Structured Product Observation Log
Dozens of observation dates per structured product scattered across broker confirmations — Ginkgo auto-models every observation date by contract rules, records triggered quantities, and links back to the master trade.
SCENARIO
Business Scenario
Structured products (AQ accumulator / DQ decumulator / FCN fixed coupon etc.) have dozens of observation dates throughout the contract life, with actual trades triggered at each date according to the contract rules (e.g. a DQ buys a fixed quantity when the observation price is below the strike price). Traditionally, PMs manually search through broker trade confirmations to reconstruct the actual trade price + triggered quantity for each observation date. Clients wanting to know "from which observation date did this DQ start losing / how many shares have been triggered in total / how many observation dates remain" have to spend hours assembling the picture manually.
MECHANISM
Mechanism · Three-Core Combination
Powered by Decoder + Horizon + Polymorph three-core combination
Decoder
Ingests structured product (AQ / DQ / FCN etc.) contract terms (instrument / strike / KO / observation date schedule / trigger rules / leverage conditions / guarantee period etc.) + underlying real-time market data.
Horizon
The core engine of this capability — proactively models every observation date according to contract rules: compares actual market price on the day against strike / KO conditions to determine if triggered + auto-calculates triggered quantity + records the trade, while tracking cumulative shares executed / cumulative trade amount / leverage status / guarantee period status. Observation date records do not depend on broker post-confirmation; the engine computes them directly.
Polymorph
Observation date detail panel — each observation date's price + triggered quantity displayed side-by-side (22 observation dates / 60 observation dates all visible at a glance) + master contract summary (creation date / strike / start-end dates / trading days / cumulative shares executed / cumulative trade amount / leverage status etc.) + linked master trade ID traceable to the full transaction ledger.