CN114637803B

CN114637803B - Visualized parameter configuration methods, devices, equipment, and storage media

Info

Publication number: CN114637803B
Application number: CN202210273164.6A
Authority: CN
Inventors: 吴伟; 戴静兰; 罗智聪; 刘丹
Original assignee: China Construction Bank Corp
Current assignee: China Construction Bank Corp
Priority date: 2022-03-18
Filing date: 2022-03-18
Publication date: 2026-01-02
Anticipated expiration: 2042-03-18
Also published as: CN114637803A

Abstract

This invention discloses a visual parameter configuration method, apparatus, device, and storage medium, relating to the field of computer technology. The method includes: generating and storing TYPE parameter configuration results based on the parameter content of the TYPE parameter configured by the user through a visual interface; generating and storing key maturity point configuration results based on the TYPE parameter configuration results selected by the user through the visual interface and the configured market quotation code (RIC); and generating and storing discount curve configuration results based on the key maturity point configuration results selected by the user through the visual interface; wherein the discount curve is the curve showing the change in the discount rate of a financial product. That is, by configuring the parameters of the discount curve in a hierarchical and visual manner, the parameter configuration method becomes more flexible, faster, and more intuitive, saving time costs associated with parameter configuration.

Description

Visual parameter configuration method, device, equipment and storage medium

Technical Field

The embodiment of the invention relates to the technical field of computers, in particular to a visualized parameter configuration method, a visualized parameter configuration device, visualized parameter configuration equipment and a visualized parameter storage medium.

Background

In recent years, the trade of the finance derivative products is very rapid, the variety of the products is continuously increased, related specifications are mature, and the trade amount is greatly increased more than that of the traditional finance products.

During the life of the finance derivative product, the finance derivative product needs to be estimated, a discount curve needs to be built according to market data of the finance derivative product before the estimation, and the construction result of the discount curve depends on configuration parameters related to the discount curve.

However, the configuration of the parameters of the curves is more and complex, the configuration parameters associated with the discount curves of different types of finance derivative products have large difference, and the association relationship between the parameters is complex. How to perform parameter configuration in a convenient, flexible, quick and visual way is a problem to be solved by the current function.

Disclosure of Invention

The embodiment of the invention provides a visualized parameter configuration method, a visualized parameter configuration device, visualized parameter configuration equipment and a visualized parameter configuration storage medium, so that the parameter configuration mode of the discount curve is more flexible, quick and visual, and the time cost of parameter configuration is saved.

In a first aspect, an embodiment of the present invention provides a method for configuring visual parameters, including:

Generating and storing TYPE parameter configuration results based on parameter content of TYPE parameters configured by a user through a visual interface, wherein the TYPE parameters are configuration parameters of market quotation data of financial products;

Generating and storing a key deadline point configuration result based on TYPE parameter configuration results selected by a user through a visual interface and configured market quotation code RIC;

Generating and storing a discount curve configuration result based on the key deadline point configuration result selected by the user through the visual interface, wherein the discount curve is a change curve of discount rate of the financial product.

In a second aspect, an embodiment of the present invention further provides a visualized parameter configuration apparatus, where the apparatus includes:

The system comprises a parameter configuration module, a TYPE parameter configuration module and a display module, wherein the parameter configuration module is used for 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, and the TYPE parameter is a configuration parameter of market quotation data of a financial product;

the key deadline point configuration module is used for generating and storing a key deadline point configuration result based on a TYPE parameter configuration result selected by a user through a visual interface and a configured market quotation code RIC;

And the discount curve configuration module is used for generating and storing discount curve configuration results based on the key deadline point configuration results selected by the user through the visual interface, wherein the discount curve is a change curve of discount rate of the financial product.

In a third aspect, an embodiment of the present invention further provides an electronic device, including a memory, a processor, and a computer program stored in the memory and capable of running on the processor, where the processor implements a method for configuring parameters for visualization according to any one of the embodiments of the present invention when the processor executes the program.

In a fourth aspect, embodiments of the present invention further provide a computer readable storage medium having stored thereon a computer program which, when executed by a processor, implements a method for configuring parameters for visualization according to any of the embodiments of the present invention.

In a fifth aspect, embodiments of the present invention also provide a computer program product comprising a computer program which, when executed by a processor, implements a method of configuring parameters for visualization according to any of the embodiments of the present invention.

The method comprises the steps of generating and storing TYPE parameter configuration results based on parameter content of TYPE parameters configured by a user through a visual interface, generating and storing key deadline point configuration results based on TYPE parameter configuration results selected by the user through the visual interface and configured market quotation code RIC, and generating and storing discount curve configuration results based on key deadline point configuration results selected by the user through the visual interface, wherein discount curves are change curves of discount rates of financial products. Therefore, the configuration of TYPE parameters is firstly carried out, then the configuration of the key deadline point is carried out based on the TYPE parameter configuration result, and finally the configuration of the discount curve is carried out based on the key deadline point configuration result, namely, the parameter configuration of the discount curve is processed in a layering manner, 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 mode of the discount curve is more flexible, quick and visual, and the time cost for configuring the parameters of the discount curve is saved.

Drawings

In order to more clearly illustrate the technical solutions of the embodiments of the present invention, the drawings that are needed in the embodiments will be briefly described below, it being understood that the following drawings only illustrate some embodiments of the present invention and therefore should not be considered as limiting the scope, and other related drawings may be obtained according to these drawings without inventive effort for a person skilled in the art.

FIG. 1 is a schematic flow chart of calculating a financial derivative product valuation and risk metering according to an embodiment of the invention;

FIG. 2 is a schematic diagram of an entity relationship among Type parameter, critical deadline, discount curve configuration, curve group and item group in a visual parameter configuration method according to an embodiment of the present invention;

FIG. 3 is a schematic flow chart of a visual parameter configuration method according to a first embodiment of the present invention;

Fig. 4 is a schematic flow chart of a visual parameter configuration method according to a second embodiment of the present invention;

fig. 5 is a schematic flow diagram of creating a curve set in a visualized parameter configuration method according to a third embodiment of the present invention;

fig. 6 is a schematic flow diagram of creation of a project group in a visualized parameter configuration method according to a fourth embodiment of the present invention;

fig. 7 is a schematic structural diagram of a parameter configuration device for client visualization according to a fifth embodiment of the present invention;

Fig. 8 is a schematic structural diagram of an electronic device according to a sixth embodiment of the present invention.

Detailed Description

The invention is described in further detail below with reference to the drawings and examples. It is to be understood that the specific embodiments described herein are merely illustrative of the invention and are not limiting thereof. It should be further noted that, for convenience of description, only some, but not all of the structures related to the present invention are shown in the drawings.

It should be noted that like reference numerals and letters refer to like items in the following figures, and thus once an item is defined in one figure, no further definition or explanation thereof is necessary in the following figures. Meanwhile, in the description of the present invention, the terms "first", "second", and the like are used only to distinguish the description, and are not to be construed as indicating or implying relative importance. The technical scheme of the invention obtains, stores, uses, processes and the like the data, which all meet the relevant regulations of national laws and regulations.

Example 1

During the life of the finance derivative product, the finance derivative product needs to be estimated and risk measured, fig. 1 is a flow chart of calculating the finance derivative product estimate and risk measurement according to the first embodiment of the invention, as shown in fig. 1, the finance derivative product estimate needs to be constructed through market data, and then model correction is performed based on the constructed discount curve, so that product estimate and risk measurement are performed. In the process of calculating the estimate of the finance derivative product and the risk metering, the construction of the discount curve directly influences the accuracy of the estimate of the product.

The conventional discount curve configuration mode generally comprises the following steps:

1) Configuring information related to the discount curve, including discount curve type, discount curve name, interpolation method, date convention parameter and the like;

2) And configuring market quotations with different deadlines according to different types of discount curves, and finally storing curve information, deadline type and market quotation information in a structural database.

However, the construction result of the current discount curve depends on the configuration parameters of the discount curve, the discount curve configuration system cannot multiplex the data configuration of market quotations, the date convention parameter has only one value in one discount curve, and the discount curve configuration is not flexible enough.

Because the parameter configuration of the discount curves is more and complex, the configuration parameters associated with the discount curves of different types of finance derivative products have larger difference, the association relationship between the parameters is complex, and the parameter configuration mode is not convenient, flexible, quick and visual.

The embodiment of the invention solves the problem that the parameter configuration mode of the discount curve is inconvenient, flexible, quick and visual, by dividing the parameter configuration of the discount curve into five entity concepts, fig. 2 is a schematic entity relationship diagram of Type parameter, key deadline point, discount curve configuration, curve group and project group in the visualized parameter configuration method provided by the embodiment of the invention, as shown in fig. 2, the five entities are Type parameter, key deadline point, discount curve configuration, curve group and project group respectively, and as can be known from fig. 2, there is a layered upper-lower relationship between the five entities, the project group is located at the uppermost layer, the upper-level entity depends on the lower-level entity, and the lower-level entity is the foundation of the upper-level entity. The Type parameter is at the bottom layer and is also the most basic configuration. The key deadline point may be understood as an association of a Type parameter with a market quotation code (RIC), for example, a RIC code named USD3MOIS = TTKL, representing OIS interest rate in currency of USD, deadline 3M, and the quotation of the RIC code may be obtained daily from a market data provider. One Type parameter may be configured for multiple market quote codes. The configuration of the discount curve and the critical deadline point are in one-to-many relation, and one curve can be configured with a plurality of critical deadline points. The curve set is the upper layer of the discount curve configuration, which is in one-to-many relation with the discount curve configuration, and one curve set can comprise a plurality of discount curve configurations. The item group is composed of curve groups, and one item group may include a plurality of curve groups. According to the embodiment of the invention, the interface of each parameter configuration is generated and displayed through layering the parameter configuration information of the discount curve, so that each parameter configuration of the discount curve is realized in a visual mode, and the parameter configuration result is generated and stored based on the related parameter content configured by each parameter configuration interface, so that the parameter configuration mode of the discount curve is more flexible, quick and visual, and the time for configuring the parameters of the discount curve is saved.

Fig. 3 is a schematic flow chart of a visual parameter configuration method provided in a first embodiment of the present invention, where the embodiment is applicable to improving efficiency of evaluation and risk metering processing on a finance derivative product, the method may be performed by a visual parameter configuration device applied to a client in the embodiment of the present invention, and the device may be implemented in a software and/or hardware manner, as shown in fig. 3, and the method specifically includes the following steps:

And S101, generating and storing TYPE parameter configuration results based on parameter content of TYPE parameters configured by a user through a visual interface, wherein the TYPE parameters are configuration parameters of market quotation data of the financial products.

The TYPE parameter may be understood as a relevant parameter of market quotation data of different periods of the financial product, and the TYPE parameter configuration may be understood as a process of configuring the parameter of the market quotation data of different periods of the financial product. One Type parameter can be associated with a plurality of market quotations, so that multiplexing of Type parameter configuration is realized. The Type parameter may include a currency/currency pair, a day rule, a payment calendar, a holiday rule, an information calendar rule, a reset frequency, a month end adjustment rule, etc., but the Type of the Type parameter is not limited thereto and is not particularly limited herein. The Type parameter needs to be distinguished according to the product TYPEs, the TYPEs of parameters to be configured of the Type parameter of different product TYPEs are different, and the Type parameter configuration result can comprise currency/currency pairs, day counting conventions, payment calendars, holiday rules, information calendar rules, reset frequency, month end adjusting rules and the like.

Specifically, after receiving the TYPE parameter configuration instruction, the TYPE parameter configuration interface is generated and displayed in response to the TYPE parameter configuration instruction, then the parameter content of TYPE parameters configured by the TYPE parameter configuration interface based on the TYPE parameter is acquired, and the TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameters.

By way of example, assuming that the parameter content of the TYPE parameter may be a currency/currency pair, a day calculation rule, a payment calendar, a holiday rule, and further the TYPE parameter configuration interface may include a product TYPE, a currency/currency pair, a day calculation rule, a payment calendar, a holiday rule, the parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface may be obtained after the user completes the relevant configuration through the TYPE parameter configuration interface, a TYPE parameter configuration result may be generated and stored based on the parameter content of the TYPE parameter, and the TYPE parameter configuration result may include a currency/currency pair (USD), a day calculation rule (dc_act_360), a payment calendar (new york), a holiday rule (correction compliance).

S102, generating and storing a key deadline point configuration result based on TYPE parameter configuration results selected by a user through a visual interface and configured market quotation code RIC.

The key deadline point may be understood as a related parameter of associating the Type parameter with the RIC code, for example, the key deadline point may include a key deadline point identifier, a deadline, a product Type, a Type parameter, a configured RIC, etc., the key deadline point configuration may be understood as a processing operation of associating the Type parameter with a related parameter of associating the RIC code, and the key deadline point configuration result may include a configuration result of the key deadline point identifier, the deadline, the product Type, the Type parameter, the configured RIC, etc.

Specifically, although the product Type and the term can be deduced by the name of the RIC code, since the RIC code has no strict format, it is difficult to program and parse the RIC code matching, and therefore, the association relationship between the relevant information of the RIC code and the Type parameter needs to be configured manually to configure the key term point.

Further, a key deadline point configuration interface can be generated and displayed based on the key deadline point configuration instruction after the key deadline point configuration instruction is received, a TYPE parameter configuration result selected by a user based on the key deadline point configuration interface and a configured market quotation code RIC can be obtained after the user completes the configuration of the key deadline point through the key deadline point configuration interface, and the key deadline point configuration result is generated and stored based on the selected TYPE parameter configuration result and the configured RIC.

The key term point configuration interface generated and displayed based on the key term point configuration instruction may include a key term point identifier, a product TYPE, a term, a TYPE parameter configuration result and a configured RIC, and after the user completes each parameter configuration 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 are obtained, and related information of the configured RIC code is USD MOIS = TTKL through a manual manner, where the configuration result of the key term point may include the key term point identifier, the term (3M), OIS interest rate, the TYPE parameter configuration result (currency/currency pair, day rule, payment calendar, holiday rule, and information calendar rule) and the configured RIC.

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

The discount curve configuration can comprise discount curve identification, discount curve type, configuration of a curve group to which the discount curve belongs, and the like, and the discount curve configuration result can comprise discount curve identification, discount curve type, a curve group to which the discount curve belongs, and the like.

Specifically, a discount curve is configured, a corresponding key deadline point configuration result can be selected according to the discount curve type, corresponding market quotation data can be set, the market quotation data can comprise interest rate data or exchange rate data, and the discount curve configuration result can be generated and stored.

And after the user completes the configuration of the relevant parameters of the discount curve through the discount curve configuration interface, acquiring a key deadline point configuration result selected by the user based on the discount curve configuration interface, and generating and storing the discount curve configuration result based on the selected key deadline point configuration result.

For example, a discount curve configuration interface may be generated and displayed in response to receiving the discount curve configuration instruction, where the discount curve configuration interface may include a plurality of configuration options including discount curve basic information, parameter content of discount parameters, and at least one selected critical deadline point configuration result.

In the embodiment of the present invention, the relation between the critical deadline point and the configuration of the discount curve is a many-to-one relation, that is, a discount curve generally needs to be configured with a plurality of critical deadline points. And meanwhile, the deadlines of different key deadline points of one discount curve can be different, and market quotations corresponding to the key deadline points are data bases for constructing the curve. One critical deadline point can be configured to a plurality of curves, so that the multiplexing purpose of the critical deadline point configuration is realized.

According to the technical scheme, TYPE parameter configuration results are generated and stored based on parameter content of TYPE parameters configured by a user through a visual interface, TYPE parameters are configuration parameters of market quotation data of financial products, key deadline point configuration results are generated and stored based on TYPE parameter configuration results selected by the user through the visual interface and configured market quotation codes RICs, and discount curve configuration results are generated and stored based on key deadline point configuration results selected by the user through the visual interface, wherein discount curves are change curves of discount rates of the financial products. In the embodiment of the invention, the interface of each parameter configuration is generated and displayed by layering the parameter configuration of the discount curve, so that each parameter configuration of the discount curve is realized in a visual mode, and the parameter configuration result is generated and stored based on the related parameter content of each parameter configuration interface configuration, so that the multiplexing of the parameter configuration is realized, the parameter configuration mode of the discount curve is more flexible, quick and visual, and the time cost for configuring the parameters of the discount curve is saved.

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

Wherein the currency pair is a foreign exchange rate consisting of two currencies, represented by two international organization for standardization (International Organization for Standardization, abbreviated as ISO) codes plus a separator, such as GBP/USD, where the first code represents "base currency" and the other is "secondary currency". The dominant currency pairs in the foreign exchange marketplace are based on dollar-containing currency pairs, such as euro/dollar (EUR/USD), pound/dollar (GBP/USD), australian/dollar (AUD/USD), and so on.

In the embodiment of the invention, the TYPE parameter can be utilized to improve the accuracy of the key deadline point configuration in the discount curve configuration.

In some embodiments, the critical deadline point configuration results include a critical deadline point identification, a deadline, a product TYPE, a selected TYPE parameter configuration result, and a configured RIC.

The key deadline point mark can be understood as the name of the key deadline point, and the configured RIC can be obtained by manually configuring the related information of the RIC code.

In some embodiments, the discount curve basic information comprises at least one of discount curve identification, discount curve type, curve group to which the discount curve belongs, item group to which the discount curve belongs and currency/currency pair, and the discount parameter comprises at least one of information mode, interpolation method, bootstrap method and dependence curve.

The fold curve identifier may be understood as a fold curve name, the Bootstrap method, also known as a self-service method or a self-service sampling method, is a uniform sampling with a put-back from a given training set, that is, each time a sample is selected, it may be selected again and added to the training set again, and the dependency curve may be understood as a relevant curve of the currency, for example, a base currency fold curve, a base currency reference curve, a reference curve of a short end of the base currency, a target currency reference curve, and the like.

Illustratively, continuing the above example, a fold curve configuration interface may be generated and displayed in response to receiving the fold curve configuration instruction, where the fold curve configuration interface may include fold curve basic information, parameter content of a fold parameter, and a selected at least one key deadline point configuration result, where the fold curve basic information may include at least one of a fold curve identifier, a fold curve type, a set of curves to which the fold curve belongs, a set of items to which the fold curve belongs, and a currency/currency pair, and the fold parameter may include at least one of a manner of interest, an interpolation method, a Bootstrap method, and a dependency curve.

In the embodiment of the invention, the configuration of the discount curve can be performed by utilizing the key deadline point configuration result, the discount curve basic information and the discount parameter, so that the efficiency of the parameter configuration of the discount curve is improved.

Example two

Fig. 4 is a schematic flow chart of a visual parameter configuration method according to a second embodiment of the present invention. As shown in fig. 4, the method of this embodiment specifically includes the following steps:

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

By way of example, the TYPE parameter configuration interface may include parameter configuration options for product TYPE, currency/currency pairs, day keeping practices, payment calendars, and holiday rules.

S202, obtaining the product TYPE selected by the user through the TYPE parameter configuration interface.

Specifically, after clicking a selection box corresponding to a product TYPE in the TYPE parameter configuration interface by a user and selecting an option of the product TYPE provided in the selection box, the product TYPE selected by the user through the TYPE parameter configuration interface can be obtained.

And S203, displaying TYPE parameters corresponding to the selected product TYPEs on a TYPE parameter configuration interface.

For example, the TYPE parameter corresponding to the product TYPE selected by the user may be displayed by clicking a selection box corresponding to each parameter in the TYPE parameter configuration interface by the user, where the TYPE parameter corresponding to the product TYPE selected by the user is displayed on the TYPE parameter configuration interface may be a currency/currency pair (USD), a day calculation rule (dc_act_360), a payment calendar (new york), or a holiday rule (correction compliance). Wherein the correction compliance (modified following) is to adjust the non-workday to the workday the day after, but if this workday falls in the next month, then the non-workday is adjusted to the workday the day before.

S204, acquiring parameter content of TYPE parameter configuration of the display of the TYPE parameter through the TYPE parameter configuration interface by the user.

S205, a TYPE parameter configuration result is generated and stored based on the parameter content of the TYPE parameter.

For example, the TYPE parameter configuration result may be generated from the parameter content of the TYPE parameter configuration acquired in the above-described S204, namely, a currency/currency pair (USD), a day calculation rule (DC_ACT_360), a payment calendar (New York), a holiday rule (correction compliance), and the TYPE parameter configuration result stored.

S206, generating and storing 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).

Specifically, the key deadline point, the Type parameter and the RIC code are in one-to-one association relation, and the key deadline point configuration result can be generated and stored by associating the Type parameter and the RIC code.

Illustratively, continuing with the above example, after obtaining the TYPE parameter configuration result selected by the user based on the critical deadline point configuration interface and the configured market quotation code RIC, a critical deadline point configuration result may be generated and stored based on the above TYPE parameter configuration result and the configured market quotation code RIC, and the critical deadline point configuration result may include a critical deadline point identification, a deadline, a product TYPE, the selected TYPE parameter configuration result, and the configured RIC.

S207, generating and displaying a discount curve configuration interface in response to receiving the discount curve configuration instruction.

For example, after receiving the discount curve configuration instruction, a discount curve configuration interface may be generated and displayed based on the TYPE parameter configuration result and the key deadline point configuration result, where the discount curve configuration interface may include discount curve basic information, discount curve parameter setting and associated key deadline point configuration, the discount curve basic information may include discount curve identification, discount curve TYPE, a curve group to which the discount curve belongs, a project group to which the discount curve belongs, and configuration options of currency/currency pairs, and the discount curve parameter setting may include a counting mode, a Bootstrap method, an interpolation method, and configuration options of dependent curves.

S208, acquiring the basic information of the discount curve configured by the user based on the discount curve configuration interface, the parameter content of the discount parameter and the configuration result of at least one selected key deadline point.

Specifically, the discount curve configuration and the critical deadline point are in one-to-many association relationship, the critical deadline point is in one-to-one association relationship with the Type parameter and the RIC code, after the discount curve configuration is completed by the user, the discount curve basic information configured by the user on the discount curve configuration interface, the parameter content of the discount parameter and at least one selected critical deadline point can be obtained according to the association relationship among the Type parameter, the critical deadline point and the discount curve configuration, and the discount curve basic information configured by the user on the discount curve configuration interface, the parameter content of the discount parameter and the selected at least one critical deadline point configuration result.

Illustratively, continuing with the above example, after the user completes the configuration of the discount curve, the obtained basic information of the discount curve configured by the user based on the discount curve configuration interface may include the discount curve identifier (CNH IM usd_b), the discount curve type (implicit yield curve), the curve group (derivative product estimation and measurement) to which the discount curve belongs, the item group (derivative product risk measurement) to which the discount curve belongs, and the currency/currency pair (CNH), where the obtained parameter content of the discount parameter configured by the user based on the discount curve configuration interface is the information manner (continuous replication), the Bootstrap method (hyperbolic bivariate), the interpolation method (line), and the dependence curve (base currency discount curve, reference curve of the short end of the base currency, reference curve of the base currency, and reference curve of the target currency), and at least one key time limit configuration result selected by the user based on the discount curve configuration interface.

S209, generating and storing a discount curve configuration result based on the acquired discount curve basic information, parameter content of discount parameters and the selected at least one key deadline point configuration result.

For example, based on the obtained basic information of the discount curve, the parameter content of the discount parameter, and the selected at least one key deadline point configuration result, the discount curve configuration result is generated and stored, and the discount curve configuration result may include the basic information of the discount curve 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 deadline point configuration result.

Further, after creating a discount profile configuration, clicking save, the system persists discount profile configuration information to the database. After the discount curve configuration information is stored, the discount curve configuration can be modified, and the interface for modifying the discount curve configuration is consistent with the interface for newly building the discount curve. After the discount curve configuration is stored, the discount curve cannot be immediately validated for discount curve construction, and a review worker needs to click to submit and approve and wait to review and pass the discount curve configuration before the discount curve configuration is validated. The reason that the configuration of the discount curve needs to be checked is that the discount curve is complex in configuration parameters and easy to make mistakes, and a discount curve configuration checking mechanism is added, so that the error rate of the discount curve configuration can be reduced, and the accuracy of the discount curve configuration is improved.

According to the technical scheme, a TYPE parameter configuration interface is generated and displayed in response to receiving a TYPE parameter configuration instruction, the product TYPE selected by a user through the TYPE parameter configuration interface is obtained, the parameter content of TYPE parameter configuration displayed by the user through the TYPE parameter configuration interface is obtained, TYPE parameter configuration results are generated and stored based on the parameter content of TYPE parameter, key deadline point configuration results are generated and stored based on the TYPE parameter configuration results selected by the user through a visual interface and the configured market quotation code RIC, a discount curve configuration interface is generated and displayed in response to receiving the discount curve configuration instruction, and the discount curve configuration results are generated and stored 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. The embodiment of the invention generates and displays the interfaces of each parameter configuration by layering the parameter configuration of the discount curve, realizes each parameter configuration of the discount curve in a visual mode, generates and stores the parameter configuration result based on the related parameter content of each parameter configuration interface configuration, realizes the multiplexing of the parameter configuration, and ensures that the parameter configuration mode of the discount curve is more flexible, quick and visual, thereby saving the time cost for configuring the parameters of the discount curve.

Example III

Fig. 5 is a schematic flow diagram of creating a curve set in a visualized parameter configuration method according to a third embodiment of the present invention, where the method may be performed by a visualized parameter configuration device applied to a server in the embodiment of the present invention, and the device may be implemented in a software and/or hardware manner, as shown in fig. 5, and the method specifically includes the following steps:

S301, generating and displaying a curve group creation interface in response to receiving a curve group creation instruction.

The curve group can be understood as a grouping of different discount curve configurations, the curve group and the discount curve configuration are in one-to-many relation, one curve group contains a plurality of discount curve configuration information, one discount curve configuration can only belong to one curve group, and also can not exist independently under a certain curve group, and meanwhile, the discount curve name under one curve group can not be repeated.

Specifically, a corresponding curve group creation interface may be generated and displayed based on the received curve group creation instruction.

For example, a corresponding curve group creation interface may be generated and displayed based on the received curve group creation instruction, wherein the curve group creation interface may include a curve group identification and a curve group type (test group type).

Optionally, in the visual parameter configuration method provided by the embodiment of the present invention, after generating and displaying the curve group creation interface in response to receiving the curve group creation instruction, the discount curve identifier in each stored discount curve configuration result may be displayed in response to the curve copy instruction input by the user through the curve group creation interface.

Specifically, as the steps of the configuration of the discount curves are complex and complicated, the Type parameter needs to be created first, then the key deadline points needed by the curve need to be created, generally, 20 key deadline points need to be associated with one discount curve, and the discount curve can be created after the key deadline points are created. In order to multiplex the discount curve configuration information faster and more fully, the embodiment of the invention provides a curve copying function, and a curve copying instruction input by an interface can be created through a curve group so as to display discount curve identifiers in stored discount curve configuration results.

For example, assuming that a new discount curve needs to be created, a curve replication instruction input by a curve group creation interface can be used to display discount curve identifiers in stored discount curve configuration results through the curve group creation interface.

After the fold curve identifiers in the stored fold curve configuration results are displayed, responding to a selection instruction of a user for the displayed fold curve identifiers, and generating and displaying a page containing the fold curve configuration results corresponding to the selected fold curve identifiers.

Specifically, a selection instruction of a user for the displayed discount curve identifier can be generated through one discount curve identifier in the displayed discount curve configuration results selected by the user on the curve group creation interface, and then a page containing the discount curve configuration results corresponding to the selected discount curve identifier is generated and displayed.

After the page containing the fold line curve configuration result corresponding to the selected fold line curve identification is generated and displayed, the editing result of the fold line curve configuration result in the page by the user can be obtained, and the editing result is stored as a new fold line curve configuration result.

Specifically, after a page containing the fold line curve configuration result corresponding to the selected fold line curve identifier is generated and displayed, the fold line curve configuration result in the page can be edited by a user to obtain an editing result, and the editing result is stored as a new fold line curve configuration result.

For example, the configuration information of the copied discount curve A can be modified by a user, and after modification, the configuration result of the discount curve A in the page can be obtained by clicking and storing the configuration result, and the editing result is stored as a new discount curve B configuration result.

S302, obtaining information of a curve group to be created, which is input by a user through a curve group creation interface.

The information of the curve group to be created comprises a curve group identifier and a curve group type. 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 evaluating financial products, the discount curves in the curve group of the test group type are used for testing and trial calculation of curve configuration, checking is not needed for the discount curve configuration of the test group type, in addition, the discount curves of the test group type can be immediately effective after being created or modified, the information of the curve group to be created can be used for generating and storing the creation result of the curve group, and the speed and the accuracy of the curve group creation can be improved.

Specifically, after the user finishes inputting the information of the to-be-created curve group through the curve group creation interface, the information of the to-be-created curve group input by the user through the curve group creation interface can be obtained based on the Type parameter, the key deadline point, the discount curve configuration and the association relation of the curve group.

For example, after the user finishes inputting the information of the curve group to be created through the curve group creation interface, the information of the curve group to be created, which is input by the user through the curve group creation interface, can be obtained based on the one-to-many association relationship between the curve group and the discount curve configuration and the one-to-many association relationship between the discount curve configuration and the key deadline point, and the one-to-one association relationship between the key deadline point, the Type parameter and the RIC code.

S303, generating and storing a curve group creation result based on the acquired information of the curve group to be created.

For example, assuming that the acquired information of the curve group to be created, which is input by the user through the curve group creation interface, is a curve group identification and a curve group type (test group type), a curve group creation result may be generated and stored based on the acquired information of the curve group to be created.

According to the technical scheme, a curve group creation interface is generated and displayed in response to receiving a curve group creation instruction, information of a curve group to be created, which is input by a user through the curve group creation interface, is obtained, a curve group creation result is generated and stored based on the obtained information of the curve group to be created, an editing result of a fold curve configuration result in a page by the user is obtained, the editing result is stored as a new fold curve configuration result, a page containing the fold curve configuration result corresponding to the selected fold curve identifier is generated and displayed in response to a selection instruction of the user to the displayed fold curve identifier, and the fold curve identifiers in the stored fold curve configuration results are displayed in response to a curve copying instruction input by the user through the curve group creation interface.

According to the technical scheme, the grouping of the discount curves is realized by creating the curve groups, the discount curves are copied by using the curve copying instructions, the management efficiency of a plurality of discount curves can be improved, the purpose of creating the curve groups and copying the curves is realized in a visual mode, a mode of multiplexing curve configuration information more quickly and fully is provided, the mode of creating the curve groups and copying the curve groups is more flexible, quick and visual, and therefore the time cost for configuring parameters of the discount curves is saved.

Example IV

Fig. 6 is a schematic flow chart of creation of a project group in a visualized parameter configuration method according to a fourth embodiment of the present invention, where creation of a project group is performed based on the above embodiment. As shown in fig. 6, the method of this embodiment specifically includes the following steps:

s401, generating and displaying an item group creation interface in response to receiving the item group creation instruction.

Wherein the role of the set of items may be to group the set of curves according to traffic classification and user rights. An item group may contain multiple curve groups, one curve group can only belong to one item group, and must also belong to a certain item group. The number of test state curve sets under a project set is not limited, but only one production state curve set can exist under one project set. The project group mainly controls the user operation authority and the function of the copy curve group.

Specifically, a corresponding item group creation interface may be generated and displayed based on the received item group creation instruction, which may include configuration options for the item group identification and the rights user identification.

Optionally, in the visual parameter configuration method provided by the embodiment of the present invention, after generating and displaying the project group creation interface in response to receiving the project group creation instruction, the curve group identifier in each stored curve group creation result may be displayed in response to a curve group copy instruction input by the user through the project group creation interface.

Specifically, after the item group creation result is generated and stored, the curve group identifier in each stored curve group creation result may be displayed through the item group creation interface based on the curve group copy instruction input by the user through the item group creation interface.

After the curve group identifiers in the stored curve group creation results are displayed, the configuration results of the discount curves under the curve groups corresponding to the selected curve group identifiers can be copied in response to a selection instruction of the user for the displayed curve group identifiers, and the copying results are stored as the configuration results of the curve groups under the project groups.

The method comprises the steps of obtaining a selection instruction of a user for a displayed curve group identifier through the curve group identifier selected by the user on an item group creation interface, copying a discount curve configuration result under a curve group corresponding to the selected curve group identifier, and storing the copy result as a configuration result of the curve group under the item group, wherein the discount curve configuration result can comprise all discount curves, key deadline points and Type parameters under the curve group. The configuration information of other curve groups can be quickly borrowed by the copied curve group, the curve, the key deadline point or the Type parameter information under the new curve group can be modified, the configuration of the original copied curve group can not be influenced, and the data test is convenient.

When all the discount curves of a curve group of a test group type are set and pass the test, a curve group in a production state can be created, and the curve group is duplicated to be used as the curve in the production state for calculating the evaluation value of the finance derivative product.

S402, acquiring information of the item group to be created, which is input by a user through an item group creation interface, and generating and storing an item group creation result based on the acquired information of the item group to be created.

The information of the item group to be created can comprise an item group identifier and an authority user identifier, wherein the user corresponding to the authority user identifier has editing authority on a curve group, a curve, a key deadline point and a Type parameter under the item group, and an item group creation result can be generated and stored by utilizing the information of the item group to be created, so that the accuracy and the speed of generating the item group creation result are improved.

Specifically, when creating a project group, an associated rights user identification needs to be configured. In the embodiment of the invention, the users are divided into two categories, an administrator user and an operation post user. The administrator user has all the rights of the system, including creation, modification, deletion, rechecking and rejection operations on project groups, curve groups, discount curves, critical deadlines and Type parameters. The operation post user has the authority to view the contents of all the project groups, but has the authority to add, modify, delete, recheck and reject only when the authority of the project groups needs to be configured, and after the administrator user adds the operation post user into the authority user list of the project groups, the operation post user has the authority to create, modify, delete, recheck and reject all the curve groups, curves, key deadline points and Type parameters under the project groups. The permission control mode can ensure that the user on the operation post cannot operate the curve group beyond the permission range.

Further, after the user completes the related project group creation information through the project group creation interface configuration, the project group creation result can be generated and stored based on the acquired information of the project group to be created, which is input by the user through the project group creation interface, through the Type parameter, the key deadline point, the discount curve configuration, the association relationship between the curve group and the project group.

For example, after the user completes the related project group creation information through the project group creation interface configuration, the information of the project group to be created, which is input by the user through the project group creation interface, may be obtained, the information of the project group to be created may include the project group identifier and the authority user identifier, and based on the one-to-many association relationship between the project group and the curve group, the project group identifier and the authority user identifier are obtained, and the project group creation result is generated and stored.

According to the technical scheme, an item group creation interface is generated and displayed in response to receiving an item group creation instruction, information of an item group to be created, which is input by a user through the item group creation interface, is obtained, an item group creation result is generated and stored based on the obtained information of the item group to be created, curve group identifiers in stored curve group creation results are displayed in response to a curve group copying instruction input by the user through the item group creation interface, a discount curve configuration result under a curve group corresponding to the selected curve group identifier is copied in response to a selection instruction of the user, and the copying result is stored as a configuration result of the curve group under the item group. According to the technical scheme, the project group is created by responding to the project group creation instruction, and the curve group is copied by responding to the curve group copying instruction input by a user through the project group creation interface, so that the purposes of project group creation and curve group copying in a visual mode are achieved, different project groups can be selected by the user according to business rules, flexible management of the discount curve is further achieved, the time for configuring the discount curve by the user can be saved, the efficiency for configuring the discount curve is improved, the parameter configuration mode of the discount curve is more flexible, quick and visual, and the time cost for configuring the discount curve parameters is saved.

Example five

Fig. 7 is a schematic structural diagram of a parameter configuration device for client visualization according to a fifth embodiment of the present invention. The present embodiment may be applied to the case where the present embodiment may be applied to improve the efficiency of evaluation and risk metering processing on a finance derivative product, where the apparatus may be implemented in software and/or hardware, and the apparatus may be integrated in any device that provides a function of visualized parameter configuration, as shown in fig. 7, where the visualized parameter configuration apparatus specifically includes:

A parameter configuration module 501, configured to generate and store a TYPE parameter configuration result based on a parameter content of a TYPE parameter configured by a user through a visual interface, where the TYPE parameter is a configuration parameter of market quotation data of a financial product;

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

And a discount curve configuration module 503, 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, where the discount curve is a change curve of discount rate of the financial product.

The visualized parameter configuration device provided by the fifth embodiment of the invention is used for generating and displaying a TYPE parameter configuration interface by responding to receiving a TYPE parameter configuration instruction, acquiring parameter content of TYPE parameters configured by a user based on the TYPE parameter configuration interface, generating and storing TYPE parameter configuration results based on the parameter content of the TYPE parameters, wherein the TYPE parameters are configuration parameters of market quotation data of financial products, responding to receiving a critical deadline point configuration instruction, generating and displaying a critical deadline point configuration interface, acquiring TYPE parameter configuration results selected by the user based on the critical deadline point configuration interface and configured market quotation code RIC, generating and storing a critical deadline point configuration result based on the selected TYPE parameter configuration results and configured RIC, generating and displaying a discount curve configuration interface in response to receiving a discount curve configuration instruction, and acquiring a critical deadline point configuration result selected by the user based on the discount curve configuration interface, and generating and storing a discount curve configuration result based on the selected critical deadline point configuration result. The parameter configuration information of the discount curves is processed in a layering mode, interfaces for configuring the parameters are generated and displayed, and the parameters of the discount curves are configured in a visual mode, so that the parameter configuration mode of the discount curves is more flexible, quick and visual, and the time cost for configuring the parameters of the discount curves is saved.

Optionally, the parameter configuration module 501 is specifically configured to:

Generating and displaying a TYPE parameter configuration interface in response to receiving a TYPE parameter configuration instruction;

Acquiring parameter content of TYPE parameters configured by a user based on the TYPE parameter configuration interface;

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

Optionally, the parameter configuration module 501 obtains parameter content of the TYPE parameter configured by the user based on the TYPE parameter configuration interface, including:

acquiring a product TYPE selected by a user through the TYPE parameter configuration interface;

displaying TYPE parameters corresponding to the selected product TYPEs on the TYPE parameter configuration interface;

and acquiring the parameter content of the TYPE parameter configuration displayed by the user through the TYPE parameter configuration interface.

Optionally, the TYPE parameter includes at least one of a currency/currency pair, a day of the day convention, a payment calendar, holiday rules, an interest calendar rule, a reset frequency, and an end of month adjustment rule.

Optionally, the key deadline point configuration result comprises a key deadline point identifier, a deadline, a product TYPE, the selected TYPE parameter configuration result and a configured RIC.

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

generating and displaying a discount curve configuration interface in response to receiving a discount curve configuration instruction;

Acquiring a key deadline point configuration result selected by a user based on the discount curve configuration interface;

and generating and storing a discount curve configuration result based on the selected key deadline point configuration result.

Optionally, the discount curve configuration module 503 obtains a key deadline point configuration result selected by a user based on the discount curve configuration interface, generates and stores a discount curve configuration result based on the selected key deadline point configuration result, including:

acquiring basic information of a discount curve configured by a user based on the discount curve configuration interface, parameter content of discount parameters and a selected at least one key deadline point configuration result;

Generating and storing a 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.

Optionally, the basic information of the discount curve comprises at least one of discount curve identification, discount curve type, curve group to which the discount curve belongs, item group to which the discount curve belongs and currency/currency pair;

The discount parameters comprise at least one of an information form, an interpolation method, a Bootstrap method and a dependence curve.

Further, the device further comprises a curve group creation module for:

Generating and displaying a curve group creation interface in response to receiving a curve group creation instruction;

acquiring information of a curve group to be created, which is input by a user through the curve group creation interface;

And generating and storing a curve group creation result based on the acquired information of the curve group to be created.

Optionally, the information of the curve group to be created comprises a curve group identifier and a curve group type;

The curve group type comprises a production group type and a test group type, wherein the discount curves in the curve group of the production group type are used for evaluating financial products, and the discount curves in the curve group of the test group type are used for testing and trial calculation of curve configuration.

Further, the device also comprises a curve copying module for:

Responding to a curve copying instruction input by a user through the curve group creation interface, and displaying the discount curve identification in each stored discount curve configuration result;

Responding to a selection instruction of a user for the displayed discount curve mark, and generating and displaying a page containing a discount curve configuration result corresponding to the selected discount curve mark;

And acquiring an editing result of the user on the fold line curve configuration result in the page, and storing the editing result as a new fold line curve configuration result.

Further, the device also comprises an item group creation module for:

And acquiring information of the item group to be created, which is input by a user through the item group creation interface, and generating and storing an item group creation result based on the acquired information of the item group to be created.

Optionally, the information of the project group to be created comprises a project group identifier and a permission user identifier;

and the authority user identification corresponds to the user with editing authority for the curve group, the curve, the key deadline point and the Type parameter under the project group.

Further, the device also comprises a curve group copying module for:

Responding to a curve group copying instruction input by a user through the project group creation interface, and displaying curve group identifiers in stored curve group creation results;

and copying the configuration result of the discount curve under the curve group corresponding to the selected curve group identifier in response to a selection instruction of the user for the displayed curve group identifier, and storing the copying result as the configuration result of the curve group under the project group.

The product can execute the method provided by any embodiment of the invention, and has the corresponding functional modules and beneficial effects of the execution method.

Example six

Fig. 8 is a schematic structural diagram of an electronic device according to a sixth embodiment of the present invention. Fig. 8 illustrates a block diagram of an exemplary electronic device 12 suitable for use in implementing embodiments of the present invention. The electronic device 12 shown in fig. 8 is merely an example and should not be construed as limiting the functionality and scope of use of embodiments of the present invention.

As shown in fig. 8, the electronic device 12 is 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, a system memory 28, and a bus 18 that connects the various system components, including the system memory 28 and the processing units 16.

Bus 18 represents one or more of several types of bus structures, including a memory bus or memory controller, a peripheral bus, an accelerated graphics port, a processor, and a local bus using any of a variety of bus architectures. By way of example, and not limitation, such architectures include Industry Standard Architecture (ISA) bus, micro channel architecture (MAC) bus, enhanced ISA bus, video Electronics Standards Association (VESA) local bus, and Peripheral Component Interconnect (PCI) bus.

Electronic device 12 typically includes a variety of computer system readable media. Such media can be any available media that is accessible by electronic device 12 and includes both volatile and nonvolatile media, removable and non-removable media.

The 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. The electronic device 12 may further include other removable/non-removable, volatile/nonvolatile computer system storage media. By way of example only, storage system 34 may be used to read from or write to non-removable, nonvolatile magnetic media (not shown in FIG. 8, commonly referred to as a "hard disk drive"). Although not shown in fig. 8, a magnetic disk drive for reading from and writing to a removable non-volatile magnetic disk (e.g., a "floppy disk"), and an optical disk drive for reading from or writing to a removable non-volatile optical disk (e.g., a CD-ROM, DVD-ROM, or other optical media) may be provided. In such cases, each drive may be coupled to bus 18 through one or more data medium interfaces. Memory 28 may include at least one program product having a set (e.g., at least one) of program modules configured to carry out the functions of embodiments of the invention.

A program/utility 40 having a set (at least one) of program modules 42 may be stored in, for example, memory 28, such program modules 42 including, but not limited to, an operating system, one or more application programs, other program modules, and program data, each or some combination of which may include an implementation of a network environment. Program modules 42 generally perform the functions and/or methods of the embodiments described herein.

The electronic device 12 may also communicate with one or more external devices 14 (e.g., keyboard, pointing device, display 24, etc.), one or more devices that enable a user to interact with the electronic device 12, and/or any devices (e.g., network card, modem, etc.) that enable the electronic device 12 to communicate with one or more other computing devices. Such communication may occur through an input/output (I/O) interface 22. In the electronic device 12 of the present embodiment, the display 24 is not provided as a separate body but is embedded in the mirror surface, and the display surface of the display 24 and the mirror surface are visually integrated when the display surface of the display 24 is not displayed. Also, the electronic device 12 may communicate with one or more networks such as a Local Area Network (LAN), a Wide Area Network (WAN) and/or a public network, such as the Internet, through a network adapter 20. As shown, the network adapter 20 communicates with other modules of the electronic device 12 over the bus 18. It should be appreciated that although not shown in FIG. 8, other hardware and/or software modules may be used in connection with electronic device 12, including, but not limited to, microcode, device drivers, redundant processing units, external disk drive arrays, RAID systems, tape drives, data backup storage systems, and the like.

The processing unit 16 executes various functional applications and data processing by running a program stored in the system memory 28, and for example, implements a visual parameter configuration method provided by an embodiment of the present invention, wherein a TYPE parameter configuration result is generated and stored based on a parameter content of a TYPE parameter configured by a user through a visual interface, wherein the TYPE parameter is a configuration parameter of market quotation data for a financial product, a critical term 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 code RIC, and a discount curve configuration result is generated and stored based on the critical term point configuration result selected by the user through the visual interface, wherein the discount curve is a variation curve of a discount rate of the financial product. The parameter configuration of the discount curve is processed in a layering manner, an interface of each parameter configuration is generated and displayed, and the parameters of the discount curve are configured in a visual mode, so that the parameter configuration mode of the discount curve is more flexible, quick and visual, and the time cost of parameter configuration is saved.

Example seven

A seventh embodiment of the present invention provides a computer-readable storage medium having stored thereon a computer program which, when executed by a processor, implements a visualized parameter configuration method as provided by all embodiments of the present invention:

Generating and storing a discount curve configuration result based on the key deadline point configuration result selected by the user through the visual interface, wherein the discount curve is a change curve of discount rate of the financial product. Any combination of one or more computer readable media may be employed. The computer readable medium may be a computer readable signal medium or a computer readable storage medium. The computer readable storage medium can be, for example, but not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, apparatus, or device, or a combination of any of the foregoing. More specific examples (a 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 disc read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the foregoing. In this document, a computer readable storage medium may be any tangible medium that can contain, or store a program for use by or in connection with an instruction execution system, apparatus, or device.

The computer readable signal medium may include a propagated data signal with computer readable program code embodied therein, either in baseband or as part of a carrier wave. Such a propagated data signal may take any of a variety of forms, including, but not limited to, electro-magnetic, optical, or any suitable combination of the foregoing. A computer readable signal medium may also be any computer readable medium that is not a computer readable storage medium and that can communicate, propagate, or transport a program for use by or in connection with an instruction execution system, apparatus, or device.

Program code embodied on a computer readable medium may be transmitted using any appropriate medium, including but not limited to wireless, wireline, optical fiber cable, RF, etc., or any suitable combination of the foregoing.

Example eight

An eighth embodiment of the present invention also provides a computer program product comprising a computer program which, when executed by a processor, implements a method of configuring parameters for visualisation as provided by any of the embodiments of the present invention.

Computer program product in the implementation, the computer program code for carrying out operations of the present invention may be written in one or more programming languages, including an object oriented programming language such as Java, smalltalk, C ++ and conventional procedural programming languages, such as the "C" programming language or similar programming languages. The program code may 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 case of a remote computer, the remote computer may be connected to the user's computer through any kind of network, including a Local Area Network (LAN) or a Wide Area Network (WAN), or may be connected to an external computer (for example, through the Internet using an Internet service provider).

Note that the above is only a preferred embodiment of the present invention and the technical principle applied. It will be understood by those skilled in the art that the present invention is not limited to the particular embodiments described herein, but is capable of various obvious changes, rearrangements and substitutions as will now become apparent to those skilled in the art without departing from the scope of the invention. Therefore, while the invention has been described in connection with the above embodiments, the invention is not limited to the embodiments, but may be embodied in many other equivalent forms without departing from the spirit or scope of the invention, which is set forth in the following claims.

Claims

1. A visual parameter configuration method, characterized in that it includes: generating and storing TYPE parameter configuration results based on the parameter content of TYPE parameters configured by the user through a visual interface; wherein, the TYPE parameters are configuration parameters for market quotation data of financial products, and the TYPE parameters of different product types require different parameter types to be configured;

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, generating and storing the TYPE parameter configuration result based on the parameter content of the TYPE parameter configured by the user through a 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, wherein 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, wherein 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, wherein 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, wherein the discounting parameter includes 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 comprises:

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, wherein 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 comprises:

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, wherein the method further comprises:

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, wherein 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 comprises:

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 it comprises:

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:

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