New version of QUIK REPO Module — 2.5
The released version of the QUIK REPO Module has the following new features:
- settings to determine the accuracy of ACI calculation and rounding rules for this parameter,
- a setting that determines the logic for calculating the amount of obligations for the second leg of REPO trade,
- transmission of the base rate for negotiated orders and parent trades on swap instruments in the ‘Redemption price’ parameter.
