This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated to the sell-side. Once aggregated the "child trades" no longer exist from the broker's perspective - the aggregated trade is the trade that now exist in their books. This becomes the trade that the dealers know about which will be allocated.
|File Size||3.59 MB|
|Create Date||December 16, 2018|