城市商业银行外汇交易系统的设计与实现-软件工程专业论文.docxVIP

中文摘要 外汇市场在全球金融一体化的大背景下，已经成为全球金融市场最开放、最 活跃的组成部分，近几年，城市商业银行成为了外汇市场上的生力军，与其它大 型国有银行相比，进入外汇市场的时间相对滞后，这就需要结合城市商业银行的 灵活的业务发展模式，尽快实现业务操作的电子化和自动化。积极推动城市商业 银行在外汇业务的迅速的发展。 本课题主要采用外汇业务电子化处理模式，力求建设一套适合城市商业银行 业务发展的外汇交易系统，汇率随国际市场实时变动，可依据资金规模及汇率变 动采取自动和询价的方式实现总分行间的资金的交易及管理。系统包含了外汇报 价及总分行交易两个重要的子系统。报价引擎子系统作为全行价格中心，用户需 通过专用客户端登录进行外汇报价、系统管理等操作，系统设计采用模块化设计、 参数化管理，将市场波动的特性抽象出来作为智能控制的数据基础，通过程序自 动对牌价的异常波动进行监控报警，配合交易员的人工判断，产生尽量贴近市场 的报价，最大限度的满足各个金融机构对外汇报价的不同要求。总分行交易子系 统建立在 Java EE 技术体系之上，采用分层架构的设计思想，将系统的实现分为 表现层、业务层和持久层/数据访问层，并添加业务流程管理和作业调度模块， 各层各模块之间彼此独立又相互协作，共同完成其业务流程和数据流程。 关键词：外汇报价；总分行交易；分层； ABSTRACT Under the background of globalization, Foreign exchange market has become the most open and active part of the global financial market. Recently, city commercial banks become a force on the foreign exchange market, however comparing with other large state-owned banks it is lagging in the foreign exchange market. We need to realize the e-business operations and automation combining with the flexible business model as soon as possible in order to promote the development of city commercial banks in the foreign exchange business rapidly. In this issue, I strive to build a set of FX Trading System which is suitable for the development of city commercial banks. The system includes Foreign Exchange Quotation system and Transaction system between Head office and branches these two important subsystems. The quotation engine system is the core of full-line price. The user needs to login the dedicated client-side so that they can finish the foreign exchange quotation, system management and other operations. Abstracted features to market volatility as a data base of intelligent control, automatically by the program to monitor alarm rate of abnormal fluctuations, cooperate the artificial judgment of traders, produce as much as possible close to the market quotation, the maximum to meet the different requirements of various financial institutions for foreign exchange quotation. Transaction system betwee