Develop future, option and stock trading system for Frankfurt EUREX and London LIFFE. Real time calculation of stock option and future option theoretical values using Black-Scholles based model.
UNIX 'daemon' processes and Windows services to interface with exchange API's; client server data distribution system; front office Windows trading and risk applications; back
office SQL database support. System administration application.
UNIX and Windows exchange API connectivity, CORBA, C++ Win32 GUI applications, Java administration support, SQL database.
Electronic Tables (ET)
For BNP Frankfurt's DTB. To show trading opportunities for futures & options using real time prices, theoretical values and Greeks, using Black-Scholles based model.
Client / server system interfacing with DTB providing real time data feeds across LAN, UNIX based X-Windows clients.
C, Sockets, UnixWare on Intel, AIX on IBM RS6000, LAN connectivity over token ring and Ethernet.