Development of a DSS for Fixed-Income Securities Using OOP

Published Online:https://doi.org/10.1287/inte.26.2.22

I 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. I integrated the required mathematical models and database 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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