Define a default environment by Processing Organization

oasuncion / tradista

Tradista: the first open source Financial Risk Management Solution

Apache License 2.0

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Define a default environment by Processing Organization #92

Closed oasuncion closed 5 months ago

oasuncion commented 1 year ago

As an end user, I sometimes need to define and use default parameters available by processing organization. For example, when pricing the collateral value of a GC Repo, it would be very useful to use a QuoteSet that would have been defined at PO level.

A solution for that can be to define a new "ProcessingOrganizationDefaults" object, having its own GUI, so defaults values can be defined at PO level. A first parameter on this object could be a default Pricing Parameters Set (that can be optionally set ).

oasuncion commented 5 months ago

This ticket is being implemented, few notes:

it will be subject to the segregation rule by PO
a first version will contain a QuoteSet (and not a Pricing Parameters Set as only a QuoteSet is needed for collateral pricing)
it will use the module mechanism to have different parts, depending on the product type(s) configured

oasuncion commented 5 months ago

Tested OK.

oasuncion commented 5 months ago

Note : A Processing Org Defaults "Collateral Management" module has been created, it is only available when the Security module is installed. This module contains a Quote Set from where the securities's prices can be searched when calculating exposures.