IT - Genium INET Cash Flow Model and Risk Reports (147/11)


 

 
IT - Genium INET Cash Flow Model and Risk Reports
 

This IT Notice is aimed at fixed income derivatives and equity derivatives participants currently on the Genium INET platform.

 

The member extranet http://nordic.nasdaqomxtrader.com/memberextranet/genium_inet/ is always updated with the latest Genium INET related documentation.

 

 

This IT Notice is an update to the IT Notice sent out on June 16 with respect to CFM/New Reports. It contains changes and clarifications to the CFM API and other additional information of importance.

 

External test

The Genium INET External Test Environment 2 has now, as of August 22, been upgraded to support the v0212 version for the Cash Flow Model and risk reports.

 

Changes to the API manual for new OMnet CFM messages

A new field has been added to the answer structure corresponding to the query JQ16. The field is called Volatility Correlation and has been added to crvcorr_param included in the JA16 answer structure.

 

Member consultation artifacts

Complete API manual for OMnet version 2.0.0212:

http://nordic.nasdaqomxtrader.com/digitalAssets/75/75662_omnet_messref_nordic_va258.pdf

Complete version 2.0.0212 v258 of the OMnet API manual including changes to CFM messages and removal of unused Risk Management queries

 

 

 

For technical questions, please contact technicalsupport@nasdaqomx.com, for project related information or business questions; please contact Henrik Jerberyd.

 

Henrik Jerberyd, Genium INET Fixed Income

henrik.jerberyd@nasdaqomx.com            

+46 8 405 6511


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