Consulting firm

Software house

Banking and finance

 WHAT WE DO 

Implementation

and

Transformation

Murex MX.3

Training

24 / 7 support

Prestudy and project definition

Process analysis and design

Solution architecture

IT strategy


 

Custom and third-party solutions

 WHAT WE ARE 

Experts in what we do

Independent

Agile

 WHO WE ARE 

Senior IT and business analysts

Project and program managers

 HOW WE WORK 

For you

and

with you

 EXPERTISE 

Process analysis and design

Systems development

Integration

 PRODUCTS 

In the course of our consulting business we often identify software solutions to use cases. Some of these solutions can be adequately parameterized and captured as a deployable commercial product, others may remain in the pipeline for potential future release.

Proprietary software framework and toolkit for the Murex™ Flex API

 

For STREAM and FX APIs: rates, credit, commodities and foreign exchange

 

With built-in and ready-to-use features

EXCEL + XML = EXCMEL

Your EXCEL data, your XML output

Matching engine with an API


 PRODUCTS   EASYFLEX 

PROGRESS FROM DAY ONE

EASYFLEX for Murex™ Flex API


C++ AND STL, ONLY

DESIGN AND CORE READY-TO-GO


FLEX

A programmer will, over time, get to know the API and relationships between the objects used therein, but this will take time. For an average developer new to the Flex API, getting the first very basic test library to work is not a day's task.

As an  EXAMPLE , successfully registering at least one external model and one external instrument, even without further backing code, is not trivial.

Adding substantial code behind a model / instrument makes the big picture complicated.

Multiplying this can make maintenance a nightmare.

Dealing with the  EVENTS , that is writing the code to react to them and potentially delegate to other code, is not trivial.

EASYFLEX

  • For STREAM and FX API: rates, credit, commodities and foreign exchange
  • Ready-to-go design and core for optimal code maintenance in client domain (especially critical when number of models / instruments increases)
  • To stay with the  EXAMPLE , it is a matter of configuration
  • Model-to-instrument associations, definition of external sensitivities, interrogating command line arguments and a series of other features are also simply a matter of configuration
  • EASYFLEX handles some of the  EVENTS  natively
  • Native support for grid computing via the synchronous parallel processing mode
  • Start development and see results immediately
  • Client domain code can utilize built-in logging, XML parser and data dictionary (the latter is essential for interfacing with other libraries and systems)
  • Time-to-market for integration significantly reduced, measured in weeks (and sometimes days) instead of months1
  • Just C++ and STL, no third-party dependencies2
  • Lean operational design
  • Run-time efficient
  • Low maintenance
  • EASYFLEX is entirely a MANTAM proprietary development
  • Work in progress, planned developments: support for VOL API, CURVES API, Linux
  • OS: Unix (SunOS); Linux and Windows (test of recent versions on demand)3

 PRODUCTS  EXCMEL 

EXCEL + XML = EXCMEL

YOUR EXCEL DATA

YOUR XML OUTPUT

  • Generate XML files from data in an Excel workbook
  • An Excel workbook can run any number of configurations and thus generate one or more XML structures (from data all over the workbook) with the click of a button.
  • Structure-driven mode: structures are interpreted and written to desired XML format
  • Data-driven mode: the data itself governs the resulting XML; tree and sub-trees of the desired format are opened and closed driven by content

  • Conditional processing renders further control and influence on transformation

USE CASE

Murex™ MARKET DATA

Take the  EXAMPLE  of a trader calculating volatility smile in Excel and wishing to import the curve to Murex (via an MDRS instance) or make these available to the Murex real-time chain (via the MDCS instance), and all this without having to change the data layout in the Excel workbook.

 

EXCMEL can be configured to generate the required Murex XML format. Any data layout in Excel can be converted to any MdML or FgML. (For that matter, EXCMEL can be configured to generate MxML format for the Trade Repository or the Statics Repository as well.)

 


 PRODUCTS  MT−REX 

Matching Engine and API

MT-REX is a super-fast and flexible matching engine that comes along with an API. Thus it can be integrated with other products in order to provide native matching and reconciliation capabilities.

  • Matching language allows for functions and expressions to be applied in order to define the match as required
  • C++ API
  • No third-party dependencies: just C++ and STL
  • No third-party licenses: MT-REX is entirely a MANTAM proprietary development
  • Work in progress, planned developments: language extensions and database support.

 CONTACT 

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