Novel analysis patterns in the context of the managed investments instruments

Abstract

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 objectoriented 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.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 1 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.