New version of Broker quotation system — 4.41

4 october 2021

The released version of the Broker quotation system supports new ‘30E+/360’ and ‘30/360 ISDA’ basis types to calculate ACI for bonds.

In the ‘Working with broker quotes’ mode, only broker orders are forwarded to the Level II Quotes table if the client code in the transaction coincides with the code specified in the ‘Manager code’ field. When working in this mode, if there is no counter quotes from the client code specified in the ‘Manager code’ field, the order will be cancelled regardless of whether this user is a manager or a client.

Besides that, it is possible to ban execution of negotiated REPO operations if a settlement date of the REPO order exceeds a register fixation date, a coupon payment date, a par value amortization date for bonds or an ex-dividend date for shares.

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