http://forum.murexusers.org/ Forum for the new Murex User Group. en-US Fri, 12 Mar 2010 16:49:14 +0000 http://bbpress.org/?v=1.0.2 q http://forum.murexusers.org/search.php http://forum.murexusers.org/topic/automatic-flag-in-a-checkbox-udf#post-76 Tue, 09 Mar 2010 11:23:32 +0000 maria.raffaele 76@http://forum.murexusers.org/ <p>Hi all,</p> <p>i'm working on 2.11.38 version.<br /> I want to know if it's possible create a Rule in a User Definable Table--&gt;Rule (Config session) to check "yes" automatically an UDF (checkbox udf)only if we insert a deal on well know portfolio.<br /> What type rule i have to use?</p> <p>Thanks and regards. </p> http://forum.murexusers.org/topic/murex-tutorials#post-58 Tue, 29 Dec 2009 14:03:46 +0000 velmurugan 58@http://forum.murexusers.org/ <p>I have hardly trying to find the Murex related tutorials, But no resources so far, some one please help me !!!</p> <p>Thanks<br /> -velu </p> http://forum.murexusers.org/topic/query-regarding-scenario-generation-in-murex#post-70 Fri, 05 Feb 2010 10:11:43 +0000 narayanprasadk 70@http://forum.murexusers.org/ <p>Hi All,</p> <p>I am trying to generate Interest rate related scenarios for stress testing. I use "Import variation from ascii" option to import the changes. For some of the scenarios the interest rate turns negative(stress scenarios say for example -10% movement from current interest rate). I would like the change to be floored to zero (e.g. if the market rate is 4.5% and my scenario is -5.0% then the applied scenario should be 0% i.e. max(0,market rate + scenario)). I have tried the Floor option in Var component analysis part but it did not serve the purpose. Can anybody suggest the best way forward in this case. </p> <p>Thanks<br /> NP </p> http://forum.murexusers.org/topic/how-well-does-murex-support-commodity#post-71 Tue, 09 Feb 2010 16:45:14 +0000 m33 71@http://forum.murexusers.org/ <p>Does Murex support trading of physicals, include logistic managements (transport etc)?</p> <p>How about simple financials such as futures and forwards, and more advance derivatives such as options, swaps, with Asian fixings?</p> <p>Thanks.</p> <p>-M </p> http://forum.murexusers.org/topic/documentation-on-simulation#post-62 Tue, 26 Jan 2010 09:01:43 +0000 raghurrao 62@http://forum.murexusers.org/ <p>Hello there. I am looking out for documentation on Simulation for murex v3.1</p> <p>If any one has any related document , can I kindly request for them to share it ? </p> http://forum.murexusers.org/topic/somebody-out-there#post-50 Thu, 04 Jun 2009 11:55:06 +0000 Christoph Obenhuber 50@http://forum.murexusers.org/ <p>Hello all,</p> <p>No one currently working on Murex projects as there is so little traffic here at the moment ?</p> <p>Best,<br /> Christoph</p> <p>Ps: As I am aware the mailing list is more often used than the forum at the moment. Why ? </p> http://forum.murexusers.org/topic/murex-macros#post-64 Thu, 28 Jan 2010 00:33:04 +0000 Kishi 64@http://forum.murexusers.org/ <p>I am currently testing the running of macros on 3.1<br /> As I have recently arrived at this location, no one had previously ran macros.<br /> I've followed the instructions and created the "clientf.cmd" file by change the line from "murex.gui.xml.XmlGuiClientBoot" to "murex.gui.api.script.ApiScript" in the "java -cp" line of the "clientf.cmd" file.</p> <p>I am launching the macro from DOS using the command "clientf.cmd /MXJ_SCRIPT_READ_FROM:c:\temp\test1.xml".</p> <p>However, the macro does not run and I get the following message:<br /> mxjboot.jar Build-ID: 1184026-091217-1035-916911<br /> Opening jar/file.version...<br /> Opening bin/file.version...<br /> Checking files...<br /> jar/file.version saved.<br /> bin/file.version saved.<br /> java.lang.ClassNotFoundException: murex.gui.api.script.ApiScript at murex.rmi.loader.FileServerClassLoader.findClass(FileServerClassLoader.java:352)<br /> at java.lang.ClassLoader.loadClass(Unknown Source)<br /> at java.lang.ClassLoader.loadClass(Unknown Source)<br /> at java.lang.ClassLoader.loadClassInternal(Unknown Source)<br /> at java.lang.Class.forName0(Native Method)<br /> at java.lang.Class.forName(Unknown Source)<br /> at murex.rmi.loader.RmiLoader.startRunning(RmiLoader.java:108)<br /> at murex.rmi.loader.RmiLoader.main(RmiLoader.java:142)</p> <p>Any assistance on this matter is appreciated </p> http://forum.murexusers.org/topic/murex-data-publisher#post-54 Thu, 10 Sep 2009 17:03:20 +0000 rvkakani 54@http://forum.murexusers.org/ <p>How to export Murex Data Mart data to external systems for Reporting? We know, we don't want to touch the "canned" Murex Actuate Reports because of upgrade issues. We want to take Murex Data and dump into our own "Data mart" so we could do custom Reporting off of it. Can any one shed some light on this?</p> <p>Thanks<br /> Ram K </p> http://forum.murexusers.org/topic/mx3-users#post-12 Tue, 19 Aug 2008 07:46:10 +0000 Christoph Obenhuber 12@http://forum.murexusers.org/ <p>Hello,</p> <p>As we are setting up the current MX version I would be quite happy to get an overview who else uses this version ?!</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/consistency-rule-21139#post-55 Mon, 05 Oct 2009 11:20:31 +0000 marina roncalli 55@http://forum.murexusers.org/ <p>Hi all,<br /> I need your help in order to develop a consistency rule in MX version 2.11.39 to limit insertion deal over a defined nominal, f.i. an IRS with limited notional amount = EUR 1,000,000,000.<br /> Any ideas?<br /> Tks </p> http://forum.murexusers.org/topic/historical-market-data#post-53 Mon, 22 Jun 2009 08:22:50 +0000 Christoph Obenhuber 53@http://forum.murexusers.org/ <p>Hello,</p> <p>Where can I look at the historical market values (daily closing values of a certain market data set) of a certain time series ? When I select "Market Data" and for example "Forex" I get all FX rates for a certain day but not all days for a certain FX rate (in one screen).</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/perfromance-monitoring#post-45 Mon, 19 Jan 2009 09:13:39 +0000 Abhishek 45@http://forum.murexusers.org/ <p>Need to know the key performance monitoring indicators for murex. </p> http://forum.murexusers.org/topic/all-blank#post-6 Wed, 13 Aug 2008 19:17:42 +0000 Markus Linke 6@http://forum.murexusers.org/ <p>If you wonder, why all the forums are blank: The very first version of this forum went live on 2008-08-13 and is still in the process of being tested. Most of the discussions so far can be found in the Murex User Group Mailing List-Archives at listserv.linke.de. </p> http://forum.murexusers.org/topic/uk-market#post-43 Wed, 19 Nov 2008 13:04:37 +0000 Markus Linke 43@http://forum.murexusers.org/ <p>Hi, </p> <p>from time to time I check IT Jobs Watch (<a href="http://www.itjobswatch.co.uk/contracts/uk/murex%20consultant.do" rel="nofollow">http://www.itjobswatch.co.uk/contracts/uk/murex%20consultant.do</a>) about the UK market. Today's query returned that the matching job queries went down from 55 to 8. Is it really that bad in London?</p> <p>Cheers,<br /> Markus </p> http://forum.murexusers.org/topic/problems-with-transaction-purge#post-36 Wed, 10 Sep 2008 10:28:54 +0000 chrisjej 36@http://forum.murexusers.org/ <p>We are using the "Purge : Transaction tables" to test out a planned transaction purge. This has previously worked for a similar volume of data, but we are currently getting a dialog box with the error:<br /> "Overflow in MPX_IN (line ignored): _REPLICAT_"</p> <p>The details of the purge show in the Transactions section 673,867 transactions found over which around 13,329 are marked as purgeable giving a total of 687,196. There are similar numbers in the Market Operations section and nothing listed under Linked Trades. We are doing the purge on and before 31 Dec 2007 with both the "Consolidation after" filter and "Select transaction type" off.</p> <p>There does not appear to have been a problem with space in tempdb.</p> <p>We are using Murex external version 2.2.9.87 (internal version v2000.2.9.87) with Sybase ASE 12.5.3.</p> <p>Does anyone have any ideas?</p> <p>TIA<br /> Chris </p> http://forum.murexusers.org/topic/murex-firewall-config#post-37 Wed, 17 Sep 2008 08:42:29 +0000 DavidG 37@http://forum.murexusers.org/ <p>Hi All,</p> <p>I was wondering if anyone has had to configure Murex to run on fixed ports, in order to enable a client to connect to Murex through a firewall (where fixed IP and ports are necessary).</p> <p>I've been in touch with Murex and they were quite helpfull in recommending a setup of a HUB. So far we have:</p> <p>fixed port for the file server<br /> fixed port for the hub (giving client access to the xml server and Mx)</p> <p>however a netstat scan reveals every time we open up a new user session, we get a random port connection. Sniffing the TCP packets it looks like Murex is using this for RMI. Furter googling on RMI shows that RMI uses two ports. One is fixed (for our file server, the other is random). Has anyone come up against a similar problem? If so how did you resolve the random port?</p> <p>Note we are running Murex 2.2.11 (non mainstream) on Solaris box.</p> <p>Thanks in advance,<br /> David </p> http://forum.murexusers.org/topic/var-viewer-and-sql#post-38 Fri, 19 Sep 2008 09:25:08 +0000 thetrystero 38@http://forum.murexusers.org/ <p>I'm currently downloading scenarios for various combinations of User Definitions and Data Sources using the "Export to file" function in the VaR Viewer of Murex G2000 Version32. This is a slow and tedious manual process for larger datasets and combinations of userdefs/data sources.</p> <p>Is there a way to automate this, perhaps by writing an SQL script such that I can include it in my nightly processes to automatically extract the information?<br /> I am brand new to Murex, and have minimal knowledge of the workings behind its GUI interface. </p> http://forum.murexusers.org/topic/reuters-data-scope-select-dss#post-32 Thu, 28 Aug 2008 08:56:25 +0000 Christoph Obenhuber 32@http://forum.murexusers.org/ <p>Hello,</p> <p>Does anybody of you use End of Day Data via Reuters DSS ?</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/this-forum#post-3 Wed, 13 Aug 2008 12:58:15 +0000 Markus Linke 3@http://forum.murexusers.org/ <p>Somehow there seems to be a high demand to have this forum in addition to the existing mailing list (murex-l@listserv.linke.de) and mailing list archives (listserv.linke.de).</p> <p>I think there is a small risk to split the information in too many places, but on the other hand I believe that this might help us to reduce off-topic discussions on the mailing list. </p> <p>So here we go ... forums are now available ... </p> http://forum.murexusers.org/topic/mx3-for-var-and-stresstesting#post-31 Wed, 27 Aug 2008 16:39:41 +0000 Christoph Obenhuber 31@http://forum.murexusers.org/ <p>Hello,</p> <p>Are there any banks around which use MX.3 for Value at Risk and Stresstesting ?</p> <p>thx,<br /> Christoph </p> http://forum.murexusers.org/topic/mxg-2000-importing-market-data#post-29 Tue, 26 Aug 2008 13:06:37 +0000 Woden 29@http://forum.murexusers.org/ <p>Greetings,</p> <p>I have some general questions about importing market data if anyone can oblige please before I contact Murex.</p> <p>We currently have a realtime feed for 3 aspects of market data. This information is stored in the cache is that correct? We then have a import processing script that uses the same Activity Feeder and Market Data Subscription. Running this script will then import the data to the database is this correct?</p> <p>Now we would like to add another script to import an additional market parameter. The suggested solution from Murex was to do an export initially to have well formed xml to be modified. I set up a script to do this similar to the import one based on a new Activity Feeder and Market Data Subscription.</p> <p>When this script is run where should the xml present itself? Is it in my client folder, the unix application directory or temporarily stored in the cache?</p> <p>The next step was then to reimport the xml file into the cache using an "actioncache script" and then import the data into the database. A actioncache.cmd file was provided. Typically does this file need to be modified for the local set up e.g java path, fileeserver ip and port? Where should it be run from? My client directory?</p> <p>Thank you for your time.</p> <p>Regards,</p> <p>Woden </p> http://forum.murexusers.org/topic/why-were-you-blacklisted#post-28 Fri, 22 Aug 2008 07:36:46 +0000 Markus Linke 28@http://forum.murexusers.org/ <p>One of the very few rules of the User Group is not to cold call people because of a mailing list/forum posting. This problem is increasing, so I thought putting the companies which abuse this group in the pillory might be a solution. Let's see if it helps. You can share your good and bad experiences with consulting companies in the blacklist/whitelist-forums. </p> http://forum.murexusers.org/topic/reuters-datascope-select-dss-and-mx3#post-11 Tue, 19 Aug 2008 07:44:39 +0000 Christoph Obenhuber 11@http://forum.murexusers.org/ <p>Hello,</p> <p>Regarding loading end of day data into MX3 for VaR and related tasks we are currently thinking about the best way to do that. Does anyone have some experience on feeding data from Reuters Data Scope Select (EOD data) via MDRS into MX DB ?</p> <p>Actually we are calculating VaR using a historical simulation. The preferred case would be to have the historical market data time series (some thousand series) 5 years back in the MX DB. So we would like to use DSS via MDRS to import the historical time series into Mx and also to write the daily endofday closing into MX DB via MDRS.</p> <p>Some concrete questions would be<br /> - Daily delivery delay of EndofDay values from DSS: For example US exchanges close at 10 pm; when does DSS provide the closing for US equities ?</p> <p>- Historical quality checks of DSS data: How good are the checks ?</p> <p>- Mapping of Reuters XML Format and MX MDML Format: Are both formats easy to map ?</p> <p>thx,<br /> Christoph </p> http://forum.murexusers.org/topic/usergroup-meetings-in-central-europe#post-13 Tue, 19 Aug 2008 07:47:30 +0000 Christoph Obenhuber 13@http://forum.murexusers.org/ <p>Hello,</p> <p>- Are there usergroup meetings near Austria (Germany, Switzerland,...) on a regular basis ?</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/hello-to-all#post-16 Tue, 19 Aug 2008 08:08:03 +0000 Christoph Obenhuber 16@http://forum.murexusers.org/ <p>Hello Markus,</p> <p>First of all, thanks for the forum ;-) Actually I find this format much more convenient than the mailing list archive and I would appreciate to have some ongoing discussions here.</p> <p>As we are currently setting up MX.3 front2back for allmost all asset classes I would be quite happy to get in contact with some of you guys who do or did a similar thing.<br /> Personally I am quite involved in all VaR, stresstesting, backtesting and market data management related topics as well as the implementation of an internal market risk model (to be approved by the national authorities) in MX.</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/mx-aggregator-and-pl-feeder#post-15 Tue, 19 Aug 2008 07:51:30 +0000 Christoph Obenhuber 15@http://forum.murexusers.org/ <p>Hello,</p> <p>Has anyone already used this module of Murex ?</p> <p>thx,<br /> Christoph </p> http://forum.murexusers.org/topic/breakdown-by-risk-factor-in-var-viewer#post-14 Tue, 19 Aug 2008 07:50:17 +0000 Christoph Obenhuber 14@http://forum.murexusers.org/ <p>Hello,</p> <p>Currently we use the following risk factors in market risk: FX, Interest, Commodity, Price, Volatility and Residual. </p> <p>If you have several VaR and stresstesting tasks with each containing positions representing several risk factors how do you set up the calculation task in order to get a breakdown by riskfactor ?</p> <p>Best,<br /> Christoph </p> http://forum.murexusers.org/topic/job-postings#post-10 Thu, 14 Aug 2008 10:56:31 +0000 Markus Linke 10@http://forum.murexusers.org/ <p>Please do not post jobs to the list.</p> <p>All jobs published on eFiancialCareers will show up on the websites automatically (if they contain 'murex').</p> <p>This forum can be used for general discussions about jobs, projects, etc, but not to publish requirements ... </p> http://forum.murexusers.org/topic/books#post-9 Thu, 14 Aug 2008 05:57:37 +0000 Markus Linke 9@http://forum.murexusers.org/ <p>If you would like to add information about a book (or another Amazon article) in your post, you can click on "Amazon Reloaded" when writing a post. This allows you to search for an article and easily insert a picture of it, which then automatically links to the Amazon-page. </p>