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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Trade lifecycle event, trade amendment؟

يُعرف أيضًا باسم: trade lifecycle event · trade amendment

Definition 21.5 Research, Data and Risk Platforms · الفصل 21 — Trade Capture and Booking

A trade lifecycle event is anything that happens to a trade after it is executed: an amendment, a novation (Book 1, chapter 5), a partial termination, an exercise, an allocation, a cancellation. A trade amendment changes a term of the trade (notional, rate, dates) by agreement; it is recorded as a new version, never by overwriting the old one.

The hook’s swap through the week and what three copy-based systems held on Friday at 15:00. Each copied the trade on the events it cares about, or on its own schedule. Settlement holds version 4 only because the last event, a termination, is one it copies on; only a system that follows every event holds the current version whatever the last event was.
Figure 21.2. The hook’s swap through the week and what three copy-based systems held on Friday at 15:00. Each copied the trade on the events it cares about, or on its own schedule. Settlement holds version 4 only because the last event, a termination, is one it copies on; only a system that follows every event holds the current version whatever the last event was.
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