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Cipher Feedback Mode (CFM) is used to encrypt/decrypt data with a length smaller than block size (see Figure 6-13). The characteristics of CFM make it look like a stream cipher and are highly suited to encrypt a single byte or bit.

The operation of the timeout method is actually a good example of how the application of some of the highlevel features of Ruby can create very useful behavior in very little code. I reproduce here the pertinent bits of its definition as taken from /usr/lib/ruby/1.8/timeout.rb on my system: # Copyright (C) 2000 Network Applied Communication Laboratory, Inc. # Copyright (C) 2000 Information-technology Promotion Agency, Japan module Timeout class Error<Interrupt end

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In this section, we will show how an order flows from an investor to an exchange, how it gets converted into a trade, and how it gets settled. Each order that is initiated by an investor follows a defined life cycle from initiation to settlement (see Figure 1-6). This life cycle is defined worldwide by the existing operational practices of most institutions, and the processes are more or less similar. The emphasis is on getting the orders transacted at the best possible price and on getting trades settled with the least possible risk and at manageable costs. Designated employees in the member s office ensure that each trade that takes place through them or in their house account gets settled properly. Unsettled trades lead to liability, risk, and unnecessary costs.

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The following steps are involved in a trade s life cycle: 1. Order initiation and delivery 2. Risk management and order routing 3. Order matching and conversion into trade 4. Affirmation and confirmation (this step is relevant for institutional trades only) 5. Clearing and settlement Steps 1 and 3 are generally called front-office functions, and steps 4 5 are called back-office functions. The risk management part in step 2 is a middle-office function, and the routing part is again a front-office function. In the trading and settlement value chain, steps that take place before

def timeout(sec, exception=Error) return yield if sec == nil or seczero begin x = Threadcurrent y = Threadstart { sleep sec xraise exception, "execution expired" if xalive } yield sec # line omitted as irrelevant ensure ykill if y and yalive end end module_function :timeout end Starting at the top, we define everything that follows to be in the context of the Timeout module Immediately after this, we define Timeout::Error to be an in-name-only subclass of Interrupt (which inherits from SignalException, which in turn inherits from Exception) The timeout method itself is where the fun begins As stated, we take two arguments: the number of seconds to wait and an optional override of the exception class to be raised Note that even in the argument defaults, the current module namespace is applied so that Error is exactly the same thing here as Timeout::Error.

the order gets executed are called pre-trade. These include order initiation, order delivery, order management and routing, order-level risk management, and so on. Similarly, steps that take place after the order is matched and converted into a trade are called post-trade. The entire gamut of clearing and settlement is known as post-trade activity. We will cover each of these steps in detail in the following sections. Though the underlying philosophies of executing orders at the lowest costs and performing risk-free settlements remain the same, the operational steps differ from member to member and also from country to country. Also, given an institution, the steps followed differ from client to client. This is actually more linked to the client type rather than to the client. An individual person trading is classified as a retail customer and is hence considered risky. Corporate customers, funds, banks, and financial institutions are called institutional investors. For example, risk management before order routing may be a step that takes place compulsorily for a retail client but could be waived for an institutional client, especially if the institution has a sound financial standing in the market. Additional steps are involved in settling an institutional trade in comparison to a retail trade. This difference is because institutions normally outsource their settlement function, and members have to talk to this additional agency. Institutions also have a number of checks and balances that each member has to follow.

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