Consultancy for a Pricing Engine for Credit Derivates

Project Description

Technical and business requirements were inquired by using the VOLERE principle
UML driven modelling of use cases and business components
Definition of a service oriented system architecture
Integration of an existing data warehouse
Definition of an agile and model based development process

Financial Department

Active Credit Portfolio Management

Financial Instruments

Credit Derivates,
Credit Default Swaps,
Collateralized Debt Obligations

Market Interfaces
Departments - Products
Vendor - Involved Products

Rogue Wave - LEIF,
Oracle - Oracle Database,
openArchitectureWare.org - openArchitectureWare

Technologies

MDA,
SOA,
Web Services,
LEIF,
Java,
C++,
SQL

Project Description

Technical and business requirements were inquired by using the VOLERE principle
UML driven modelling of use cases and business components
Definition of a service oriented system architecture
Integration of an existing data warehouse
Definition of an agile and model based development process

Financial Department

Active Credit Portfolio Management

Financial Instruments

Credit Derivates,
Credit Default Swaps,
Collateralized Debt Obligations

Market Interfaces

Departments - Products

Vendor - Involved Products

Rogue Wave - LEIF,
Oracle - Oracle Database,
openArchitectureWare.org - openArchitectureWare

Technologies

MDA,
SOA,
Web Services,
LEIF,
Java,
C++,
SQL