Traditionally, the investment funds market exploits analysis and design concepts based on the procedural programming approach. We propose a set of analysis patterns which describes the financial products using the object-oriented paradigm. Primarily, the goal of our project has been to provide a solution to calculate the limits related of the managed financial investments. Thus the analysis of financial products has been performed from the calculus of limits point of view. The result is a set of design guidelines that include not only the definition of limits and their calculus formulas but also the definition of products, domains, and portfolios. Our aim has been to provide a model that can be further extended with new types of limits and calculus formulas and to be reused in other financial applications. The paper ends by summarizing the most important implementation issues we have addressed.
Raibulet, C., Ubezio, L., Carpinato, A. (2006). Novel Analysis Patterns in the Context of the Managed Financial Instruments. In Local Proceedings of the 10th East-European Conference on Advances in Databases and Information Systems (ADBIS 2006) (pp.91-106). Rheinisch-Westfaelische Technische Hochschule Aachen * Lehrstuhl Informatik V.
Novel Analysis Patterns in the Context of the Managed Financial Instruments
RAIBULET, CLAUDIA;
2006
Abstract
Traditionally, the investment funds market exploits analysis and design concepts based on the procedural programming approach. We propose a set of analysis patterns which describes the financial products using the object-oriented paradigm. Primarily, the goal of our project has been to provide a solution to calculate the limits related of the managed financial investments. Thus the analysis of financial products has been performed from the calculus of limits point of view. The result is a set of design guidelines that include not only the definition of limits and their calculus formulas but also the definition of products, domains, and portfolios. Our aim has been to provide a model that can be further extended with new types of limits and calculus formulas and to be reused in other financial applications. The paper ends by summarizing the most important implementation issues we have addressed.
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