New in QORT in April, 2021

We offer to your attention the main improvements made in solutions based on the QORT software platform in April of 2021.

Middle-office of an asset management company capQORT

The limit functionality:

• The ‘List of limits’ report now can be generated not only as a general list but also detailed by issuers or groups of issuers.
• To monitor bond duration in portfolios, it is possible to use duration/modified duration to offer if the data were uploaded to the system. When the data are not available, duration to redemption is monitored.

Other improvements:

• When calculating a volume of funds and securities available for direct and reverse REPO orders, it has become possible not to take account of funds blocked for T+ trading operations.
• In the ‘Coupon’ table, the data can be filtered by asset relevance.

Automated back-office backQORT

Reporting:

• An external application was developed which allows adjusting templates of client reports and their generation in backQORT. The application is an open source and allows users to generate and modify templates.

‘Reporting to NSD Repository’ module:

• There is support for registration and correction of trades with options for indexes.
• Messages received from NSD can be saved not only on a workstation but also in a separate network folder. It allows saving space on a hard disk.

Other improvements:

• It is possible to upload a history of asset negotiability from reference systems.
• A new ‘Sort of aggregate’ filter was added to the trade table.
• In the ‘Coupon’ table, the data can be filtered by asset relevance.