Implementation of an Curves Application connected with a historical database

Project Description

Curves is a JBoss based database, which is used for pricing. The database can store all relevant parameters for structured products (Yield Curves, Dividends, Volatility Surfaces and Paremeter Sets). Purpose of the project is to achieve a coherent view for a trader on the market thus a trader gets coherent pricings

Financial Department

Trading Department

Financial Instruments

Money Market,
Derivates

Market Interfaces
Departments - Products
Vendor - Involved Products
Technologies

C#,
SQL

Project Description

Curves is a JBoss based database, which is used for pricing. The database can store all relevant parameters for structured products (Yield Curves, Dividends, Volatility Surfaces and Paremeter Sets). Purpose of the project is to achieve a coherent view for a trader on the market thus a trader gets coherent pricings

Financial Department

Trading Department

Financial Instruments

Money Market,
Derivates

Market Interfaces

Departments - Products

Vendor - Involved Products

Technologies

C#,
SQL