Complex Event Processing and FX market aggregation

 
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Old 07-02-2007
Complex Event Processing and FX market aggregation

Today we announced the Progress Apama FX Market Aggregation Accelerator. There is a lot of talk about algorithmic trading, but little hard discussion about the specific differences among asset classes and the styles of trading in each. We've spoken about the differences between FX, equities, fixed income, and derivatives, etc. The approach we take with our customers is to learn from experience while we work with them with specific use cases, and then generalize common best practices that can be used to address similar customer demands.
An example of this is the increased usage of algorithmic trading in FX, we have released a specific set of layered functionality foreign exchange (FX) algorithmic trading. This package includes adapters withpre-built Apama trading dashboards and foundation on top of Apama for FX algorithms. Theoffering helps both sell- and buy-side traders develop and deployhigh-frequency foreign exchange trading strategies that capitalise onproprietary trading techniques, integrating with major FX aggregators,Electronic Crossing Networks (ECNs) and direct bank connections.
More information on the news can be found here.


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LedgerSMB::DBObject::Asset_Report(3pm)			User Contributed Perl Documentation		    LedgerSMB::DBObject::Asset_Report(3pm)

NAME
LedgerSMB::DBObject::Asset_Report - LedgerSMB Base Class for Asset Reports SYNOPSIS
This library contains the base utility functions for creating, saving, and retrieving depreciation categories of asset depreciation and disposal reports. STANDARD PROPERTIES
id int Integer id of asset report report_date date Effective date of report gl_id bigint ID of GL transaction if applicable and approved. asset_class bigint ID of asset class for the report the assets are report_class int Integer of the report class desired. entered_by bigint Integer id of the individual who entered the report approved_by bigint Integer id of the individual who approved the report entered_at timestamp Timestamp the report was created approved_at timestamp Timestamp the report was approved depreciated_qty Number of units (production or time) depreciated dont_approve bool If true, do not approve, ever. submitted bool If true, submitted for approval METHODS
save Uses standard properties Saves report to the database. Sets ID. For each asset to be added to the report, we see: for each row, id_$row contains the asset id for that row. Let this be $id if asset_$id, the asset is added. Each asset also has: amount_$id dm_$id percent_$id get Gets report from the database. get_nbv Returns line items for the Net Book Value report. generate Properties used: * report_id int: Report to enter the transactions into, * accum_account_id int: ID for accumulated depreciation. approve Properties used: id For depreciation accounts, expense_acct must be set. For disposal accounts, gain_acct and loss_acct must be set. Approves the referenced transaction and creates a GL draft (which must then be approved. search Searches for matching asset reports for review and approval. Search criteria in properties: * start_date date * end_date date * asset_class int * approved bool * entered_by int Start and end dates specify the date range (inclusive) and all other matches are exact. Undefs match all records. get_metadata Sets the following properties: * asset_classes: List of asset classes * exp_accounts: List of expense accounts * gain_accounts: List of gain accounts * loss_accounts: list of loss accounts * disp_methods: List of disposal methods Copyright (C) 2010, The LedgerSMB core team. This file is licensed under the Gnu General Public License version 2, or at your option any later version. A copy of the license should have been included with your software. perl v5.14.2 2012-03-25 LedgerSMB::DBObject::Asset_Report(3pm)