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.

Files list:

Total Files3
File Size3.59 MB
Create DateDecember 18, 2018