same steps
Funds Transfer
Funds Transfer Application Cash Pooling Funds Transfer Application The Funds Transfer Module is designed to handle all types of Local
Transferts
Procédure SIC Paiements Multiples Procédure SIC FT.BC.PARAMETER Définition des règles pour chaque type de compensation – Validation, formatage, les routines
Forward Rate Agreement
Règles Comptables applicables aux contrats de FRA Trading et Hedging. Introduction Les types de FRA “Trading” ou “Hedging” vont déterminer
Forex
REEVALUATION FOREX REVALUATION.PARAMETER REEVALUATION FOREX Principes de comptabilisation de la réévaluation de opérations de change. Préambule 1.
Fiduciary Deposits – Module description
Fiduciary Application This application is used by dealers to place fiduciary deposits made by customers with other banks. The placement
Multivalued fields
Multivalued fields This is a very specific characteristic attached to the RDBMS included with GLOBUS / T24 ( Universe or
Create a new application, starting from a standard TEMPLATE
If the standard package is not enough for you, you can easily create a new application from scratch 🙂 Steps
Display messages to the user
Display a simple message Example of coding: TEXT = “Your input overrides tolerance of” TEXT := “<CR>” TEXT :” MAX.TOL
Example of a script launching an URL from a version
Example of SCRIPT Designer : LOAD.DX.LINK Dim sAppName Dim MyCommand Set oApp = Desktop.GetCurrentWindow sID = oApp.ID Select Case sID
JBase Programmer’s Guides
Programmers_Reference_Manual.pdf: Advanced Programmers Reference Manual.pdf :
How to modify the default enrichment of a field
(to be used in a version) STANDARD.SELECTION Create an I-desc that contains the new enrichment DX.CONTRACT.MASTER 15. 5 USR.FIELD.NAME. SHORT.NAME.SIZE
Validation routine in a Version
In a version, you can manipulate fields contents by using a validation routine. It is defined in a version using
Jbase Editor tips & tricks
Quit Editor after multiple select After a SELECT + EDIT / jed, to quit the editor: Escape !EXK + Return
Dates Manipulation
Get detailed date time information: * Time HH:MM:SS DD MMM YYYY CURRENT.TIME = TIMEDATE() CURRENT.TIME = CURRENT.TIME[1,2]: ‘:’ : CURRENT.TIME[4,2]:
Write directly a record in a table
WRITE “R.RECORD” TO “F.TABLE.NAME”, “RECORD.KEY” Example : FN.DX.MARKET.PRICE = “F.DX.MARKET.PRICE” F.DX.MARKET.PRICE = “” CALL OPF(FN.DX.MARKET.PRICE, F.DX.MARKET.PRICE) (…) WRITE R.DX.MKT.PRICE TO
Write properly a record in a table (CALL F.WRITE)
CALL F.WRITE (FN.TABLE.NAME, RECORD.ID, R.RECORD) Example : FN.FILENAME = ‘F.FILENAME’ ; FV.FILENAME = ” CALL OPF(FN.FILENAME, FV.FILENAME) R.RECORD<DX.CM.FIELD1> = ‘TOTO’
Build and fill in an array then retrieve data from it
Sometimes you will need to temporarily store data, before aggregation, cumul, re-order, etc… An array is the solution to perform
Read an History file with a Live key
Read an History file with a Live key Use the program EB.READ.HISTORY.REC to read the history file. You take the
Return a list of keys with a QSELECT
CALL EB.READLIST can also be used with a QSELECT. The QSELECT is selecting all fields from a table, not only
Return a list of keys after a SELECT (CALL EB.READLIST)
CALL EB.READLIST (SELECT.STATEMENT, KEY.LIST, LIST.NAME, SELECTED, SYSTEM.RETURN.CODE) Routine to return a list of keys from a select statement. Introduced to
Extract a range of keys after a CALL OPF(FOR NEXT, LOOP REMOVE)
Extract a range of keys after a CALL OPF Y.DATE = TODAY READ R.DX.DAILY.TRANS FROM F.DX.DAILY.TRANS,Y.DATE ELSE R.DX.DAILY.TRANS = “”
Alter the Handoff with a subroutine
Introduction to T24 HANDOFF file. The Handoff is a file populated by a core T24 program (EB.HANDOFF) . It is
Delivery
Delivery Module Introduction Let T24 producing SWIFT messages without releasing them outside How to resubmit an advice How to check
DX Overview
The GLOBUS Derivatives product has been developed to allow trading of futures and options. The product supports orders, trading, position
DX Pricing & Prices
Manual prices input External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted
DX concat files
DX Concat Files This chapter briefly describes all useful concat files that may be used either in enquiries or subroutines.
Manipulate the fields of a table (quick introduction)
All fields from a table are numbers, with an associated description. This association is set in libraries loaded by
Get a foreign data from a local table (CALL DBR)
Get a foreign data from a local table When you work with a table, you may need information stored in
Call a subroutine from an enquiry field
Call a subroutine Usage description: You can call a subroutine from an enquiry field. You have to invoke it using
Display the very first inputter of a record / a deal
Display very first inputter of a record 12. 7. 1 OPERATION… INPUTTER 13. 7 COLUMN……… 52 14. 7 LENGTH.MASK…. 28L
dates formatting
Example of date formatting in Enquiry 12. 3. 1 OPERATION… DATE.TIME 13. 3 COLUMN……… 35 14. 3 LENGTH.MASK…. 10L 15.
Compute the difference between two dates
You have first to convert the two dates to be compared to the julian format. 11.19 FIELD.NAME….. LAST.TRADE 12.19. 1
How to deal with selection fields in an enquiry targeting a Nofile
Selection fields in an enquiry targeting a Nofile If you need to give users the ability to filter the enquiry
Build an enquiry with a Nofile
Build an enquiry driven to a NOFILE When you can’t use standard conversion / calculation functions to get what you
Financial Markets
More topics available in french at this moment. (This menu depends on the language you’ve selected.)
Script Designer
Available objects List of available objects that can be used in the Globus Desktop SCRIPT.DESIGNER: As long as you’re using
I-Descriptors
I-DESCRIPTORS Purpose of I Descriptors (quick introduction) Some words on J-Descriptors IF Usage Multi-dimensional comparisons (IFS, EQS, GTS, MULS,… Make
Get a whole record, then extract multiple fields (CALL OPF, CALL F.READ)
CALL OPF, CALL F.READ
Collaterals
COLLATERAL MAIN FILES The Collateral files are used to record the details of collateral submitted by a customer, its value(s)
DX Module Setup
How to set -up the DX application. This chapter is not a duplicate of the Temenos user guide, quite well
DX Derivatives overview
This document consists in a quick overview of the Globus Derivatives module (DX). Executive Summary The GLOBUS Derivatives product has
Temenos Globus / T24 Banking Package
TEMENOS T24 a.k.a. Globus T24 (previously named Globus) is a banking integrated and modular package (also named a “legacy system”). For a
AC-Accounts
AC – Accounts Module Acccount statements Account charges Acccount statements 1. PRINT.STATEMENT table You can print an account statement online
Fiduciary Deposits
This type of deposits is specific to Switzerland. It consists in giving a mandate to a (swiss) bank to