Simple engine taking a set of instructions and generating:
- Daily report including all the transactions
- Ranking of entities based on total cashflow inflow or outflow
- The output is reverse chronologically ordered
- The cashflow for a given transaction is considered to be in the day when it actually setteled (not on the desired settlement date)
- The reported amount is in US Dollars
- The total cash inflow/outflow for an entity is accounting all the transactions in which that particular entity appears
- The reported amount is in US Dollars
The input data is a string following the csv format, with each individual line being separated by the "\n" character
The input data contains the following:
- Entity: A financial entity whose shares are to be bought or sold
- Operation Type: Buy(Cash Outflow) or Sell(Cash Inflow)
- Agreed Forex Rate: The foreign exchange rate with respect to USD that was agreed
- Currency: The currency in which the shares are trading
- Instruction Date: Date on which the instruction was sent to JP Morgan by various clients
- Desired Settlement Date: Date on which the client wished for the instruction to be settled
- Units: Number of shares to be transacted
- Price per Unit: The price of a single share (in the previously defined Currency)
Example of input data for one transaction: foo,B,0.50,SGP,01 Jan 2016,02 Jan 2016,200,100.25\n
- USD value of a transaction is calculated by
USD = AgreedFxRate * Unites * PricePerUnit - Transactions can settle only on workdays.
- Holidays are not excluded from the working days.
- If a transaction's desired settlement date does not fall on a business day, it's actual settlement date is on the first workday after the desired date.
- The working days are either from Monday to Friday or Saturday to Thursday based on the currency of the transaction.