Software AG is pleased to announce the release of Apama Capital Markets Foundation 5.1.1.
Highlights of this release:
New Risk Firewall default rule classes (with CMF samples)
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New Order Operation Ratio - Ensures that the number of amend/cancel order operations in a specified time window do not exceed the allowed number as defined by a specified ratio between amend/cancel orders and new orders
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New Order to Trade Ratio - Ensures that the number of order operations (new, amend, cancel) in a specified time window do not exceed the allowed number of operations as defined by a specified ratio between order operations and trades
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New Reservation Enforcer - Ensures that orders placed against reservation contracts do not exceed the minimum/maximum quantities set for reserved positions
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DataViews are exposed to provide statistics about the risk firewalls
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Position tracker service enhancements
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New Realized Profit and Loss - Provides actual profit and loss values for executed orders normalized to a specific currency
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“Position Trackers Sample” code sample in the “samples” folder
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New currency converter service
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Configuration parameters let you specify the symbols whose values you need to normalize. E.g. For "USD/EUR“, the currency converter will automatically obtain values for EUR to USD as well as for USD to EUR
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Realized Profit and Loss position tracker uses this service to obtain values that are normalized to a base currency
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Further details on these features are provided in the “What’s New in Apama” guide, available when you download the product.