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:
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trade limiting capacity when using the ‘currency SWAP’ as a separate class of instruments,
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‘delta’ limitation for SWAP trade ‘legs’,
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inclusion of compensation deposit in all limit types to the date of the second part of a REPO trade,
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restriction by instrument for REPO trades of a specified direction,
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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.