New version of QUIK Matching Engine — 1.17
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.