Delta Real-Time PL

Key Features

• Real time Risk and P/L
• Cross instrument coverage
• Custom analytics and reporting via powerful OLAP integration incorporating user defined calculations. Drill down to detail
• Real-time Engines – easily configurable CEP processes
• Manual trade pricing and booking
• Extensibility to add structured products
• Feeds from major back office systems
• Integration with Delta feed handlers for Market data
• Advanced Position reporting - Spectrum Analysis, Derivatives
• Monte Carlo Simulations
• Historical Simulations
• Credit Risk Simulations
• Integrated Limits reporting
• Scenario Analysis and Stress Testing simultaneously by Interest Rates, Volatilities, FX Rates, Margins.
• Horizon and benchmark reporting
• Open interfaces to external analytics in, for example C++, R, and Matlab
• Rich web browser based front end for ease of deployment
• Load balancing for processing very large data volumes and multiple users
• User defined Charting
• Excel Interface and easy to configure rich GUIs to visualize data and results
• Extensive Extract/Transform and Load and workflow features

Enterprise Functionality

• Permissions - Entitlement checking and permissioning at data and entity levels
• Logging and Diagnostics - Standardised logging and internal stats generation
• Messaging - Topic centric discovery and routing and robust IPC abstraction
• Centralized Configuration - Centralized configuration parameter management
• Scheduling and Workflow - Built in scheduler and workflow management
• Failover and Replication - Methods for enabling Hot-Hot and Hot-Warm failover capabilities
• Alerting and Notifications - A standard alerting framework
• Error Handling - Comprehensive and standardised error handling

• Market Connectivity/ Feedhandlers
• Data Loading
• Application Integration
• Integration of external code Incorporate external DLLs and libraries
• Real-P/L and Risk Management
• Full suite of reporting goods