為替予約管理装置及びプログラム

Forward exchange contract management device and program

Abstract

【課題】 為替予約の管理業務の簡素化を実現する。 【解決手段】 特定金融機関と顧客の間で締結された為替予約に関する情報が登録されたデータベースを、設定された検索条件(統合対象の為替予約を検索するための検索条件)で検索し(106)、検索によって抽出された為替予約を一覧表示させ(118)、一覧表示させた為替予約の中から選択された為替予約を統合対象とし(126)、統合対象の各為替予約の予約期日を指定期日(予約期日最遠の為替予約の予約期日又は指定された期日)迄延長した場合の新予約レートを演算し(136)、各為替予約を統合した場合の統合予約レートとして各為替予約の新予約レートの加重平均を演算する(138)。そして演算結果を表示させ(144)、各為替予約を統合した為替予約の締結が指示されると(158が肯定)、当該為替予約を締結する処理を行う(162)。 【選択図】 図3
<P>PROBLEM TO BE SOLVED: To obtain a forward exchange contract management device and program which can realize the simplification of management work for a forward exchange contract. <P>SOLUTION: A database with which information on forward exchange contracts concluded between specific financial institutions and customers is registered is searched with set search conditions (search conditions for searching forward exchange contracts to be integrated) (106), and the forward exchange contracts thus extracted by the search are displayed in a list form (118). The forward exchange contracts selected from the forward exchange contracts displayed in a list form are made to be an integration object contracts (126), and new forward rates in case that the due date of each forward exchange contract to be integrated is extended to a designated date (the due date of a forward exchange contract of most far due date or a designated due data) are computed (136), and the weighted average of the new forward rates of the forward exchange contracts is computed as an integrated forward rate in case that each forward exchange contract is integrated (138). Then, the result of the computation is displayed (144), and when the conclusion of the forward exchange contract integrating each forward exchange contract is instructed (Yes in 158), the processing for concluding the forward exchange contract concerned is carried out (162). <P>COPYRIGHT: (C)2005,JPO&NCIPI

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