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Swap Curve Builder Framework
Real-Time Swap Curve Builder Framework.
Sayula's distributed real-time computing functionality lends itself well to the financial applications domain. A great example of this is Anima's high-performance framework for the deployment and maintenance of Swap curves and all their ancillary bootstrapping, rate interpolation, and date calculation analytics.
In Anima's Swap curve framework, centrally-maintained curve definitions (Figure 1) drive the calculation and publishing of content-rich Swap curve data in real-time. The actual building, recalculation and interpolation of the curves is carried out by designated grid computing engines executing customer-proprietary or third party analytic functions, deployed just like any other standard Anima function. Curve recalculation is completely driven by the actual curve definition, so that any changes in the definition will immediately and consistently propagate to all listening applications. Published curve data can be either used by a number of Anima's Excel or Web models, or it can be directly consumed by any other interested application in the local network via the enterprise's ESB.
Date and Holiday Calendar Management
Since precise, single and cross currency, date calculation analytics are essential for the implementation of accurate swap curves and a great number of other fixed income spreadsheet models, Anima's curve building framework includes a comprehensive set of built-in date functions based in flexible definitions for perpetual holiday calendars. Just like all Anima-managed analytic functions, Anima calendars are centrally defined and maintained, and they can be inspected in Excel through a user-friendly graphical interface.
The definition of Anima holiday calendars includes powerful recursive constructs like parent calendars and recurrent holiday rules. By the use of these constructs most calendars can be compactly and accurately defined, even for very long time horizons, with a minimum inclusion of explicitly hard-coded holidays. Of course, 100% accuracy is usually not possible and for this reason Anima also supports subscription-based automated updating of central calendar definitions. |
April 22, 2011 | Zurich Swiss Private Bank purchases iMonIT and will implement internal market data feed with the Anima Enterprise SDK.. refer to 
February 15, 2011 | Zurich Sayula's iMonIT detects with in 20 seconds data quality issues of London Stock Exchange's Millennium platform implementation. read on...
May 6, 2010 | Zurich Sayula's iMonIT catches the Fat Finger Flash. refer to
January 21, 2010 | Zurich Sayula's Anima supports IDC's CSP PlusFeed. refer to
August 15, 2009 | Zurich Sayula's Anima supports Morningstar's real-time low latency broadcast feed. refer to
March 1, 2009 | Zurich Leading Swiss Private Bank decides for iMonIT for risk compliance reasons.. refer to
September 30, 2008 | Zurich Sayula Group adds new branch in Switzerland: Sayula Engineering AG. details...
July 10, 2007 | Zurich Global tier-1 Swiss bank purchases Sysula's iMonIT, a vendor latency monitor, to support its client web market data services. refer to
November 20, 2006 | London Wilmott and Sayula announce partnership and joint project to develop real-time collaborative spreadsheet analytical models for the Web. read on...
July 24, 2006 | Brussels Sayula and ITG Consulting announce partnership agreement. read on... |
