FX Reconciliation
SUMMARY
A streamlined application designed to calculate cross-currency pair trades using a combination of real-time market data and user-defined inputs.
Old process vs new solution
| Feature | Old process | New process |
|---|---|---|
| Identify FX exposure | ✓ | ✓ |
| Automatically match data | ✕ | ✓ |
| 6 steps process | ✕ | ✓ |
| Identify FX exposure T+0 | ✕ | ✓ |
Architecture
Architecture (high level)
Bloomberg → live market data
Dynamic Spreadsheet → real-time pricing table
Python Math Engine → reference price calculations
App UI → guided inputs and validation
Output → consistent reference prices