Development of a Pricing Tool for Credit Derivates

Project Description

Development of a server process for the evaluation of credit default swaps and collateralized debt obligations
The development is based on a service oriented architecture (SOA)
Development process was organized by the model driven software architecture (MDA)

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,
openArchitectureWare.org - openArchitectureWare,
Oracle - Oracle Database

Technologies

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

Project Description

Development of a server process for the evaluation of credit default swaps and collateralized debt obligations
The development is based on a service oriented architecture (SOA)
Development process was organized by the model driven software architecture (MDA)

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,
openArchitectureWare.org - openArchitectureWare,
Oracle - Oracle Database

Technologies

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