Novel analysis patterns in the context of the managed investments instruments

L. Ubezio, C. Raibulet, A. Carpinato

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

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.
Original languageEnglish
Title of host publicationADBIS 2006 - Communications of the 10th East-European Conference on Advances in Databases and Information Systems
Publication statusPublished - 2006
Externally publishedYes
Event10th East-European Conference on Advances in Databases and Information Systems, ADBIS 2006 - , Greece
Duration: 3 Sep 20067 Sep 2006

Publication series

NameCEUR Workshop Proceedings
ISSN (Print)1613-0073

Conference

Conference10th East-European Conference on Advances in Databases and Information Systems, ADBIS 2006
Country/TerritoryGreece
Period3/09/067/09/06

Cite this