This is the full collection of IE's processing notes, grouped by asset class. Please note the search bar below only searches within processing notes (not best practices). We recommend searching from the main Instrument Engineering page to search all IE documentation, or the core Confluence search in the top nav.
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Forwards
- Forwards Entity Setup Processing Notes
- Forwards Pricing Custom Points Processing Notes
- Forwards System Configuration Processing Notes
- TRADEFWD performance_flow_descr Issue Processing Notes
- Using Pricing Center for Forward Contracts
Futures
- Futures Entity Setup Processing Notes
- Futures with Negative Prices Processing Notes
- Variation Margin Global Processing Notes
Options
Swaps
- Allow Duplicate Cross Reference Identifiers Processing Notes
- CDX Credit Event Processing Notes
- CDX Initial Factor Processing Notes
- CDX Trade & Market Value Calculations Processing Notes
- Currency (FX) Swaps Price Conversion Processing Notes
- Effective Date (2857) Greater Than Settlement Date Processing Notes
- Generate Batch ID for Single Event Swap Trades Processing Notes
- Global Tax Rates for Swaps Processing Notes
- Multi-Leg Swap Automation Processing Notes
- Multi-Leg SWAPIDs Processing Notes
- OIS Price Cleaning in Pricing Center Processing Notes
- Single Event vs. Multiple Events Swap Trade Processing Notes
- Swap Netting Processing Notes
- Swap Reset Schedule Processing Notes
- Swap Unscheduled/Ad Hoc Resets Processing Notes
- Swaps Entity Setup Processing Notes
- TRS Corporate Actions Processing Notes
- TRS Global Processing Notes
- TRS on Single-Name Fixed Income Processing Notes
- TRS Price Conversion Processing Notes
- TRS Price from Underlying Processing Notes
- TRS Reset Processing Notes
- TRS Separate Reset & Valuation Prices Processing Notes
- TRS Swap Reset Schedule Upload Processing Notes
- TRS Valuation Processing Notes
Other
- Brazilian Day Counts Processing Notes
- Calculate Coupon Dates Processing Notes
- Clearing Broker FX Rates Processing Notes
- Control Center Trading Gain Loss on Derivatives Processing Notes
- Create Security Debt Default Periods Automatically
- Currency Overlay Strategies Processing Notes
- Derivatives Accounting Reports Processing Notes
- Derivatives Insurance Reporting Processing Notes
- Dual Currency Securities Processing Notes
- General Reporting (Eagle OLAP) Processing Notes
- Journal Entries for Negative Interest Rate Accruals Processing Notes
- Market Yield Calculation Processing Notes
- Reuse Cross Reference Identifiers Processing Notes
- Synthetic Cash Processing Notes
- T+1 Settlement Cycle Processing Notes
- Time Sensitive Processing Notes
- Update Cost Object After Changing Security Data Processing Notes
- US Government Shutdown Processing Notes
Alternative Reference Rates
Equities
- Corporate Action Entitlements in Taiwan Processing Notes
- ELN Underlying Pricing in Pricing Center Processing Notes
Fixed Income
- Bank Loan Processing Notes
- Canadian Day Count Processing Notes
- Fixed Income Global Processing Notes
- Inflation-Linked Bond Rebasing - Australia Processing Notes
- Inflation-Linked Bond Rebasing - France Processing Notes
- Inflation-Linked Bonds (ILB) Processing Notes
- Korean Bullet Bonds Processing Notes
- Perpetual Bonds Processing Notes
- Sukuk Securities Processing Notes
- TBAs with Variation Margin Processing Notes
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