New version of QUIK-server software 5.4.2 released

11 august 2016

The new version of QUIK-server has enhanced its functionality of operational risk management. QUIK has acquired the following additional features:

  • trade limiting capacity when using the ‘currency SWAP’ as a separate class of instruments,

  • ‘delta’ limitation for SWAP trade ‘legs’,

  • inclusion of compensation deposit in all limit types to the date of the second part of a REPO trade,

  • restriction by instrument for REPO trades of a specified direction,

  • capacity to set a maximum price deviation of buy-sell option orders from a theoretical option price.

As for FX instruments, operations with Swiss franc and denominated Belarusian ruble have been supported.

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