Improvements in QORT products made in February, 2026
We offer to your attention the main improvements in solutions based on the QORT software platform.
Automated back-office backQORT
Commissions
- When calculating commissions, the back-office supports flexible VAT setting by dates.
System Usability
- It has become possible to filter subaccounts by parameters ‘Account status’ and ‘QUIK positions’.
Other
- There is an option to log margin indicators calculated by the market approach.
- An option has been added to upload a weighted average position price currencyof the position table as a purchase price currency into QUIK.
Middle-office of an asset management company capQORT
VaR-analysis Module
- It has become possible to calculate VaR by currency and upload the calculation result via the Web-services integration module.
- The VaR calculation algorithm includes the selection of bond analogs with a maturity less than the specified one.
Commissions
- When calculating commissions, the middle-office supports flexible VAT setting by dates.
System Usability
- It has become possible to open the ‘Depth of market’ table from the ‘Real-time market data’ table by double clicking with the left mouse button.
Other
- When calculating the weighted average duration, the middle-office allows considering not only bond prices but also any other assets by their type or class.
- It has become possible to specify multiple items from the same list classifier for an asset.
- There is an option to log margin indicators calculated by the market approach.
