Front Arena

AEL code Front Arena -Risk

 import ael

Front Arena - Monte Carlo function AEL

 def monte_carlo(ael_entity, scenario_name, nr_of_scenarios, percentile, rfspecid,target_name=None,*rest):

Front Arena

FRONT ARENA is the definitive integrated solution for sales, trading, risk management, operations and distribution – right across multiple asset classes. FRONT ARENA covers all traded products, liquid and illiquid, OTC and exchange-traded, standardized and structured. All priced consistently and risk-managed in real time. True straight-through processing gives complete control over the entire trade process, from initiation to back-office processing. Running on Unix , Sybase Server & Windows. Either installation locally or via Citrix.

Financial Jargon

Hedge funds are unregulated investment pools, usually funded by rich individuals and pension funds. To contain risk, they often “hedge”, ie, buy shares in Sainsbury's, but bet against a fall in Tesco shares.

A derivative is a bet “derived” from the performance of shares or some other asset. Futures and spread-betting, for instance. A company can buy a contract (a future) to purchase a commodity at a given price on a certain date.

Exception handling front arena

you can use the python exception mechanism to handle exceptions. A couple of simple examples describing this process are as follows.

import acm
msg = 'Zero or one stocks expected'
try:
stock = acm.FStock.Select01("contractSize=1",msg)
except RuntimeError , e:
print e

As mand stocks could have a contract size of one, the value of e is the value of msg passed to the select01() method.

import acm
a= acm.FArray()
a[0] = "FRED"
try:
print a.IntAt(0)
except TypeError , e:
print e

trying to trade CFD's

I am trying to book CFD trades using Front Arena.
however I am getting this error.

"System unable to insert trade ref: xxxx due to duplicate transactions..."

Can anyone help me please

Yiannis

Syndicate content