AgentSkillsCN

Process Trade Settlement

处理贸易结算业务

SKILL.md

Skill: Process Trade Settlement

Domain

financial_services

Description

Processes securities trade settlements validating matching, calculating obligations, and managing settlement exceptions across T+1/T+2 cycles.

Tags

securities, settlement, trading, clearing, finance, operations

Use Cases

  • •Trade matching validation
  • •Settlement obligation calculation
  • •Exception management
  • •Fail prediction

Proprietary Business Rules

Rule 1: Trade Matching

Validation of trade details between counterparties.

Rule 2: Settlement Date Calculation

T+1/T+2 settlement date determination by security type.

Rule 3: Obligation Netting

Net settlement obligation calculation across trades.

Rule 4: Fail Risk Assessment

Prediction of potential settlement failures.

Input Parameters

  • •trade_id (string): Trade identifier
  • •trade_details (dict): Trade information
  • •counterparty_info (dict): Counterparty details
  • •security_info (dict): Security details
  • •position_data (dict): Current positions
  • •settlement_instructions (dict): SSI information

Output

  • •settlement_status (string): Processing status
  • •settlement_date (string): Calculated settlement date
  • •net_obligation (dict): Net settlement amounts
  • •matching_status (dict): Match validation results
  • •fail_risk (dict): Fail probability assessment

Implementation

The processing logic is implemented in settlement_processor.py and references data from CSV files:

  • •settlement_cycles.csv - Reference data
  • •risk_factors.csv - Reference data
  • •fee_schedules.csv - Reference data
  • •fail_management.csv - Reference data
  • •netting_rules.csv - Reference data
  • •regulatory_reporting.csv - Reference data
  • •parameters.csv - Reference data.

Usage Example

python
from settlement_processor import process_settlement

result = process_settlement(
    trade_id="TRD-2026-001",
    trade_details={"side": "buy", "quantity": 1000, "price": 150.50, "trade_date": "2026-01-20"},
    counterparty_info={"id": "CPTY-001", "dtc_number": "0123"},
    security_info={"cusip": "037833100", "type": "equity"},
    position_data={"available": 0, "pending_receipts": 1000},
    settlement_instructions={"account": "12345", "agent": "DTC"}
)

print(f"Settlement Date: {result['settlement_date']}")

Test Execution

python
from settlement_processor import process_settlement

result = process_settlement(
    trade_id=input_data.get('trade_id'),
    trade_details=input_data.get('trade_details', {}),
    counterparty_info=input_data.get('counterparty_info', {}),
    security_info=input_data.get('security_info', {}),
    position_data=input_data.get('position_data', {}),
    settlement_instructions=input_data.get('settlement_instructions', {})
)