New version of QUIK Matching Engine — 1.17

3 december 2019

The updated version of QUIK Matching Engine has a capability for holding auctions to place and repurchase bonds.

The following improvements were made for ‘Bonds’ instruments:

  • support of zero-coupon bonds,
  • a possibility to include AI into the order and trade volume,
  • work with the basis of ‘Actual/365A and ‘Actual360’ types,
  • a possibility to set coupons in the annual interest rate of the par value,
  • display of the bond yield with accuracy of up to 4 digits.

Besides that, the mode for generation of trades via a counterparty acquired an option to specify a trading account and client code of any trading participant. This allows executing trades between two participants via a common counterparty.

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