New version of QUIK-server software 5.4.2 released
The new version of QUIK-server has enhanced its functionality of operational risk management. QUIK has acquired the following additional features:
trade limiting capacity when using the ‘currency SWAP’ as a separate class of instruments,
‘delta’ limitation for SWAP trade ‘legs’,
inclusion of compensation deposit in all limit types to the date of the second part of a REPO trade,
restriction by instrument for REPO trades of a specified direction,
capacity to set a maximum price deviation of buy-sell option orders from a theoretical option price.
As for FX instruments, operations with Swiss franc and denominated Belarusian ruble have been supported.