A risk management prototype using object-oriented APL

ABSTRACT

After a quick introduction to Financial Risk Management, I show that Object-Oriented Technology (OOT) fits well with the demands of Risk Management. I then outline the analysis, design, and implementation of a prototype system for Risk Management using both OOT and APL. I describe a Dyalog APL implementation of OOT, and conclude by wondering whether APL is really suitable for OOT.

REFERENCES

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INDEX TERMS

Primary Classification:
  D. Software
  D.3 PROGRAMMING LANGUAGES
      D.3.2 Language Classifications

          Nouns: APL

Additional Classification:
  D. Software
  D.1 PROGRAMMING TECHNIQUES
  D.3 PROGRAMMING LANGUAGES
      D.3.2 Language Classifications
          Subjects: Object-oriented languages

  J. Computer Applications
  J.1 ADMINISTRATIVE DATA PROCESSING
      Subjects: Financial (e.g., EFTS)

General Terms:
Algorithms, Design, Languages, Performance

Keywords:
OO analysis and design (OOA/OOD), OO programming (OOP), OO/APL, application frameworks, dyalog APL, financial risk management, object-oriented technologies (OOT)