The section of T24 OPERATIONS is as much important as the rest of the T24 Modules. During the COB/EOD -which
Tag: T24
Accumulators / Decumulators
Accumulator, decumulator, target, pivot are all structured products based on complex derivatives. This post is explaining how they work and
FX Options pricing – Plain Vanilla European model (Part I)
Part I: Description of FX options pricing basic requirements 1.1 Market data feeds To be able to price FX options, the
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
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
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
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
LD Functional table model
This picture illustrate the main tables available for the loans and depostits application.
Dynamic array versus matrix
Within a jBase-Basic program, a data array can be represented as a Dynamic Array: – Used with array_name<datax> or alternatively
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
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
Fiduciary Deposits
This type of deposits is specific to Switzerland. It consists in giving a mandate to a (swiss) bank to