Implementation of an Curves Application connected with a historical database

Kurzbeschreibung

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

Finanzbereiche

Trading Department

Instrumente

Money Market,
Derivates

Marktanbindung
Finanzbereich - Produkt
Produktanbieter - Produkt
Implementierungs Technologien

C#,
SQL

Kurzbeschreibung

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

Finanzbereiche

Trading Department

Instrumente

Money Market,
Derivates

Marktanbindung

Finanzbereich - Produkt

Produktanbieter - Produkt

Implementierungs Technologien

C#,
SQL