Parameter configuration method, device and equipment for visualization and storage medium

Abstract

The application discloses a visual parameter configuration method and device, equipment and storage medium, and relates to the technical field of computers.The method comprises the following steps: generating and storing a TYPE parameter configuration result based on the parameter content of a TYPE parameter configured by a user through a visual interface; generating and storing a key time limit point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and a market quotation coding RIC configured by the user; and generating and storing a discount curve configuration result based on the key time limit point configuration result selected by the user through the visual interface; wherein the discount curve is a change curve of the discount rate of a financial product.Through hierarchical and visual configuration of the parameters of the discount curve, the parameter configuration method is more flexible, fast and intuitive, and the time cost of parameter configuration is saved.

Description

TECHNICAL FIELD

[0001] Embodiments of the present application relate to the technical field of computer, and particularly relate to a visual parameter configuration method, device, equipment and storage medium. BACKGROUND

[0002] In recent years, the transaction of financial derivative products has developed very rapidly, the product categories have been increasing, the related specifications have been maturing, and the transaction amount has been growing at a rate much higher than that of traditional financial products.

[0003] During the life of the financial derivative product, the financial derivative product needs to be valued, and before the valuation, a discount curve needs to be constructed according to the market data of the financial derivative product, and the construction result of the discount curve depends on the configuration parameters associated with the discount curve.

[0004] However, the parameter configuration of the curve is complex, the configuration parameters associated with the discount curves of different types of financial derivative products are quite different, and the correlation between the parameters is complex. How to configure the parameters in a convenient, flexible, fast and intuitive way is a problem to be solved at present. SUMMARY

[0005] Embodiments of the present application provide a visual parameter configuration method, device, equipment and storage medium to configure the parameters of the discount curve in a visual manner, so that the parameter configuration manner of the discount curve is more flexible, fast and intuitive, and the time cost of parameter configuration is saved.

[0006] In a first aspect, embodiments of the present application provide a visual parameter configuration method, comprising:

[0007] generating and storing a TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein the TYPE parameter is a configuration parameter of the market quotation data of the financial product;

[0008] generating and storing a key term point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and the RIC of the configured market quotation;

[0009] generating and storing a discount curve configuration result based on the key term point configuration result selected by the user through the visual interface; wherein the discount curve is a change curve of the discount rate of the financial product.

[0010] In a second aspect, embodiments of the present application further provide a visual parameter configuration device, which comprises:

[0011] The parameter configuration module is configured to generate and store a TYPE parameter configuration result based on parameter content of a TYPE parameter configured by a user through the visual interface; the TYPE parameter is a configuration parameter of market quotation data of the financial product.

[0012] The key deadline point configuration module is configured to generate and store a key deadline point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and a configured market quotation coding RIC.

[0013] The discount curve configuration module is configured to generate and store a discount curve configuration result based on the key deadline point configuration result selected by the user through the visual interface; the discount curve is a change curve of a discount rate of the financial product.

[0014] In a third aspect, an electronic device is provided, which includes a memory, a processor, and a computer program stored in the memory and executable on the processor, and the processor implements the visual parameter configuration method according to any of the embodiments of the present application when executing the program.

[0015] In a fourth aspect, a computer readable storage medium is provided, which stores a computer program executable by a processor to implement the visual parameter configuration method according to any of the embodiments of the present application.

[0016] In a fifth aspect, a computer program product is provided, which includes a computer program executable by a processor to implement the visual parameter configuration method according to any of the embodiments of the present application.

[0017] In the embodiments of the present application, the TYPE parameter configuration result is generated and stored based on parameter content of a TYPE parameter configured by a user through a visual interface; the key deadline point configuration result is generated and stored based on the TYPE parameter configuration result selected by the user through the visual interface and a configured market quotation coding RIC; and the discount curve configuration result is generated and stored based on the key deadline point configuration result selected by the user through the visual interface; the discount curve is a change curve of a discount rate of the financial product. It can be seen that, the present scheme first configures the TYPE parameter, then configures the key deadline point based on the TYPE parameter configuration result, and finally configures the discount curve based on the key deadline point configuration result, that is, the parameter configuration of the discount curve is processed in layers, the interface of each parameter configuration is generated and displayed, and the parameters of the discount curve are configured in a visual manner, so that the parameter configuration manner of the discount curve is more flexible, fast and intuitive, and the time cost of configuring the parameters of the discount curve is saved. BRIEF DESCRIPTION OF DRAWINGS

[0018] In order to more clearly illustrate the technical solutions of the embodiments of the present application, the following will briefly introduce the drawings needed to be used in the embodiments. It should be understood that the following drawings only show some of the embodiments of the present application, and therefore should not be regarded as a limitation to the scope, and for those skilled in the art, other related drawings can also be obtained without creative labor on the basis of these drawings.

[0019] Figure 1 A flowchart of a process for calculating the valuation and risk measurement of a financial derivative product provided by the first embodiment of the present application;

[0020] Figure 2 An entity relationship diagram of Type parameter, key deadline point, discount curve configuration, curve group and project group in a visual parameter configuration method provided by the first embodiment of the present application;

[0021] Figure 3 A flowchart of a visual parameter configuration method provided by the first embodiment of the present application;

[0022] Figure 4 A flowchart of a visual parameter configuration method provided by the second embodiment of the present application;

[0023] Figure 5 A flowchart of curve group creation in a visual parameter configuration method provided by the third embodiment of the present application;

[0024] Figure 6 A flowchart of project group creation in a visual parameter configuration method provided by the fourth embodiment of the present application;

[0025] Figure 7 A structural diagram of a visual parameter configuration device for a client provided by the fifth embodiment of the present application;

[0026] Figure 8 A structural diagram of an electronic device provided by the sixth embodiment of the present application. DETAILED DESCRIPTION

[0027] The present application will be further described below in conjunction with the drawings and embodiments. It should be understood that the specific embodiments described herein are only used to explain the present application, and not to limit the present application. In addition, it should be noted that only the parts related to the present application are shown in the drawings, and not all the structures.

[0028] It should be noted that similar reference numerals and letters refer to like items in the accompanying drawings, and once an item is defined in one drawing, it need not be further defined and explained in subsequent drawings. Meanwhile, in the description of the present application, the terms "first", "second", and the like are used only to distinguish descriptions, and cannot be understood as indicating or implying relative importance. The acquisition, storage, use, processing, etc. of data in the technical solutions of the present application comply with the relevant provisions of national laws and regulations.

[0029] Embodiment one

[0030] During the life of a financial derivative product, it is necessary to value and measure the risk of the financial derivative product, Figure 1 A flowchart for calculating the value and risk measurement of a financial derivative product is provided for embodiment one of the present application, as shown in Figure 1 The construction of a discount curve is required for calculating the value of a financial derivative product based on market data, and then model calibration is performed based on the constructed discount curve to value the product and measure the risk. In the above process of calculating the value and risk measurement of a financial derivative product, the construction of the discount curve will directly affect the correctness of the product valuation.

[0031] The existing discount curve configuration method generally includes the following steps:

[0032] 1) Configure discount curve related information, including discount curve type, discount curve name, interpolation method, and date convention parameters, etc.

[0033] 2) Configure market quotes of different maturities for different types of discount curves, and finally store the curve information, maturity type, and market quote information in a structured database.

[0034] However, the construction result of the current discount curve depends on the configuration parameters of the discount curve, and the discount curve configuration system cannot reuse the data configuration of the market quotes. The date convention parameter has only one value in a discount curve, and the discount curve configuration is not flexible enough.

[0035] Due to the multiple and complex parameter configuration of the discount curve, the configuration parameters related to the discount curve of different types of financial derivative products differ greatly, the correlation between the parameters is complex, and the parameter configuration method is not convenient, flexible, fast, and intuitive enough.

[0036] To solve the problem of the inconvenient, inflexible, slow, and non-intuitive parameter configuration method of the discount curve, the parameter configuration of the discount curve is divided into five entity concepts in the embodiment of the present application, Figure 2 An entity relationship diagram of the visual parameter configuration method provided for embodiment one of the present application, Type parameter, key maturity point, discount curve configuration, curve group, and project group, is shown in Figure 2As shown, the five entities are the Type parameter, key deadline, discount curve configuration, curve group, and project group. Figure 2 As can be seen, the five entities have a hierarchical relationship, with the project group at the top. Higher-level entities depend on lower-level entities, and lower-level entities are the foundation of their higher-level counterparts. The Type parameter is at the bottom and is the most basic configuration. The key maturity point can be understood as the relationship between the Type parameter and the Market Quotation Code (RIC). For example, an RIC code named USD3MOIS=TTKL represents an OIS interest rate with the currency USD and a maturity of 3 months. RIC quotes can be obtained daily from market data providers. One Type parameter can be configured for multiple Market Quotation Codes. The discount curve configuration and key maturity points have a one-to-many relationship; one curve can be configured with multiple key maturity points. Curve groups are the upper level of the discount curve configuration, and they also have a one-to-many relationship; one curve group can contain multiple discount curve configurations. Project groups are composed of curve groups, and one project group can contain multiple curve groups. This invention, through hierarchical processing of the parameter configuration information of the discount curve, generates and displays the interface for each parameter configuration, enabling the configuration of each parameter of the discount curve in a visual manner. Based on the relevant parameter content configured in each parameter configuration interface, the invention generates and stores the parameter configuration results, making the parameter configuration method of the discount curve more flexible, faster and more intuitive, thereby saving time in configuring the discount curve parameters.

[0037] Figure 3 This is a flowchart illustrating a visual parameter configuration method provided in Embodiment 1 of the present invention. This embodiment is applicable to situations where the efficiency of valuation and risk measurement of financial derivatives is improved. The method can be executed by a visual parameter configuration device applied to a client in this embodiment, which can be implemented in software and / or hardware, such as... Figure 3 As shown, the method specifically includes the following steps:

[0038] S101 generates and stores the TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein, the TYPE parameter is the configuration parameter for the market quotation data of financial products.

[0039] The TYPE parameter can be understood as a related parameter of market quotation data of different maturities of a financial product. The TYPE parameter configuration can be understood as a process of configuring parameters of market quotation data of different maturities of a financial product. One Type parameter can be associated with multiple market quotations, and the reuse of Type parameter configuration is realized. The Type parameter can include currency / currency pair, day count convention, payment calendar, holiday rule, interest calculation calendar rule, reset frequency, month-end adjustment rule, and the like, but the type of the Type parameter is not limited thereto, and is not specifically limited herein. The Type parameter needs to be distinguished according to the product type, and the parameter types configured by the Type parameters of different product types are different. The TYPE parameter configuration result can include currency / currency pair, day count convention, payment calendar, holiday rule, interest calculation calendar rule, reset frequency, month-end adjustment rule, and the like.

[0040] Specifically, after receiving the TYPE parameter configuration instruction, the TYPE parameter configuration interface can be generated and displayed in response to receiving the TYPE parameter configuration instruction. Then, the parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface is obtained, and the TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameter.

[0041] For example, assuming that the parameter content of the TYPE parameter can be currency / currency pair, day count convention, payment calendar, holiday rule, and the TYPE parameter configuration interface can include product type, currency / currency pair, day count convention, payment calendar, and holiday rule. After the user completes the related configuration through the TYPE parameter configuration interface, the parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface is obtained, and the TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameter. The TYPE parameter configuration result can include currency / currency pair (USD), day count convention (DC ACT 360), payment calendar (New York), and holiday rule (modified carryover).

[0042] S102, based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation coding RIC, the key maturity point configuration result is generated and stored.

[0043] The key maturity point can be understood as a related parameter associated with the Type parameter and the RIC code, for example, the key maturity point can include key maturity point identification, maturity, product type, TYPE parameter, and configured RIC. The key maturity point configuration can be understood as a processing operation of associating the related parameters associated with the Type parameter and the RIC code. The key maturity point configuration result can include key maturity point identification, maturity, product type, TYPE parameter, and configured RIC.

[0044] Specifically, although the product type and the term can be inferred from the name of the RIC code, it is difficult to program a program to parse the RIC code matching because the RIC code does not have a strict format, and therefore it is necessary to manually configure the association between the relevant information of the RIC code and the Type parameter to configure the key term point.

[0045] Further, the key term point configuration interface can be generated and displayed based on the key term point configuration instruction after receiving the key term point configuration instruction; the TYPE parameter configuration result selected by the user based on the key term point configuration interface and the configured market quotation code RIC can be obtained after the user completes the configuration of the key term point through the key term point configuration interface, and the key term point configuration result can be generated and stored based on the selected TYPE parameter configuration result and the configured RIC.

[0046] For example, the key term point configuration interface generated and displayed based on the key term point configuration instruction can include the key term point identifier, the product type, the term, the TYPE parameter configuration result, and the configured RIC; after the user completes the configuration of each parameter of the key term point through the key term point configuration interface, the TYPE parameter configuration result selected by the user based on the key term point configuration interface and the configured market quotation code RIC can be obtained, and the relevant information of the RIC code can be manually configured as USD3MOIS=TTKL, and the configuration result of the key term point can include the key term point identifier, the term (3M), the OIS interest rate, the TYPE parameter configuration result (currency / currency pair, daily calculation convention, payment calendar, holiday rule, interest calculation calendar rule), and the configured RIC.

[0047] S103, generating and storing the discount curve configuration result based on the key term point configuration result selected by the user through the visual interface; wherein the discount curve is a change curve of the discount rate of the financial product.

[0048] The discount curve configuration can include the discount curve identifier, the discount curve type, and the configuration of the curve group to which the discount curve belongs; and the discount curve configuration result can include the discount curve identifier, the discount curve type, and the curve group to which the discount curve belongs.

[0049] Specifically, the configuration of a discount curve can select the corresponding key term point configuration result according to the discount curve type, set the corresponding market quotation data, and generate and store the discount curve configuration result, wherein the market quotation data can include interest rate or exchange rate data.

[0050] Further, the discount curve configuration interface can be generated and displayed in response to receiving the discount curve configuration instruction. The discount curve configuration interface can include discount curve basic information, parameter content of the discount parameter, and at least one selected key deadline point configuration result, and the like.

[0051] For example, the discount curve configuration interface can be generated and displayed in response to receiving the discount curve configuration instruction. The discount curve configuration interface can include discount curve basic information, parameter content of the discount parameter, and at least one selected key deadline point configuration result, and the like.

[0052] In the embodiment of the application, the relationship between the key deadline point and the discount curve configuration is a many-to-one relationship, that is, a discount curve usually needs to be configured with multiple key deadline points. Meanwhile, the deadlines of different key deadline points of a discount curve can be different, and the market quotes corresponding to these key deadline points are the data basis for curve construction. One key deadline point can be configured for multiple curves to achieve the reuse purpose of key deadline point configuration.

[0053] The technical solution of the embodiment generates and stores the TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface. The TYPE parameter is a configuration parameter for market quote data of a financial product. The key deadline point configuration result is generated and stored based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quote code RIC. The discount curve configuration result is generated and stored based on the key deadline point configuration result selected by the user through the visual interface. The discount curve is a change curve of the discount rate of a financial product. That is, in the embodiment of the application, the interfaces for each parameter configuration of the discount curve are generated and displayed by processing each parameter configuration of the discount curve in layers. The parameter configuration of the discount curve is realized in a visual manner. The parameter configuration result is generated and stored based on the related parameter content configured in each parameter configuration interface. The reuse of the parameter configuration is realized. The parameter configuration of the discount curve is more flexible, fast and intuitive, thereby saving the time cost of configuring the parameters of the discount curve.

[0054] In some embodiments, the TYPE parameter includes at least one of a currency / currency pair, a day count convention, a payment calendar, a holiday rule, an interest calculation calendar rule, a reset frequency, and a month-end adjustment rule.

[0055] The currency pair is an exchange rate of foreign exchange transaction composed of two currencies, represented by two International Organization for Standardization (ISO) codes with a separator, such as GBP / USD, in which the first code represents the "base currency" and the other is the "secondary currency". The mainstream currency pair in the foreign exchange market is mainly the currency pair containing the US dollar, such as Euro / US Dollar (EUR / USD), British Pound / US Dollar (GBP / USD), Australian Dollar / US Dollar (AUD / USD), and the like.

[0056] In the embodiment of the present application, the TYPE parameter can be used to improve the accuracy of the configuration of the key deadline point in the discount curve configuration.

[0057] In some embodiments, the key deadline point configuration result includes: key deadline point identification, deadline, product type, selected TYPE parameter configuration result, and configured RIC.

[0058] The key deadline point identification can be understood as the name of the key deadline point; the configured RIC can be configured by manually configuring the relevant information of the RIC code to obtain the configured RIC.

[0059] In some embodiments, the discount curve basic information includes at least one of: discount curve identification, discount curve type, curve group to which the discount curve belongs, project group to which the discount curve belongs, and currency / currency pair; and the discount parameter includes at least one of: interest calculation method, interpolation method, Bootstrap method, and dependent curve.

[0060] The discount curve identification can be understood as the name of the discount curve; the Bootstrap method, also known as the bootstrap method or bootstrap sampling method, is a uniform sampling with replacement from a given training set, that is, each time a sample is selected, it is equally likely to be selected again and added to the training set again; the dependent curve can be understood as the related curve of the currency, such as the base currency discount curve, the base currency reference curve, the base currency short-end reference curve, and the target currency reference curve.

[0061] For example, continuing the above example, after receiving the discount curve configuration instruction, a discount curve configuration interface can be generated and displayed, which can include: discount curve basic information, parameter content of the discount parameter, and at least one selected key deadline point configuration result; the discount curve basic information can include at least one of: discount curve identification, discount curve type, curve group to which the discount curve belongs, project group to which the discount curve belongs, and currency / currency pair; and the discount parameter can include at least one of: interest calculation method, interpolation method, Bootstrap method, and dependent curve.

[0062] In the embodiment of the present application, the discount curve configuration can be performed by using the key deadline point configuration result, the discount curve basic information and the discount parameter, so as to improve the efficiency of the parameter configuration of the discount curve.

[0063] Embodiment two

[0064] Figure 4 A flowchart of a visual parameter configuration method provided by the second embodiment of the present application is shown in FIG. 2. As shown in FIG. 2, the method of the present embodiment specifically includes the following steps: Figure 4

[0065] S201, in response to receiving the TYPE parameter configuration instruction, generating and displaying a TYPE parameter configuration interface.

[0066] For example, the TYPE parameter configuration interface can include the parameter configuration options of the product type, the currency / currency pair, the day count convention, the payment calendar and the holiday rule.

[0067] S202, obtaining the product type selected by the user through the TYPE parameter configuration interface.

[0068] Specifically, the product type selected by the user through the TYPE parameter configuration interface can be obtained by the user clicking the selection box corresponding to the product type in the TYPE parameter configuration interface and selecting the option of the product type provided in the selection box.

[0069] S203, displaying the TYPE parameter corresponding to the selected product type on the TYPE parameter configuration interface.

[0070] For example, the TYPE parameter corresponding to the selected product type on the TYPE parameter configuration interface can be the currency / currency pair (USD), the day count convention (DC_ACT_360), the payment calendar (New York), and the holiday rule (modified following), by the user clicking the selection box corresponding to each parameter in the TYPE parameter configuration interface to display the TYPE parameter corresponding to the product type selected by the user. The modified following is to adjust the non-working day to the next working day, but if the working day falls in the next month, the non-working day is adjusted to the previous working day.

[0071] S204, obtaining the parameter content of the displayed TYPE parameter configuration by the user through the TYPE parameter configuration interface.

[0072] S205, generating and storing the TYPE parameter configuration result based on the parameter content of the TYPE parameter.

[0073] ​For example, the TYPE parameter configuration result can be generated according to the parameter content of the TYPE parameter obtained in S204, and the TYPE parameter configuration result is currency / currency pair (USD), day count convention (DC ACT 360), payment calendar (New York), and holiday rule (amendment postponement), and the TYPE parameter configuration result is stored.

[0074] In S206, the key tenor point configuration result is generated and stored based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quote code (RIC).

[0075] Specifically, the key tenor point is in one-to-one association with the Type parameter and the RIC code, and the key tenor point configuration result can be generated and stored by associating the TYPE parameter and the RIC code.

[0076] For example, continuing the above example, after obtaining the TYPE parameter configuration result selected by the user based on the key tenor point configuration interface and the configured market quote code RIC, the key tenor point configuration result can be generated and stored based on the TYPE parameter configuration result and the configured market quote code RIC, and the key tenor point configuration result can include key tenor point identification, tenor, product type, selected TYPE parameter configuration result, and configured RIC.

[0077] In S207, in response to receiving the discount curve configuration instruction, a discount curve configuration interface is generated and displayed.

[0078] For example, after responding to the receipt of the discount curve configuration instruction, the discount curve configuration interface can be generated and displayed based on the TYPE parameter configuration result and the key tenor point configuration result; the discount curve configuration interface can include discount curve basic information, discount curve parameter setting, and associated key tenor point configuration, the discount curve basic information can include discount curve identification, discount curve type, discount curve belonging to curve group, discount curve belonging to project group, and currency / currency pair configuration options; the discount curve parameter setting can include interest calculation method, Bootstrap method, interpolation method and dependent curve configuration options.

[0079] In S208, the discount curve basic information configured by the user based on the discount curve configuration interface, the parameter content of the discount parameter, and the selected at least one key tenor point configuration result are obtained.

[0080] Specifically, the discount curve configuration is in a one-to-many association relationship with the key deadline point, the key deadline point is in a one-to-one association relationship with the Type parameter and the RIC code, and after the user completes the discount curve configuration, the discount curve basic information configured by the user based on the discount curve configuration interface, the parameter content of the discount parameter, and the at least one key deadline point selected by the user can be obtained based on the association relationship between the Type parameter, the key deadline point, and the discount curve configuration, and the configuration results of the discount curve basic information configured by the user based on the discount curve configuration interface, the parameter content of the discount parameter, and the at least one key deadline point selected by the user.

[0081] For example, continuing the above example, after the user completes the discount curve configuration, the discount curve basic information configured by the user based on the discount curve configuration interface that can be obtained includes: discount curve identifier (CNH IM USD_B), discount curve type (implied yield curve), discount curve group to which the discount curve belongs (derivative valuation and measurement), project group to which the discount curve belongs (derivative risk measurement), and currency / currency pair (CNH). The parameter content of the discount parameter configured by the user based on the discount curve configuration interface that is obtained is: interest calculation method (continuous compound interest), Bootstrap method (double curve double variable), interpolation method (LINEAR), and dependent curve (base currency discount curve, reference curve for the short end of the base currency, base currency reference curve, and target currency reference curve), and at least one key deadline point configuration result selected by the user based on the discount curve configuration interface.

[0082] In S209, the discount curve configuration result is generated and stored based on the obtained discount curve basic information, the parameter content of the discount parameter, and the at least one key deadline point configuration result.

[0083] For example, based on the obtained discount curve basic information, the parameter content of the discount parameter, and the at least one key deadline point configuration result, the discount curve configuration result is generated and stored, and the discount curve configuration result can include the discount curve basic information configured by the user based on the discount curve configuration interface, the parameter content of the discount parameter, and the at least one key deadline point configuration result.

[0084] Further, after creating a discount curve configuration, clicking save, the system will persist the discount curve configuration information to the database. After saving the discount curve configuration information, the discount curve configuration can be modified. The interface for modifying the discount curve configuration is consistent with the interface for creating a new discount curve configuration. After saving the discount curve configuration, the discount curve configuration cannot take effect immediately for discount curve construction. The discount curve configuration needs to be submitted for approval. After the review personnel review and pass, the discount curve configuration can take effect. The reason why the discount curve configuration needs to be reviewed is that the discount curve configuration parameters are numerous and prone to errors. Adding a discount curve configuration review mechanism can reduce the error rate of the discount curve configuration and improve the accuracy of the discount curve configuration.

[0085] The technical scheme of the embodiment, by responding to receiving the TYPE parameter configuration instruction, generating and displaying the TYPE parameter configuration interface, obtaining the product type selected by the user through the TYPE parameter configuration interface, obtaining the parameter content of the displayed TYPE parameter configuration selected by the user through the TYPE parameter configuration interface, generating and storing the TYPE parameter configuration result based on the parameter content of the TYPE parameter, based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation code RIC, generating and storing the key deadline point configuration result; in response to receiving the discount curve configuration instruction, generating and displaying the discount curve configuration interface, based on the obtained discount curve basic information, the parameter content of the discount parameter, and the selected at least one key deadline point configuration result, generating and storing the discount curve configuration result, obtaining the discount curve basic information, the parameter content of the discount parameter, and the selected at least one key deadline point configuration result configured by the user based on the discount curve configuration interface. That is, the embodiment of the application generates and displays the interface of each parameter configuration by processing each parameter configuration of the discount curve in layers, realizes the parameter configuration of each parameter of the discount curve in a visual manner, generates and stores the parameter configuration result based on the related parameter content configured by each parameter configuration interface, realizes the reuse of parameter configuration, makes the parameter configuration mode of the discount curve more flexible, fast and intuitive, thereby saving the time cost of configuring the parameters of the discount curve.

[0086] Embodiment three

[0087] Figure 5 A flowchart of a curve group creation process in a visual parameter configuration method provided by the third embodiment of the application. The method can be performed by the visual parameter configuration device applied to the server in the embodiment of the application. The device can be realized by software and / or hardware. As shown in the figure, the method specifically includes the following steps: Figure 5

[0088] S301, in response to receiving the curve group creation instruction, generating and displaying the curve group creation interface.

[0089] ​The curve group can be understood as a grouping of different discount curve configurations; the curve group and the discount curve configuration are in a one-to-many relationship, a curve group contains multiple discount curve configuration information, a discount curve configuration can only belong to one curve group and must belong to a certain curve group, and cannot exist alone, and the discount curve name under a curve group cannot be repeated.

[0090] Specifically, the corresponding curve group creation interface can be generated and displayed based on the received curve group creation instruction.

[0091] For example, the corresponding curve group creation interface can be generated and displayed based on the received curve group creation instruction, wherein the curve group creation interface can include a curve group identifier and a curve group type (test group type).

[0092] Optionally, the visual parameter configuration method provided by the embodiment of the application can also display the discount curve identifier in the stored discount curve configuration result in response to the curve copy instruction input by the user through the curve group creation interface after generating and displaying the curve group creation interface in response to receiving the curve group creation instruction.

[0093] Specifically, since the steps of discount curve configuration are relatively complex and tedious, the Type parameter needs to be created first, and then the key deadline points required by the curve need to be created, generally 20 key deadline points are associated with one discount curve, and after the key deadline points are created, the discount curve can be created. In order to reuse the discount curve configuration information more quickly and fully, the curve copy function is provided in the embodiment of the application, and the discount curve identifier in the stored discount curve configuration result can be displayed through the curve copy instruction input through the curve group creation interface.

[0094] For example, assuming that a new discount curve needs to be created, the discount curve identifier in the stored discount curve configuration result can be displayed through the curve copy instruction input through the curve group creation interface.

[0095] After displaying the discount curve identifier in the stored discount curve configuration result, a page containing the discount curve configuration result corresponding to the selected discount curve identifier is generated and displayed in response to the selection instruction of the user to the displayed discount curve identifier.

[0096] Specifically, the selection instruction of the user to the displayed discount curve identifier can be generated by the user selecting one of the displayed discount curve identifiers in the curve group creation interface, and then a page containing the discount curve configuration result corresponding to the selected discount curve identifier is generated and displayed.

[0097] After generating and displaying the page containing the line curve configuration results corresponding to the selected discount curve identifier, the user's edits to the line curve configuration results on the page can be obtained and stored as new discount curve configuration results.

[0098] Specifically, after generating and displaying the page containing the line curve configuration result corresponding to the selected discount curve identifier, the user can edit the discount curve configuration result on the page to obtain the edit result, and the edit result is stored as the new discount curve configuration result.

[0099] For example, users can modify the configuration information of the copied line curve A, and after modifying it and clicking save, they can obtain the user's edited configuration result of the line curve A on the page, and store the edited result as the new configuration result of the line curve B.

[0100] S302, Obtain the information of the curve group to be created input by the user through the curve group creation interface.

[0101] The information for the curve group to be created includes: curve group identifier and curve group type. Curve group types include production group type and test group type. The discounted cash flow curves in production group type curve groups are used for the valuation of financial products, while the discounted cash flow curves in test group type curve groups are used for testing and trial calculations of curve configurations. The configuration of discounted cash flow curves in test group type curve groups does not require review. Furthermore, the creation or modification of discounted cash flow curves in test group types takes effect immediately. The information for the curve group to be created can be used to generate and store the curve group creation results, which can also improve the speed and accuracy of curve group creation.

[0102] Specifically, after the user completes the input of the curve group information to be created through the curve group creation interface, the information of the curve group to be created input by the user through the curve group creation interface can be obtained based on the Type parameter, key deadline, discount curve configuration and the relationship of the curve group.

[0103] For example, after the user completes the input of the curve group information to be created through the curve group creation interface, the information of the curve group to be created input by the user through the curve group creation interface can be obtained based on the one-to-many relationship between the curve group and the discount curve configuration, the one-to-many relationship between the discount curve configuration and the key deadline, and the one-to-one relationship between the key deadline and the Type parameter and RIC code.

[0104] S303, Generate and store the curve group creation result based on the acquired information of the curve group to be created.

[0105] For example, assuming that the information of the to-be-created curve group input by the user through the curve group creation interface is a curve group identifier and a curve group type (test group type), the curve group creation result can be generated and stored based on the obtained information of the to-be-created curve group.

[0106] The technical scheme of the embodiment, by responding to the received curve group creation instruction, generating and displaying a curve group creation interface, obtaining the information of the to-be-created curve group input by the user through the curve group creation interface, generating and storing the curve group creation result based on the obtained information of the to-be-created curve group, obtaining the editing result of the user to the polyline curve configuration result in the page, storing the editing result as a new discount curve configuration result, responding to the selection instruction of the user to the displayed discount curve identifier, generating and displaying a page containing the polyline curve configuration result corresponding to the selected discount curve identifier, and responding to the curve copying instruction input by the user through the curve group creation interface, displaying the discount curve identifier in each stored discount curve configuration result.

[0107] The technical scheme of the embodiment, by creating a curve group to group the discount curves and copying the discount curves by using the curve copying instruction, can improve the management efficiency of multiple discount curves, achieve the purpose of creating a curve group and copying a curve in a visual manner, provide a faster and more sufficient way to reuse curve configuration information, make the way of creating a curve group and copying a curve more flexible, fast and intuitive, and thus save the time cost of configuring parameters of the discount curves.

[0108] Embodiment Four

[0109] Figure 6 A flowchart of a project group creation in a visual parameter configuration method provided by Embodiment Four of the application is shown in the figure. The project group creation in this embodiment is based on the above-mentioned embodiments. As shown in the figure, the method of this embodiment specifically includes the following steps: Figure 6

[0110] S401, in response to receiving a project group creation instruction, generating and displaying a project group creation interface.

[0111] The project group can group the curve groups according to business classification and user permissions. One project group can contain multiple curve groups, and one curve group can only belong to one project group and must belong to a certain project group. There is no limit to the number of test state curve groups under a project group, but there can be only one production state curve group under a project group. The project group mainly controls user operation permissions and the effect of copying curve groups.

[0112] Specifically, based on the received project group creation instruction, the corresponding project group creation interface can be generated and displayed. The project group creation interface can include configuration options of a project group identifier and a permission user identifier.​

[0113] Optionally, the parameter configuration method for visualization provided by the embodiment of the present application can further display the curve group identifiers in the stored curve group creation results in response to a curve group copying instruction input by the user through the project group creation interface after generating and displaying the project group creation interface in response to receiving the project group creation instruction.

[0114] Specifically, the curve group identifiers in the stored curve group creation results can be displayed through the project group creation interface based on the curve group copying instruction input by the user through the project group creation interface after generating and storing the project group creation results.

[0115] After displaying the curve group identifiers in the stored curve group creation results, the discount curve configuration results under the curve group corresponding to the selected curve group identifier can be copied in response to a selection instruction of the user on the displayed curve group identifier; and the copied results can be stored as the configuration results of the curve group under the current project group.

[0116] Specifically, the selection instruction of the user on the displayed curve group identifier can be obtained through the curve group identifier selected by the user on the project group creation interface, the discount curve configuration results under the curve group corresponding to the selected curve group identifier can be copied, which can include all the discount curves, key deadline points and Type parameters under the curve group; and the copied results can be stored as the configuration results of the curve group under the current project group. The copied curve group can quickly borrow the configuration information of other curve groups, modify the curve, key deadline point or Type parameter information under the new curve group, and will not affect the original curve group configuration, which is convenient for data testing.

[0117] When all the discount curves of a test-type curve group are set and tested, a production-type curve group can be created, the curve group is copied, and the production-type curve is used for calculating the valuation of financial derivative products.

[0118] S402, obtaining information of a to-be-created project group input by the user through the project group creation interface, and generating and storing a project group creation result based on the obtained information of the to-be-created project group.

[0119] The information of the to-be-created project group can include a project group identifier and a permission user identifier; the user corresponding to the permission user identifier has editing permissions on the curve group, curve, key deadline point and Type parameter under the current project group, and the information of the to-be-created project group can be used to generate and store the project group creation result, thereby improving the accuracy and speed of generating the project group creation result.

[0120] Specifically, when creating a project group, the associated permission user identifier needs to be configured. In the embodiment of the present application, users are divided into two categories: administrator users and operation post users. Administrator users have all the permissions of the system, including the creation, modification, deletion, review and rejection operations on project groups, curve groups, discount curves, key deadline points and Type parameters. Operation post users have the permission to view all the contents of the project groups, but need to be configured with the project group permission, and only then have the permissions to add, modify, delete, review and reject. When the administrator user adds the operation post user to the permission user list of the project group, the operation post user has the permissions to create, modify, delete, review and reject all the curve groups, curves, key deadline points and Type parameters under the project group. This permission control method can ensure that the operation post user cannot operate the curve groups beyond the permission range.

[0121] Further, after the user configures the related project group creation information through the project group creation interface, the association relationship between the Type parameter, the key deadline point, the discount curve configuration, the curve group and the project group can be obtained, and based on the information of the to-be-created project group input by the user through the project group creation interface, the project group creation result can be generated and stored.

[0122] For example, after the user configures the related project group creation information through the project group creation interface, the information of the to-be-created project group input by the user through the project group creation interface can be obtained. The information of the to-be-created project group can include a project group identifier and a permission user identifier. Based on the one-to-many association relationship between the project group and the curve group, the project group identifier and the permission user identifier are obtained, and the project group creation result is generated and stored.

[0123] The technical scheme of the embodiment is characterized in that, in response to receiving a project group creation instruction, a project group creation interface is generated and displayed, information of a to-be-created project group input by a user through the project group creation interface is acquired, a project group creation result is generated and stored based on the acquired information of the to-be-created project group, in response to a curve group copy instruction input by the user through the project group creation interface, curve group identifiers in each piece of the stored curve group creation result are displayed, in response to a selection instruction of the displayed curve group identifier input by the user, a discount curve configuration result under a curve group corresponding to the selected curve group identifier is copied, and the copied result is stored as a configuration result of a curve group under the current project group. The technical scheme of the embodiment realizes the purpose of creating a project group and copying a curve group in a visual manner, that is, creating a project group in response to receiving a project group creation instruction and copying a curve group in response to a curve group copy instruction input by the user through a project group creation interface. A user can select different project groups according to business rules, and then flexibly manage discount curves. The curve group copy function can save the time of the user to configure a discount curve, improve the efficiency of discount curve configuration, make the parameter configuration mode of the discount curve more flexible, fast and intuitive, and save the time cost of configuring parameters of the discount curve.

[0124] Embodiment five

[0125] Figure 7 A structural schematic diagram of a visual parameter configuration device for a client provided by the fifth embodiment of the application. The device can be realized in the form of software and / or hardware, and can be integrated in any device that provides the function of visual parameter configuration, such as a computer. Figure 7 The visual parameter configuration device specifically includes:

[0126] The parameter configuration module 501 is configured to generate and store a TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface. The TYPE parameter is a configuration parameter of market quotation data of a financial product.

[0127] The key deadline point configuration module 502 is configured to generate and store a key deadline point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation code RIC.

[0128] The discount curve configuration module 503 is configured to generate and store a discount curve configuration result based on the key deadline point configuration result selected by the user through the visual interface. The discount curve is a change curve of the discount rate of a financial product.

[0129] The embodiment five of the present application provides a visual parameter configuration device, which generates and displays a TYPE parameter configuration interface in response to receiving a TYPE parameter configuration instruction; acquires parameter content of a TYPE parameter configured by a user based on the TYPE parameter configuration interface, generates and stores a TYPE parameter configuration result based on the parameter content of the TYPE parameter; wherein the TYPE parameter is a configuration parameter of market quotation data of a financial product; generates and displays a key deadline point configuration interface in response to receiving a key deadline point configuration instruction; acquires a TYPE parameter configuration result selected by the user based on the key deadline point configuration interface and a configured market quotation code RIC, generates and stores a key deadline point configuration result based on the selected TYPE parameter configuration result and the configured RIC; generates and displays a discount curve configuration interface in response to receiving a discount curve configuration instruction; acquires a key deadline point configuration result selected by the user based on the discount curve configuration interface, and generates and stores a discount curve configuration result based on the selected key deadline point configuration result. That is, the parameter configuration information of the discount curve is processed in layers, the interface of each parameter configuration is generated and displayed, the parameters of the discount curve are configured in a visual manner, the parameter configuration mode of the discount curve is more flexible, fast and intuitive, and the time cost of configuring the parameters of the discount curve is saved.

[0130] Optionally, the parameter configuration module 501 is specifically used for:

[0131] generating and displaying a TYPE parameter configuration interface in response to receiving a TYPE parameter configuration instruction;

[0132] acquiring parameter content of a TYPE parameter configured by a user based on the TYPE parameter configuration interface;

[0133] generating and storing a TYPE parameter configuration result based on the parameter content of the TYPE parameter.

[0134] Optionally, the parameter configuration module 501 acquires parameter content of a TYPE parameter configured by a user based on the TYPE parameter configuration interface, and the method comprises the following steps.

[0135] acquiring a product type selected by the user through the TYPE parameter configuration interface;

[0136] displaying a TYPE parameter corresponding to the selected product type on the TYPE parameter configuration interface;

[0137] acquiring parameter content of the TYPE parameter configured by the user through the TYPE parameter configuration interface.

[0138] Optionally, the TYPE parameter comprises at least one of the following: currency / currency pair, day count convention, payment calendar, holiday rule, accrual calendar rule, reset frequency, and end-of-month adjustment rule.

[0139] Optionally, the key deadline point configuration result comprises at least one of the following: key deadline point identification, deadline, product type, the selected TYPE parameter configuration result, and configured RIC.

[0140] Optionally, the discount curve configuration module 503 is specifically configured to:

[0141] In response to receiving a discount curve configuration instruction, a discount curve configuration interface is generated and displayed;

[0142] Obtain the key deadline point configuration result selected by the user based on the discount curve configuration interface;

[0143] Generate and store the discount curve configuration result based on the selected key deadline point configuration result.

[0144] Optionally, the discount curve configuration module 503 obtains the key deadline point configuration result selected by the user based on the discount curve configuration interface, and generates and stores the discount curve configuration result based on the selected key deadline point configuration result, comprising:

[0145] Obtain the discount curve basic information, the parameter content of the discount parameter, and the selected at least one key deadline point configuration result configured by the user based on the discount curve configuration interface;

[0146] Generate and store the discount curve configuration result based on the obtained discount curve basic information, the parameter content of the discount parameter, and the selected at least one key deadline point configuration result.

[0147] Optionally, the discount curve basic information comprises at least one of the following: discount curve identification, discount curve type, curve group to which the discount curve belongs, project group to which the discount curve belongs, and currency / currency pair.

[0148] The discount parameter comprises at least one of the following: interest calculation method, interpolation method, Bootstrap method, and dependent curve.

[0149] Further, the apparatus further comprises a curve group creation module, configured to:

[0150] In response to receiving a curve group creation instruction, a curve group creation interface is generated and displayed;

[0151] Obtain the information of the curve group to be created input by the user through the curve group creation interface;

[0152] Generate and store the result of the creation of the curve group based on the information of the curve group to be created.

[0153] Optionally, the information of the curve group to be created comprises a curve group identifier and a curve group type.

[0154] The curve group type comprises a production group type and a test group type, the discount curves in the curve group of the production group type are used for the valuation of financial products, and the discount curves in the curve group of the test group type are used for the test and trial of the curve configuration.

[0155] Further, the device further comprises a curve copying module configured to:

[0156] In response to a curve copying instruction input by the user through the curve group creation interface, display the discount curve identifiers in the discount curve configuration results stored.

[0157] In response to a selection instruction of the displayed discount curve identifier, generate and display a page containing the discount curve configuration result corresponding to the selected discount curve identifier.

[0158] Obtain the editing result of the discount curve configuration result in the page by the user, and store the editing result as a new discount curve configuration result.

[0159] Further, the device further comprises a project group creation module configured to:

[0160] In response to receiving a project group creation instruction, generate and display a project group creation interface, obtain the information of the project group to be created input by the user through the project group creation interface, and generate and store the result of the creation of the project group based on the information of the project group to be created.

[0161] Optionally, the information of the project group to be created comprises a project group identifier and a permission user identifier.

[0162] The user corresponding to the permission user identifier has the editing permission of the curve group, the curve, the key deadline, and the Type parameter under the project group.

[0163] Further, the device further comprises a curve group copying module configured to:

[0164] In response to a curve group copying instruction input by the user through the project group creation interface, display the curve group identifiers in the curve group creation results stored.

[0165] In response to a selection instruction of the displayed curve group identifier, copy the discount curve configuration results under the curve group corresponding to the selected curve group identifier, and store the copying result as the configuration result of the curve group under the project group.

[0166] The above-described products can perform the methods provided in any embodiment of the present invention, and have the corresponding functional modules and beneficial effects for performing the methods.

[0167] Example 6

[0168] Figure 8 This is a schematic diagram of the structure of an electronic device provided in Embodiment Six of the present invention. Figure 8 A block diagram is shown of an exemplary electronic device 12 suitable for implementing embodiments of the present invention. Figure 8 The electronic device 12 shown is merely an example and should not impose any limitations on the functionality and scope of use of the embodiments of the present invention.

[0169] like Figure 8 As shown, the electronic device 12 is represented in the form of a general-purpose computing device. The components of the electronic device 12 may include, but are not limited to: one or more processors or processing units 16, system memory 28, and bus 18 connecting different system components (including system memory 28 and processing unit 16).

[0170] Bus 18 represents one or more of several bus architectures, including a memory bus or memory controller, a peripheral bus, a graphics acceleration port, a processor, or a local bus using any of the various bus architectures. For example, these architectures include, but are not limited to, the Industry Standard Architecture (ISA) bus, the Micro Channel Architecture (MAC) bus, the Enhanced ISA bus, the Video Electronics Standards Association (VESA) local bus, and the Peripheral Component Interconnect (PCI) bus.

[0171] Electronic device 12 typically includes a variety of computer system readable media. These media can be any available media that can be accessed by electronic device 12, including volatile and non-volatile media, removable and non-removable media.

[0172] System memory 28 may include computer system readable media in the form of volatile memory, such as random access memory (RAM) 30 and / or cache memory 32. Electronic device 12 may further include other removable / non-removable, volatile / non-volatile computer system storage media. By way of example only, storage system 34 may be used to read and write non-removable, non-volatile magnetic media (… Figure 8 Not shown; usually referred to as a "hard drive"). Although Figure 8A disk drive, a floppy disk drive, and / or other mass storage device can be provided for in the embodiment, and can be included in or peripheral to electronic device 12, as is known. A disk drive can be provided for reading from or writing to a removable, nonvolatile magnetic disk (e.g., "floppy disk"), and an optical disk drive can be provided for reading from or writing to a removable, nonvolatile optical disk (e.g., CD-ROM, DVD-ROM, etc.). In these instances, each drive can be connected to bus 18 by one or more data media interfaces. The drives can enable electronic device 12 to communicate with one or more additional devices that can use or store data. Memory 28 can include at least one program product having a set (e.g., at least one) of program modules that are configured to carry out the functions of embodiments of the application. The program module(s) 42 can be stored in memory 28, for example, as well as an operating system, one or more application programs, other program modules, and program data, and each or a combination thereof can include implementation of a networking environment. The program modules 42 generally carry out the functions and / or methodologies of embodiments of the application described herein.

[0173] Program / utility 40 having a set (at least one) of program modules 42 can be stored in memory 28, for example, as well as an operating system, one or more application programs, other program modules, and program data, and each or a combination thereof can include implementation of a networking environment. The program modules 42 generally carry out the functions and / or methodologies of embodiments of the application described herein.

[0174] Electronic device 12 can also communicate with one or more external devices 14 such as a keyboard or pointing device, a display 24, etc. and can communicate with one or more devices that enable a user to interact with electronic device 12 and / or any devices (e.g., a network card, a modem, etc.) that enable electronic device 12 to communicate with one or more other computing devices. Such communication can occur via input / output (I / O) interface 22. Still yet, electronic device 12 in embodiments can not be present as a stand-alone individual device, but can be embedded in a mirror, such that the display surface of display 24 is visually integrated with the mirror surface when the display surface of display 24 is not displaying. Also, electronic device 12 can communicate with one or more networks such as a local area network (LAN), a general wide area network (WAN), and / or a public network such as the Internet, via network adapter 20. As presented, network adapter 20 communicates with the other components of electronic device 12 via bus 18. It should be appreciated that although not shown, other hardware and / or software modules are contemplated in embodiments of the present application, including but not limited to, microcode, device drivers, redundant processing units, external disk drive arrays, RAID systems, tape drives, and data archival storage systems, etc. Figure 8 Other hardware and / or software modules are contemplated in embodiments of the present application in conjunction with electronic device 12, including but not limited to, microcode, device drivers, redundant processing units, external disk drive arrays, RAID systems, tape drives, and data archival storage systems, etc.

[0175] The processing unit 16 executes various function applications and data processing by running programs stored in the system memory 28, such as implementing a visual parameter configuration method provided by the embodiments of the present application: generating and storing a TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein the TYPE parameter is a configuration parameter of market quotation data of a financial product; generating and storing a key term point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation coding RIC; generating and storing a discount curve configuration result based on the key term point configuration result selected by the user through the visual interface; wherein the discount curve is a change curve of the discount rate of the financial product. That is, by processing the parameter configuration of the discount curve in layers, the interface of each parameter configuration is generated and displayed, and the parameters of the discount curve are configured in a visual manner, so that the parameter configuration method of the discount curve is more flexible, fast and intuitive, and the time cost of parameter configuration is saved.

[0176] Embodiment seven

[0177] The embodiment seven of the present application provides a computer readable storage medium, which stores a computer program, and the program is executed by a processor to implement a visual parameter configuration method provided by all the embodiments of the present application:

[0178] generating and storing a TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein the TYPE parameter is a configuration parameter of market quotation data of a financial product;

[0179] generating and storing a key term point configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation coding RIC;

[0180] The discount curve configuration result is generated and stored based on the key deadline point configuration result selected by the user through the visual interface. The discount curve is a change curve of the discount rate of the financial product. Any combination of one or more computer-readable media can be used. The computer-readable media can be a computer-readable signal medium or a computer-readable storage medium. The computer-readable storage medium may, for example, but is not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, device, or apparatus, or any combination thereof. More specific examples (non-exhaustive list) of the computer-readable storage medium include an electrical connection having one or more wires, a portable computer diskette, a hard disk, a random access memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disk read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the above. In this document, the computer-readable storage medium can be any tangible medium that contains or stores a program that can be used by or in connection with an instruction execution system, device, or apparatus.

[0181] The computer-readable signal medium can include a data signal propagated in a baseband or propagated as a carrier wave in a propagated data signal, in which the computer-readable program code is contained. Such propagated data signal can take many forms, including but not limited to electromagnetic signal, optical signal, or any suitable combination thereof. The computer-readable signal medium can also be any computer-readable medium that can send, propagate, or transfer a program for use by or in connection with an instruction execution system, device, or apparatus.

[0182] The program code contained on the computer-readable medium can be transmitted in any suitable medium, including but not limited to wireless, wireline, optical cable, RF, etc., or any suitable combination thereof.

[0183] Embodiment eight

[0184] Embodiment eight of the present application also provides a computer program product comprising a computer program which, when executed by a processor, implements the visual parameter configuration method provided by any embodiment of the present application.

[0185] Computer program code for carrying out operations of the present application can be written in any combination of one or more programming languages, including an object oriented programming language such as Java, Smalltalk, C++ or the like and conventional procedural programming languages, such as the "C" programming language or similar programming languages. The program code can execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package, partly on the user's computer and partly on a remote computer or entirely on the remote computer or server. In the latter scenario, the remote computer can be connected to the user's computer through any type of network, including a local area network (LAN) or a wide area network (WAN), or the connection can be made to an external computer (for example, through the Internet using an Internet Service Provider).

[0186] It is to be understood that the above description is directed to the preferred embodiments and that those skilled in the art will be able to devise various modifications which, although not specifically described herein, embody the principles of the application and are included within the spirit and scope of the application. Accordingly, while the preferred embodiments have been described above, those skilled in the art will understand that they are not to be limited to the preferred embodiments, but are to include all such embodiments falling within the scope of the application as defined by the appended claims.

Claims

1. A visual parameter configuration method, characterized in that, include: The TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein, the TYPE parameter is a configuration parameter for the market quotation data of financial products, and the TYPE parameter requires different parameter types to be configured for different product types; Based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation code RIC, the key deadline configuration result is generated and stored; where the key deadline is the association between the TYPE parameter and the market quotation code RIC, and the key deadline configuration is the processing operation that associates the Type parameter with the relevant parameters associated with the RIC code. Based on the key maturity point configuration results selected by the user through the visual interface, the discount curve configuration results are generated and stored; where the discount curve is the curve of the change in the discount rate of the financial product. Specifically, based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation code RIC, the key deadline point configuration result is generated and stored, including: In response to receiving a critical deadline configuration instruction, generate and display the critical deadline configuration interface; Obtain the configuration result of the TYPE parameter selected by the user based on the key deadline configuration interface, as well as the configured market quotation code (RIC); Based on the selected TYPE parameter configuration results and the configured market quotation code RIC, generate and store the key deadline point configuration results; The step of generating and storing the discount curve configuration result based on the key maturity point configuration result selected by the user through the visual interface includes: In response to receiving a discount curve configuration command, generate and display the discount curve configuration interface; Obtain the basic information of the discount curve configured by the user based on the discount curve configuration interface, the parameter content of the discount parameters, and the configuration result of at least one selected key maturity point; Based on the acquired basic information of the discount curve, the parameter content of the discount parameters, and the configuration result of the selected at least one key maturity point, a discount curve configuration result is generated and stored; wherein, the basic information of the discount curve includes: discount curve identifier, discount curve type, curve group to which the discount curve belongs, project group to which the discount curve belongs, and at least one of currency / currency pair.

2. The method according to claim 1, characterized in that, The generation and storage of TYPE parameter configuration results based on the parameter content configured by the user through the visual interface includes: In response to receiving the TYPE parameter configuration command, generate and display the TYPE parameter configuration interface; Obtain the parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface; The TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameter.

3. The method according to claim 2, characterized in that, The step of obtaining the parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface includes: Obtain the product type selected by the user through the TYPE parameter configuration interface; The TYPE parameter corresponding to the selected product type is displayed on the TYPE parameter configuration interface; Obtain the parameter content configured by the user through the TYPE parameter configuration interface.

4. The method according to claim 1, characterized in that, The TYPE parameter includes at least one of the following: currency / currency pair, daily calculation convention, payment calendar, holiday rules, interest calendar rules, reset frequency, and month-end adjustment rules.

5. The method according to claim 1, characterized in that, The key deadline configuration result includes: key deadline identifier, deadline, product type, the selected TYPE parameter configuration result, and the configured RIC.

6. The method according to claim 1, characterized in that, The discounting parameters include at least one of the following: interest calculation method, interpolation method, bootstrap method, and dependency curve.

7. The method according to any one of claims 1-6, characterized in that, The method further includes: In response to receiving a curve group creation command, generate and display the curve group creation interface; Obtain information about the curve group to be created that the user inputs through the curve group creation interface; The curve group creation result is generated and stored based on the information obtained from the curve group to be created.

8. The method according to claim 7, characterized in that, The information of the curve group to be created includes: curve group identifier and curve group type; The curve group types include production group type and test group type. The discounted curves in the production group type curve group are used for the valuation of financial products, and the discounted curves in the test group type curve group are used for testing and trial calculation of curve configuration.

9. The method according to claim 7, characterized in that, The method further includes: In response to the curve copy command input by the user through the curve group creation interface, the discounted curve identifiers in the stored discounted curve configuration results are displayed; In response to the user's selection instruction for the displayed discount curve identifier, a page is generated and displayed containing the configuration result of the line curve corresponding to the selected discount curve identifier; Obtain the user's edit result on the line curve configuration result on the page, and store the edit result as the new line curve configuration result.

10. The method according to claim 7, characterized in that, The method further includes: In response to receiving a project group creation instruction, a project group creation interface is generated and displayed; information of the project group to be created is obtained from the user through the project group creation interface; and a project group creation result is generated and stored based on the obtained information of the project group to be created.

11. The method according to claim 10, characterized in that, The information of the project group to be created includes: project group identifier and authorized user identifier; The user corresponding to the permission user identifier has editing permissions for curve groups, curves, key deadlines, and Type parameters under this project group.

12. The method according to claim 10, characterized in that, The method further includes: In response to the curve group copy command entered by the user through the project group creation interface, the curve group identifiers in the stored curve group creation results are displayed. In response to the user's selection command for the displayed curve group identifier, the configuration result of the refracted curve under the curve group corresponding to the selected curve group identifier is copied; the copied result is stored as the configuration result of the curve group under this project group.

13. A visual parameter configuration device, characterized in that, include: The parameter configuration module is used to generate and store the TYPE parameter configuration results based on the parameter content of the TYPE parameter configured by the user through the visual interface; wherein, the TYPE parameter is a configuration parameter for the market quotation data of financial products, and the TYPE parameter requires different parameter types to be configured for different product types; The critical deadline configuration module is used to generate and store the critical deadline configuration result based on the TYPE parameter configuration result selected by the user through the visual interface and the configured market quotation code RIC. The critical deadline is the association between the TYPE parameter and the market quotation code RIC. The critical deadline configuration is the processing operation that associates the Type parameter with the relevant parameters associated with the RIC code. The discount curve configuration module is used to generate and store the discount curve configuration results based on the key maturity points selected by the user through the visual interface; where the discount curve is the curve of the change in the discount rate of the financial product. The key deadline configuration module is used for: In response to receiving a critical deadline configuration instruction, generate and display the critical deadline configuration interface; Obtain the configuration result of the TYPE parameter selected by the user based on the key deadline configuration interface, as well as the configured market quotation code (RIC); Based on the selected TYPE parameter configuration results and the configured market quotation code RIC, generate and store the key deadline point configuration results; The step of generating and storing the discount curve configuration result based on the key maturity point configuration result selected by the user through the visual interface includes: In response to receiving a discount curve configuration command, generate and display the discount curve configuration interface; Obtain the basic information of the discount curve configured by the user based on the discount curve configuration interface, the parameter content of the discount parameters, and the configuration result of at least one selected key maturity point; Based on the acquired basic information of the discount curve, the parameter content of the discount parameters, and the configuration result of the selected at least one key maturity point, a discount curve configuration result is generated and stored; wherein, the basic information of the discount curve includes: discount curve identifier, discount curve type, curve group to which the discount curve belongs, project group to which the discount curve belongs, and at least one of currency / currency pair.

14. An electronic device, characterized in that, The system includes a memory, a processor, and a computer program stored in the memory and running on the processor, characterized in that, when the processor executes the computer program, it implements the visual parameter configuration method as described in any one of claims 1-12.

15. A computer-readable storage medium having a computer program stored thereon, characterized in that, When executed by the processor, the program implements the visual parameter configuration method as described in any one of claims 1-12.

16. A computer program product, comprising a computer program, characterized in that, When the computer program is executed by a processor, it implements the visual parameter configuration method as described in any one of claims 1-12.

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