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EOD (end of day) performance optimization by AVS

Project duration: 4 months

Brief description

Writing the closing prices to the reset structure of an Endur deal using the grid.


The AVS function "EOD_ResetDealsByTranList' is used for the fixing. The grid is used to perform the fixing in parallel with several tasks.

Subject description

End Of Day, End of Business, Close of Business or COB is the end of the trading day in financial markets, the point when trading ceases. In some markets it is actually defined as the point in time a few minutes prior to the actual cessation of trading, when the regular traders' orders are no longer received. During this period, the market is performing what is called a "Run To Cash", which is when the market is reconciling to its underlying Cash Market. (Quelle:


Project period01.07.2009 - 31.10.2009

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