CPC G06Q 40/04 (2013.01) | 9 Claims |
1. A method for providing integrated credit derivative brokerage services, the method comprising:
controlling, by at least one hardware processor of a computer system in communication with a memory of the computer system:
providing, by a credit default swap (CDS) software application of the memory, trading, trade capture, confirmations, maintenance of reference data, and reporting, the CDS software application including a CDS database (CDS DB), in which the CDS software application provides at least one of a workspace that organizes logically market and product data, a price sheet that groups together related products within the workspace, a trade log that displays trading details, an order book that displays and manages at least one of open or cancelled orders, or a trader's eye function that displays a market from a perspective of a specific trader;
providing, by a credit portal software application of the memory, a customer front end of real-time credit market data, and a historical reporting and search facility to at least one of brokers or traders;
providing, by a credit mart software application of the memory, a credit data mart disseminating real time credit market data, in which the credit mart software application serves as a data source of the credit portal software application, which provides a customer-facing front end to access real time credit market data;
providing, by a credit editor software application of the memory, a data-cleansing interface to the credit mart software application accessed via the credit portal software application;
providing, by a credit trading system (CTS) software application in the memory having an associated back-end CTS database (CTS DB), order management and an authoritative source of real-time, electronic orders of credit default swaps for the CDS software application;
providing, by a credit trade capture (CTC) software application in the memory, a middle-office trade capture and confirmation system;
centrally storing, by a data depot (DD) in the memory, all of the credit market data; and
by a market data application in the memory, collecting, transforming, and formatting the credit market data, wherein the market data application is a trade management service (TMS) client and a price broadcast service (PBS) client;
creating a trade by looking up a factory class, invoking the factory class to instantiate a manager class, and invoking the manager class with trade data to create the trade, and querying, by a TMS software application in the memory, at least one of an individual trade or a collection of trades, in which querying the at least one of the individual trade or the collection of trades includes looking up a given factory class, invoking the given factory class to instantiate a given manager class, invoking the given manager class to instantiate a query manager class, and invoking the query manager class to perform a trade query for pending data regarding the at least one of the individual trade or the collection of trades.
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