haku: @author Sodhi, M. / yhteensä: 2
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| Tekijä: | Sodhi, M. |
| Otsikko: | Development of a DSS for fixed-income securities using OOP |
| Lehti: | Interfaces
1996 : MAR/APR, VOL. 26:2, p. 22-33 |
| Asiasana: | DECISION SUPPORT SYSTEMS MANAGEMENT PORTFOLIO SELECTION |
| Kieli: | eng |
| Tiivistelmä: | The author developed a simplified version of a decision support system for Health Net. Health Net needed a system to manage fixed-income portfolios worth $370 million and to analyze 36 different types of fixed-income securities and derivatives for risk and return. The author integrated the required mathematical models and data-base system in the object-oriented paradigm by uniformly implementing mathematical models for interest rate movements and cash flows of securities, database entities, and the interface as interacting objects. |
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